CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9457 |
0.9435 |
-0.0022 |
-0.2% |
0.9596 |
| High |
0.9462 |
0.9560 |
0.0098 |
1.0% |
0.9782 |
| Low |
0.9321 |
0.9413 |
0.0092 |
1.0% |
0.9423 |
| Close |
0.9441 |
0.9485 |
0.0044 |
0.5% |
0.9494 |
| Range |
0.0141 |
0.0147 |
0.0006 |
4.3% |
0.0359 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.6% |
0.0000 |
| Volume |
181,232 |
184,012 |
2,780 |
1.5% |
856,647 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9853 |
0.9566 |
|
| R3 |
0.9780 |
0.9706 |
0.9525 |
|
| R2 |
0.9633 |
0.9633 |
0.9512 |
|
| R1 |
0.9559 |
0.9559 |
0.9498 |
0.9596 |
| PP |
0.9486 |
0.9486 |
0.9486 |
0.9505 |
| S1 |
0.9412 |
0.9412 |
0.9472 |
0.9449 |
| S2 |
0.9339 |
0.9339 |
0.9458 |
|
| S3 |
0.9192 |
0.9265 |
0.9445 |
|
| S4 |
0.9045 |
0.9118 |
0.9404 |
|
|
| 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% |
47% |
False |
False |
172,422 |
| 10 |
0.9782 |
0.9321 |
0.0461 |
4.9% |
0.0158 |
1.7% |
36% |
False |
False |
162,433 |
| 20 |
0.9896 |
0.9321 |
0.0575 |
6.1% |
0.0138 |
1.5% |
29% |
False |
False |
159,134 |
| 40 |
1.0350 |
0.9321 |
0.1029 |
10.8% |
0.0115 |
1.2% |
16% |
False |
False |
134,993 |
| 60 |
1.0531 |
0.9321 |
0.1210 |
12.8% |
0.0103 |
1.1% |
14% |
False |
False |
122,919 |
| 80 |
1.0531 |
0.9321 |
0.1210 |
12.8% |
0.0095 |
1.0% |
14% |
False |
False |
97,512 |
| 100 |
1.0531 |
0.9321 |
0.1210 |
12.8% |
0.0088 |
0.9% |
14% |
False |
False |
78,038 |
| 120 |
1.0531 |
0.9321 |
0.1210 |
12.8% |
0.0079 |
0.8% |
14% |
False |
False |
65,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0185 |
|
2.618 |
0.9945 |
|
1.618 |
0.9798 |
|
1.000 |
0.9707 |
|
0.618 |
0.9651 |
|
HIGH |
0.9560 |
|
0.618 |
0.9504 |
|
0.500 |
0.9487 |
|
0.382 |
0.9469 |
|
LOW |
0.9413 |
|
0.618 |
0.9322 |
|
1.000 |
0.9266 |
|
1.618 |
0.9175 |
|
2.618 |
0.9028 |
|
4.250 |
0.8788 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9487 |
0.9470 |
| PP |
0.9486 |
0.9455 |
| S1 |
0.9486 |
0.9441 |
|