CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9614 |
0.9662 |
0.0048 |
0.5% |
0.9675 |
| High |
0.9701 |
0.9662 |
-0.0039 |
-0.4% |
0.9761 |
| Low |
0.9520 |
0.9560 |
0.0040 |
0.4% |
0.9520 |
| Close |
0.9660 |
0.9566 |
-0.0094 |
-1.0% |
0.9566 |
| Range |
0.0181 |
0.0102 |
-0.0079 |
-43.6% |
0.0241 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.2% |
0.0000 |
| Volume |
1,810 |
3,238 |
1,428 |
78.9% |
9,369 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9902 |
0.9836 |
0.9622 |
|
| R3 |
0.9800 |
0.9734 |
0.9594 |
|
| R2 |
0.9698 |
0.9698 |
0.9585 |
|
| R1 |
0.9632 |
0.9632 |
0.9575 |
0.9614 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9587 |
| S1 |
0.9530 |
0.9530 |
0.9557 |
0.9512 |
| S2 |
0.9494 |
0.9494 |
0.9547 |
|
| S3 |
0.9392 |
0.9428 |
0.9538 |
|
| S4 |
0.9290 |
0.9326 |
0.9510 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0193 |
0.9699 |
|
| R3 |
1.0098 |
0.9952 |
0.9632 |
|
| R2 |
0.9857 |
0.9857 |
0.9610 |
|
| R1 |
0.9711 |
0.9711 |
0.9588 |
0.9664 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9592 |
| S1 |
0.9470 |
0.9470 |
0.9544 |
0.9423 |
| S2 |
0.9375 |
0.9375 |
0.9522 |
|
| S3 |
0.9134 |
0.9229 |
0.9500 |
|
| S4 |
0.8893 |
0.8988 |
0.9433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9761 |
0.9520 |
0.0241 |
2.5% |
0.0123 |
1.3% |
19% |
False |
False |
1,873 |
| 10 |
0.9919 |
0.9520 |
0.0399 |
4.2% |
0.0109 |
1.1% |
12% |
False |
False |
1,611 |
| 20 |
1.0283 |
0.9520 |
0.0763 |
8.0% |
0.0101 |
1.1% |
6% |
False |
False |
1,027 |
| 40 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0086 |
0.9% |
5% |
False |
False |
587 |
| 60 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0067 |
0.7% |
5% |
False |
False |
396 |
| 80 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0054 |
0.6% |
5% |
False |
False |
297 |
| 100 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0043 |
0.4% |
5% |
False |
False |
238 |
| 120 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0036 |
0.4% |
5% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0096 |
|
2.618 |
0.9929 |
|
1.618 |
0.9827 |
|
1.000 |
0.9764 |
|
0.618 |
0.9725 |
|
HIGH |
0.9662 |
|
0.618 |
0.9623 |
|
0.500 |
0.9611 |
|
0.382 |
0.9599 |
|
LOW |
0.9560 |
|
0.618 |
0.9497 |
|
1.000 |
0.9458 |
|
1.618 |
0.9395 |
|
2.618 |
0.9293 |
|
4.250 |
0.9127 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9611 |
0.9633 |
| PP |
0.9596 |
0.9611 |
| S1 |
0.9581 |
0.9588 |
|