CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0003 |
0.9900 |
-0.0103 |
-1.0% |
1.0204 |
| High |
1.0006 |
0.9919 |
-0.0087 |
-0.9% |
1.0207 |
| Low |
0.9874 |
0.9856 |
-0.0018 |
-0.2% |
0.9874 |
| Close |
0.9922 |
0.9869 |
-0.0053 |
-0.5% |
0.9922 |
| Range |
0.0132 |
0.0063 |
-0.0069 |
-52.3% |
0.0333 |
| ATR |
0.0084 |
0.0083 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
591 |
1,615 |
1,024 |
173.3% |
3,801 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0070 |
1.0033 |
0.9904 |
|
| R3 |
1.0007 |
0.9970 |
0.9886 |
|
| R2 |
0.9944 |
0.9944 |
0.9881 |
|
| R1 |
0.9907 |
0.9907 |
0.9875 |
0.9894 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9875 |
| S1 |
0.9844 |
0.9844 |
0.9863 |
0.9831 |
| S2 |
0.9818 |
0.9818 |
0.9857 |
|
| S3 |
0.9755 |
0.9781 |
0.9852 |
|
| S4 |
0.9692 |
0.9718 |
0.9834 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0794 |
1.0105 |
|
| R3 |
1.0667 |
1.0461 |
1.0014 |
|
| R2 |
1.0334 |
1.0334 |
0.9983 |
|
| R1 |
1.0128 |
1.0128 |
0.9953 |
1.0065 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9969 |
| S1 |
0.9795 |
0.9795 |
0.9891 |
0.9732 |
| S2 |
0.9668 |
0.9668 |
0.9861 |
|
| S3 |
0.9335 |
0.9462 |
0.9830 |
|
| S4 |
0.9002 |
0.9129 |
0.9739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0184 |
0.9856 |
0.0328 |
3.3% |
0.0110 |
1.1% |
4% |
False |
True |
1,043 |
| 10 |
1.0283 |
0.9856 |
0.0427 |
4.3% |
0.0090 |
0.9% |
3% |
False |
True |
598 |
| 20 |
1.0283 |
0.9856 |
0.0427 |
4.3% |
0.0079 |
0.8% |
3% |
False |
True |
406 |
| 40 |
1.0454 |
0.9856 |
0.0598 |
6.1% |
0.0067 |
0.7% |
2% |
False |
True |
230 |
| 60 |
1.0454 |
0.9856 |
0.0598 |
6.1% |
0.0052 |
0.5% |
2% |
False |
True |
154 |
| 80 |
1.0454 |
0.9856 |
0.0598 |
6.1% |
0.0041 |
0.4% |
2% |
False |
True |
116 |
| 100 |
1.0454 |
0.9856 |
0.0598 |
6.1% |
0.0033 |
0.3% |
2% |
False |
True |
93 |
| 120 |
1.0454 |
0.9856 |
0.0598 |
6.1% |
0.0027 |
0.3% |
2% |
False |
True |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0187 |
|
2.618 |
1.0084 |
|
1.618 |
1.0021 |
|
1.000 |
0.9982 |
|
0.618 |
0.9958 |
|
HIGH |
0.9919 |
|
0.618 |
0.9895 |
|
0.500 |
0.9888 |
|
0.382 |
0.9880 |
|
LOW |
0.9856 |
|
0.618 |
0.9817 |
|
1.000 |
0.9793 |
|
1.618 |
0.9754 |
|
2.618 |
0.9691 |
|
4.250 |
0.9588 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
1.0020 |
| PP |
0.9881 |
0.9970 |
| S1 |
0.9875 |
0.9919 |
|