CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9406 |
0.9457 |
0.0051 |
0.5% |
0.9596 |
| High |
0.9476 |
0.9462 |
-0.0014 |
-0.1% |
0.9782 |
| Low |
0.9393 |
0.9321 |
-0.0072 |
-0.8% |
0.9423 |
| Close |
0.9472 |
0.9441 |
-0.0031 |
-0.3% |
0.9494 |
| Range |
0.0083 |
0.0141 |
0.0058 |
69.9% |
0.0359 |
| ATR |
0.0134 |
0.0135 |
0.0001 |
0.9% |
0.0000 |
| Volume |
116,907 |
181,232 |
64,325 |
55.0% |
856,647 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9831 |
0.9777 |
0.9519 |
|
| R3 |
0.9690 |
0.9636 |
0.9480 |
|
| R2 |
0.9549 |
0.9549 |
0.9467 |
|
| R1 |
0.9495 |
0.9495 |
0.9454 |
0.9452 |
| PP |
0.9408 |
0.9408 |
0.9408 |
0.9386 |
| S1 |
0.9354 |
0.9354 |
0.9428 |
0.9311 |
| S2 |
0.9267 |
0.9267 |
0.9415 |
|
| S3 |
0.9126 |
0.9213 |
0.9402 |
|
| S4 |
0.8985 |
0.9072 |
0.9363 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0428 |
0.9691 |
|
| R3 |
1.0284 |
1.0069 |
0.9593 |
|
| R2 |
0.9925 |
0.9925 |
0.9560 |
|
| R1 |
0.9710 |
0.9710 |
0.9527 |
0.9638 |
| PP |
0.9566 |
0.9566 |
0.9566 |
0.9531 |
| S1 |
0.9351 |
0.9351 |
0.9461 |
0.9279 |
| S2 |
0.9207 |
0.9207 |
0.9428 |
|
| S3 |
0.8848 |
0.8992 |
0.9395 |
|
| S4 |
0.8489 |
0.8633 |
0.9297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9669 |
0.9321 |
0.0348 |
3.7% |
0.0159 |
1.7% |
34% |
False |
True |
168,225 |
| 10 |
0.9782 |
0.9321 |
0.0461 |
4.9% |
0.0157 |
1.7% |
26% |
False |
True |
157,982 |
| 20 |
0.9980 |
0.9321 |
0.0659 |
7.0% |
0.0137 |
1.5% |
18% |
False |
True |
156,808 |
| 40 |
1.0350 |
0.9321 |
0.1029 |
10.9% |
0.0114 |
1.2% |
12% |
False |
True |
134,209 |
| 60 |
1.0531 |
0.9321 |
0.1210 |
12.8% |
0.0101 |
1.1% |
10% |
False |
True |
121,287 |
| 80 |
1.0531 |
0.9321 |
0.1210 |
12.8% |
0.0095 |
1.0% |
10% |
False |
True |
95,215 |
| 100 |
1.0531 |
0.9321 |
0.1210 |
12.8% |
0.0087 |
0.9% |
10% |
False |
True |
76,198 |
| 120 |
1.0531 |
0.9321 |
0.1210 |
12.8% |
0.0078 |
0.8% |
10% |
False |
True |
63,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0061 |
|
2.618 |
0.9831 |
|
1.618 |
0.9690 |
|
1.000 |
0.9603 |
|
0.618 |
0.9549 |
|
HIGH |
0.9462 |
|
0.618 |
0.9408 |
|
0.500 |
0.9392 |
|
0.382 |
0.9375 |
|
LOW |
0.9321 |
|
0.618 |
0.9234 |
|
1.000 |
0.9180 |
|
1.618 |
0.9093 |
|
2.618 |
0.8952 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9425 |
0.9463 |
| PP |
0.9408 |
0.9456 |
| S1 |
0.9392 |
0.9448 |
|