CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9562 |
0.9589 |
0.0027 |
0.3% |
0.9575 |
High |
0.9624 |
0.9612 |
-0.0012 |
-0.1% |
0.9624 |
Low |
0.9513 |
0.9480 |
-0.0033 |
-0.3% |
0.9457 |
Close |
0.9598 |
0.9502 |
-0.0096 |
-1.0% |
0.9502 |
Range |
0.0111 |
0.0132 |
0.0021 |
18.9% |
0.0167 |
ATR |
0.0103 |
0.0105 |
0.0002 |
2.0% |
0.0000 |
Volume |
13,255 |
4,417 |
-8,838 |
-66.7% |
22,766 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9927 |
0.9847 |
0.9575 |
|
R3 |
0.9795 |
0.9715 |
0.9538 |
|
R2 |
0.9663 |
0.9663 |
0.9526 |
|
R1 |
0.9583 |
0.9583 |
0.9514 |
0.9557 |
PP |
0.9531 |
0.9531 |
0.9531 |
0.9519 |
S1 |
0.9451 |
0.9451 |
0.9490 |
0.9425 |
S2 |
0.9399 |
0.9399 |
0.9478 |
|
S3 |
0.9267 |
0.9319 |
0.9466 |
|
S4 |
0.9135 |
0.9187 |
0.9429 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0029 |
0.9932 |
0.9594 |
|
R3 |
0.9862 |
0.9765 |
0.9548 |
|
R2 |
0.9695 |
0.9695 |
0.9533 |
|
R1 |
0.9598 |
0.9598 |
0.9517 |
0.9563 |
PP |
0.9528 |
0.9528 |
0.9528 |
0.9510 |
S1 |
0.9431 |
0.9431 |
0.9487 |
0.9396 |
S2 |
0.9361 |
0.9361 |
0.9471 |
|
S3 |
0.9194 |
0.9264 |
0.9456 |
|
S4 |
0.9027 |
0.9097 |
0.9410 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9662 |
0.9457 |
0.0205 |
2.2% |
0.0116 |
1.2% |
22% |
False |
False |
5,200 |
10 |
0.9761 |
0.9457 |
0.0304 |
3.2% |
0.0121 |
1.3% |
15% |
False |
False |
3,396 |
20 |
1.0223 |
0.9457 |
0.0766 |
8.1% |
0.0111 |
1.2% |
6% |
False |
False |
2,141 |
40 |
1.0454 |
0.9457 |
0.0997 |
10.5% |
0.0093 |
1.0% |
5% |
False |
False |
1,153 |
60 |
1.0454 |
0.9457 |
0.0997 |
10.5% |
0.0074 |
0.8% |
5% |
False |
False |
775 |
80 |
1.0454 |
0.9457 |
0.0997 |
10.5% |
0.0060 |
0.6% |
5% |
False |
False |
582 |
100 |
1.0454 |
0.9457 |
0.0997 |
10.5% |
0.0048 |
0.5% |
5% |
False |
False |
466 |
120 |
1.0454 |
0.9457 |
0.0997 |
10.5% |
0.0040 |
0.4% |
5% |
False |
False |
388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0173 |
2.618 |
0.9958 |
1.618 |
0.9826 |
1.000 |
0.9744 |
0.618 |
0.9694 |
HIGH |
0.9612 |
0.618 |
0.9562 |
0.500 |
0.9546 |
0.382 |
0.9530 |
LOW |
0.9480 |
0.618 |
0.9398 |
1.000 |
0.9348 |
1.618 |
0.9266 |
2.618 |
0.9134 |
4.250 |
0.8919 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9546 |
0.9541 |
PP |
0.9531 |
0.9528 |
S1 |
0.9517 |
0.9515 |
|