CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9734 |
0.9675 |
-0.0059 |
-0.6% |
0.9900 |
| High |
0.9747 |
0.9742 |
-0.0005 |
-0.1% |
0.9919 |
| Low |
0.9630 |
0.9658 |
0.0028 |
0.3% |
0.9630 |
| Close |
0.9655 |
0.9736 |
0.0081 |
0.8% |
0.9655 |
| Range |
0.0117 |
0.0084 |
-0.0033 |
-28.2% |
0.0289 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,829 |
1,555 |
-274 |
-15.0% |
6,743 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9964 |
0.9934 |
0.9782 |
|
| R3 |
0.9880 |
0.9850 |
0.9759 |
|
| R2 |
0.9796 |
0.9796 |
0.9751 |
|
| R1 |
0.9766 |
0.9766 |
0.9744 |
0.9781 |
| PP |
0.9712 |
0.9712 |
0.9712 |
0.9720 |
| S1 |
0.9682 |
0.9682 |
0.9728 |
0.9697 |
| S2 |
0.9628 |
0.9628 |
0.9721 |
|
| S3 |
0.9544 |
0.9598 |
0.9713 |
|
| S4 |
0.9460 |
0.9514 |
0.9690 |
|
|
| 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 |
0.9913 |
0.9630 |
0.0283 |
2.9% |
0.0100 |
1.0% |
37% |
False |
False |
1,336 |
| 10 |
1.0184 |
0.9630 |
0.0554 |
5.7% |
0.0105 |
1.1% |
19% |
False |
False |
1,189 |
| 20 |
1.0283 |
0.9630 |
0.0653 |
6.7% |
0.0085 |
0.9% |
16% |
False |
False |
678 |
| 40 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0076 |
0.8% |
13% |
False |
False |
395 |
| 60 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0059 |
0.6% |
13% |
False |
False |
266 |
| 80 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0047 |
0.5% |
13% |
False |
False |
200 |
| 100 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0038 |
0.4% |
13% |
False |
False |
160 |
| 120 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0031 |
0.3% |
13% |
False |
False |
133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0099 |
|
2.618 |
0.9962 |
|
1.618 |
0.9878 |
|
1.000 |
0.9826 |
|
0.618 |
0.9794 |
|
HIGH |
0.9742 |
|
0.618 |
0.9710 |
|
0.500 |
0.9700 |
|
0.382 |
0.9690 |
|
LOW |
0.9658 |
|
0.618 |
0.9606 |
|
1.000 |
0.9574 |
|
1.618 |
0.9522 |
|
2.618 |
0.9438 |
|
4.250 |
0.9301 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9724 |
0.9734 |
| PP |
0.9712 |
0.9732 |
| S1 |
0.9700 |
0.9730 |
|