CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9732 |
-0.0001 |
0.0% |
0.9900 |
| High |
0.9761 |
0.9746 |
-0.0015 |
-0.2% |
0.9919 |
| Low |
0.9673 |
0.9586 |
-0.0087 |
-0.9% |
0.9630 |
| Close |
0.9722 |
0.9608 |
-0.0114 |
-1.2% |
0.9655 |
| Range |
0.0088 |
0.0160 |
0.0072 |
81.8% |
0.0289 |
| ATR |
0.0088 |
0.0093 |
0.0005 |
5.8% |
0.0000 |
| Volume |
1,313 |
1,453 |
140 |
10.7% |
6,743 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0027 |
0.9696 |
|
| R3 |
0.9967 |
0.9867 |
0.9652 |
|
| R2 |
0.9807 |
0.9807 |
0.9637 |
|
| R1 |
0.9707 |
0.9707 |
0.9623 |
0.9677 |
| PP |
0.9647 |
0.9647 |
0.9647 |
0.9632 |
| S1 |
0.9547 |
0.9547 |
0.9593 |
0.9517 |
| S2 |
0.9487 |
0.9487 |
0.9579 |
|
| S3 |
0.9327 |
0.9387 |
0.9564 |
|
| S4 |
0.9167 |
0.9227 |
0.9520 |
|
|
| 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 |
0.9829 |
0.9586 |
0.0243 |
2.5% |
0.0112 |
1.2% |
9% |
False |
True |
1,695 |
| 10 |
1.0184 |
0.9586 |
0.0598 |
6.2% |
0.0117 |
1.2% |
4% |
False |
True |
1,210 |
| 20 |
1.0283 |
0.9586 |
0.0697 |
7.3% |
0.0092 |
1.0% |
3% |
False |
True |
797 |
| 40 |
1.0454 |
0.9586 |
0.0868 |
9.0% |
0.0080 |
0.8% |
3% |
False |
True |
464 |
| 60 |
1.0454 |
0.9586 |
0.0868 |
9.0% |
0.0063 |
0.7% |
3% |
False |
True |
312 |
| 80 |
1.0454 |
0.9586 |
0.0868 |
9.0% |
0.0050 |
0.5% |
3% |
False |
True |
234 |
| 100 |
1.0454 |
0.9586 |
0.0868 |
9.0% |
0.0040 |
0.4% |
3% |
False |
True |
187 |
| 120 |
1.0454 |
0.9586 |
0.0868 |
9.0% |
0.0033 |
0.3% |
3% |
False |
True |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0426 |
|
2.618 |
1.0165 |
|
1.618 |
1.0005 |
|
1.000 |
0.9906 |
|
0.618 |
0.9845 |
|
HIGH |
0.9746 |
|
0.618 |
0.9685 |
|
0.500 |
0.9666 |
|
0.382 |
0.9647 |
|
LOW |
0.9586 |
|
0.618 |
0.9487 |
|
1.000 |
0.9426 |
|
1.618 |
0.9327 |
|
2.618 |
0.9167 |
|
4.250 |
0.8906 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9666 |
0.9674 |
| PP |
0.9647 |
0.9652 |
| S1 |
0.9627 |
0.9630 |
|