CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9807 |
0.9734 |
-0.0073 |
-0.7% |
0.9900 |
| High |
0.9829 |
0.9747 |
-0.0082 |
-0.8% |
0.9919 |
| Low |
0.9718 |
0.9630 |
-0.0088 |
-0.9% |
0.9630 |
| Close |
0.9751 |
0.9655 |
-0.0096 |
-1.0% |
0.9655 |
| Range |
0.0111 |
0.0117 |
0.0006 |
5.4% |
0.0289 |
| ATR |
0.0086 |
0.0088 |
0.0003 |
2.9% |
0.0000 |
| Volume |
2,329 |
1,829 |
-500 |
-21.5% |
6,743 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0028 |
0.9959 |
0.9719 |
|
| R3 |
0.9911 |
0.9842 |
0.9687 |
|
| R2 |
0.9794 |
0.9794 |
0.9676 |
|
| R1 |
0.9725 |
0.9725 |
0.9666 |
0.9701 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9666 |
| S1 |
0.9608 |
0.9608 |
0.9644 |
0.9584 |
| S2 |
0.9560 |
0.9560 |
0.9634 |
|
| S3 |
0.9443 |
0.9491 |
0.9623 |
|
| S4 |
0.9326 |
0.9374 |
0.9591 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0417 |
0.9814 |
|
| R3 |
1.0313 |
1.0128 |
0.9734 |
|
| R2 |
1.0024 |
1.0024 |
0.9708 |
|
| R1 |
0.9839 |
0.9839 |
0.9681 |
0.9787 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9709 |
| S1 |
0.9550 |
0.9550 |
0.9629 |
0.9498 |
| S2 |
0.9446 |
0.9446 |
0.9602 |
|
| S3 |
0.9157 |
0.9261 |
0.9576 |
|
| S4 |
0.8868 |
0.8972 |
0.9496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9919 |
0.9630 |
0.0289 |
3.0% |
0.0096 |
1.0% |
9% |
False |
True |
1,348 |
| 10 |
1.0207 |
0.9630 |
0.0577 |
6.0% |
0.0104 |
1.1% |
4% |
False |
True |
1,054 |
| 20 |
1.0283 |
0.9630 |
0.0653 |
6.8% |
0.0084 |
0.9% |
4% |
False |
True |
616 |
| 40 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0074 |
0.8% |
3% |
False |
True |
357 |
| 60 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0057 |
0.6% |
3% |
False |
True |
240 |
| 80 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0046 |
0.5% |
3% |
False |
True |
180 |
| 100 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0037 |
0.4% |
3% |
False |
True |
144 |
| 120 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0031 |
0.3% |
3% |
False |
True |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0244 |
|
2.618 |
1.0053 |
|
1.618 |
0.9936 |
|
1.000 |
0.9864 |
|
0.618 |
0.9819 |
|
HIGH |
0.9747 |
|
0.618 |
0.9702 |
|
0.500 |
0.9689 |
|
0.382 |
0.9675 |
|
LOW |
0.9630 |
|
0.618 |
0.9558 |
|
1.000 |
0.9513 |
|
1.618 |
0.9441 |
|
2.618 |
0.9324 |
|
4.250 |
0.9133 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9689 |
0.9732 |
| PP |
0.9677 |
0.9706 |
| S1 |
0.9666 |
0.9681 |
|