CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9530 |
0.9696 |
0.0166 |
1.7% |
0.9575 |
| High |
0.9719 |
0.9696 |
-0.0023 |
-0.2% |
0.9624 |
| Low |
0.9502 |
0.9541 |
0.0039 |
0.4% |
0.9457 |
| Close |
0.9684 |
0.9566 |
-0.0118 |
-1.2% |
0.9502 |
| Range |
0.0217 |
0.0155 |
-0.0062 |
-28.6% |
0.0167 |
| ATR |
0.0113 |
0.0116 |
0.0003 |
2.6% |
0.0000 |
| Volume |
11,838 |
11,870 |
32 |
0.3% |
22,766 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0066 |
0.9971 |
0.9651 |
|
| R3 |
0.9911 |
0.9816 |
0.9609 |
|
| R2 |
0.9756 |
0.9756 |
0.9594 |
|
| R1 |
0.9661 |
0.9661 |
0.9580 |
0.9631 |
| PP |
0.9601 |
0.9601 |
0.9601 |
0.9586 |
| S1 |
0.9506 |
0.9506 |
0.9552 |
0.9476 |
| S2 |
0.9446 |
0.9446 |
0.9538 |
|
| S3 |
0.9291 |
0.9351 |
0.9523 |
|
| S4 |
0.9136 |
0.9196 |
0.9481 |
|
|
| 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 |
0.9719 |
0.9457 |
0.0262 |
2.7% |
0.0151 |
1.6% |
42% |
False |
False |
8,932 |
| 10 |
0.9761 |
0.9457 |
0.0304 |
3.2% |
0.0138 |
1.4% |
36% |
False |
False |
5,428 |
| 20 |
1.0184 |
0.9457 |
0.0727 |
7.6% |
0.0122 |
1.3% |
15% |
False |
False |
3,309 |
| 40 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0099 |
1.0% |
11% |
False |
False |
1,741 |
| 60 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0078 |
0.8% |
11% |
False |
False |
1,170 |
| 80 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0064 |
0.7% |
11% |
False |
False |
878 |
| 100 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0052 |
0.5% |
11% |
False |
False |
703 |
| 120 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0043 |
0.4% |
11% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0355 |
|
2.618 |
1.0102 |
|
1.618 |
0.9947 |
|
1.000 |
0.9851 |
|
0.618 |
0.9792 |
|
HIGH |
0.9696 |
|
0.618 |
0.9637 |
|
0.500 |
0.9619 |
|
0.382 |
0.9600 |
|
LOW |
0.9541 |
|
0.618 |
0.9445 |
|
1.000 |
0.9386 |
|
1.618 |
0.9290 |
|
2.618 |
0.9135 |
|
4.250 |
0.8882 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9619 |
0.9600 |
| PP |
0.9601 |
0.9588 |
| S1 |
0.9584 |
0.9577 |
|