CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9696 |
0.9577 |
-0.0119 |
-1.2% |
0.9575 |
| High |
0.9696 |
0.9587 |
-0.0109 |
-1.1% |
0.9624 |
| Low |
0.9541 |
0.9443 |
-0.0098 |
-1.0% |
0.9457 |
| Close |
0.9566 |
0.9458 |
-0.0108 |
-1.1% |
0.9502 |
| Range |
0.0155 |
0.0144 |
-0.0011 |
-7.1% |
0.0167 |
| ATR |
0.0116 |
0.0118 |
0.0002 |
1.7% |
0.0000 |
| Volume |
11,870 |
8,635 |
-3,235 |
-27.3% |
22,766 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9837 |
0.9537 |
|
| R3 |
0.9784 |
0.9693 |
0.9498 |
|
| R2 |
0.9640 |
0.9640 |
0.9484 |
|
| R1 |
0.9549 |
0.9549 |
0.9471 |
0.9523 |
| PP |
0.9496 |
0.9496 |
0.9496 |
0.9483 |
| S1 |
0.9405 |
0.9405 |
0.9445 |
0.9379 |
| S2 |
0.9352 |
0.9352 |
0.9432 |
|
| S3 |
0.9208 |
0.9261 |
0.9418 |
|
| S4 |
0.9064 |
0.9117 |
0.9379 |
|
|
| 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 |
0.9443 |
0.0276 |
2.9% |
0.0152 |
1.6% |
5% |
False |
True |
10,003 |
| 10 |
0.9746 |
0.9443 |
0.0303 |
3.2% |
0.0144 |
1.5% |
5% |
False |
True |
6,161 |
| 20 |
1.0184 |
0.9443 |
0.0741 |
7.8% |
0.0125 |
1.3% |
2% |
False |
True |
3,721 |
| 40 |
1.0454 |
0.9443 |
0.1011 |
10.7% |
0.0101 |
1.1% |
1% |
False |
True |
1,952 |
| 60 |
1.0454 |
0.9443 |
0.1011 |
10.7% |
0.0080 |
0.8% |
1% |
False |
True |
1,314 |
| 80 |
1.0454 |
0.9443 |
0.1011 |
10.7% |
0.0066 |
0.7% |
1% |
False |
True |
986 |
| 100 |
1.0454 |
0.9443 |
0.1011 |
10.7% |
0.0053 |
0.6% |
1% |
False |
True |
789 |
| 120 |
1.0454 |
0.9443 |
0.1011 |
10.7% |
0.0044 |
0.5% |
1% |
False |
True |
658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0199 |
|
2.618 |
0.9964 |
|
1.618 |
0.9820 |
|
1.000 |
0.9731 |
|
0.618 |
0.9676 |
|
HIGH |
0.9587 |
|
0.618 |
0.9532 |
|
0.500 |
0.9515 |
|
0.382 |
0.9498 |
|
LOW |
0.9443 |
|
0.618 |
0.9354 |
|
1.000 |
0.9299 |
|
1.618 |
0.9210 |
|
2.618 |
0.9066 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9515 |
0.9581 |
| PP |
0.9496 |
0.9540 |
| S1 |
0.9477 |
0.9499 |
|