CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9533 |
0.9562 |
0.0029 |
0.3% |
0.9675 |
| High |
0.9598 |
0.9624 |
0.0026 |
0.3% |
0.9761 |
| Low |
0.9457 |
0.9513 |
0.0056 |
0.6% |
0.9520 |
| Close |
0.9560 |
0.9598 |
0.0038 |
0.4% |
0.9566 |
| Range |
0.0141 |
0.0111 |
-0.0030 |
-21.3% |
0.0241 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
0.6% |
0.0000 |
| Volume |
3,284 |
13,255 |
9,971 |
303.6% |
9,369 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9866 |
0.9659 |
|
| R3 |
0.9800 |
0.9755 |
0.9629 |
|
| R2 |
0.9689 |
0.9689 |
0.9618 |
|
| R1 |
0.9644 |
0.9644 |
0.9608 |
0.9667 |
| PP |
0.9578 |
0.9578 |
0.9578 |
0.9590 |
| S1 |
0.9533 |
0.9533 |
0.9588 |
0.9556 |
| S2 |
0.9467 |
0.9467 |
0.9578 |
|
| S3 |
0.9356 |
0.9422 |
0.9567 |
|
| S4 |
0.9245 |
0.9311 |
0.9537 |
|
|
| 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 |
0.9701 |
0.9457 |
0.0244 |
2.5% |
0.0126 |
1.3% |
58% |
False |
False |
4,679 |
| 10 |
0.9829 |
0.9457 |
0.0372 |
3.9% |
0.0119 |
1.2% |
38% |
False |
False |
3,187 |
| 20 |
1.0223 |
0.9457 |
0.0766 |
8.0% |
0.0106 |
1.1% |
18% |
False |
False |
1,931 |
| 40 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0092 |
1.0% |
14% |
False |
False |
1,043 |
| 60 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0073 |
0.8% |
14% |
False |
False |
701 |
| 80 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0058 |
0.6% |
14% |
False |
False |
526 |
| 100 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0046 |
0.5% |
14% |
False |
False |
421 |
| 120 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0039 |
0.4% |
14% |
False |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0096 |
|
2.618 |
0.9915 |
|
1.618 |
0.9804 |
|
1.000 |
0.9735 |
|
0.618 |
0.9693 |
|
HIGH |
0.9624 |
|
0.618 |
0.9582 |
|
0.500 |
0.9569 |
|
0.382 |
0.9555 |
|
LOW |
0.9513 |
|
0.618 |
0.9444 |
|
1.000 |
0.9402 |
|
1.618 |
0.9333 |
|
2.618 |
0.9222 |
|
4.250 |
0.9041 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9588 |
0.9579 |
| PP |
0.9578 |
0.9560 |
| S1 |
0.9569 |
0.9541 |
|