CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9662 |
0.9575 |
-0.0087 |
-0.9% |
0.9675 |
| High |
0.9662 |
0.9621 |
-0.0041 |
-0.4% |
0.9761 |
| Low |
0.9560 |
0.9526 |
-0.0034 |
-0.4% |
0.9520 |
| Close |
0.9566 |
0.9565 |
-0.0001 |
0.0% |
0.9566 |
| Range |
0.0102 |
0.0095 |
-0.0007 |
-6.9% |
0.0241 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
3,238 |
1,810 |
-1,428 |
-44.1% |
9,369 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9856 |
0.9805 |
0.9617 |
|
| R3 |
0.9761 |
0.9710 |
0.9591 |
|
| R2 |
0.9666 |
0.9666 |
0.9582 |
|
| R1 |
0.9615 |
0.9615 |
0.9574 |
0.9593 |
| PP |
0.9571 |
0.9571 |
0.9571 |
0.9560 |
| S1 |
0.9520 |
0.9520 |
0.9556 |
0.9498 |
| S2 |
0.9476 |
0.9476 |
0.9548 |
|
| S3 |
0.9381 |
0.9425 |
0.9539 |
|
| S4 |
0.9286 |
0.9330 |
0.9513 |
|
|
| 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% |
0.0125 |
1.3% |
19% |
False |
False |
1,924 |
| 10 |
0.9913 |
0.9520 |
0.0393 |
4.1% |
0.0113 |
1.2% |
11% |
False |
False |
1,630 |
| 20 |
1.0283 |
0.9520 |
0.0763 |
8.0% |
0.0101 |
1.1% |
6% |
False |
False |
1,114 |
| 40 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0087 |
0.9% |
5% |
False |
False |
631 |
| 60 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0068 |
0.7% |
5% |
False |
False |
426 |
| 80 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0055 |
0.6% |
5% |
False |
False |
320 |
| 100 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0044 |
0.5% |
5% |
False |
False |
256 |
| 120 |
1.0454 |
0.9520 |
0.0934 |
9.8% |
0.0037 |
0.4% |
5% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0025 |
|
2.618 |
0.9870 |
|
1.618 |
0.9775 |
|
1.000 |
0.9716 |
|
0.618 |
0.9680 |
|
HIGH |
0.9621 |
|
0.618 |
0.9585 |
|
0.500 |
0.9574 |
|
0.382 |
0.9562 |
|
LOW |
0.9526 |
|
0.618 |
0.9467 |
|
1.000 |
0.9431 |
|
1.618 |
0.9372 |
|
2.618 |
0.9277 |
|
4.250 |
0.9122 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9574 |
0.9611 |
| PP |
0.9571 |
0.9595 |
| S1 |
0.9568 |
0.9580 |
|