CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
0.9577 |
0.9471 |
-0.0106 |
-1.1% |
0.9575 |
High |
0.9587 |
0.9609 |
0.0022 |
0.2% |
0.9624 |
Low |
0.9443 |
0.9370 |
-0.0073 |
-0.8% |
0.9457 |
Close |
0.9458 |
0.9544 |
0.0086 |
0.9% |
0.9502 |
Range |
0.0144 |
0.0239 |
0.0095 |
66.0% |
0.0167 |
ATR |
0.0118 |
0.0127 |
0.0009 |
7.3% |
0.0000 |
Volume |
8,635 |
29,712 |
21,077 |
244.1% |
22,766 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0225 |
1.0123 |
0.9675 |
|
R3 |
0.9986 |
0.9884 |
0.9610 |
|
R2 |
0.9747 |
0.9747 |
0.9588 |
|
R1 |
0.9645 |
0.9645 |
0.9566 |
0.9696 |
PP |
0.9508 |
0.9508 |
0.9508 |
0.9533 |
S1 |
0.9406 |
0.9406 |
0.9522 |
0.9457 |
S2 |
0.9269 |
0.9269 |
0.9500 |
|
S3 |
0.9030 |
0.9167 |
0.9478 |
|
S4 |
0.8791 |
0.8928 |
0.9413 |
|
|
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 |
0.9370 |
0.0349 |
3.7% |
0.0177 |
1.9% |
50% |
False |
True |
13,294 |
10 |
0.9719 |
0.9370 |
0.0349 |
3.7% |
0.0152 |
1.6% |
50% |
False |
True |
8,986 |
20 |
1.0184 |
0.9370 |
0.0814 |
8.5% |
0.0134 |
1.4% |
21% |
False |
True |
5,098 |
40 |
1.0454 |
0.9370 |
0.1084 |
11.4% |
0.0105 |
1.1% |
16% |
False |
True |
2,693 |
60 |
1.0454 |
0.9370 |
0.1084 |
11.4% |
0.0084 |
0.9% |
16% |
False |
True |
1,809 |
80 |
1.0454 |
0.9370 |
0.1084 |
11.4% |
0.0069 |
0.7% |
16% |
False |
True |
1,357 |
100 |
1.0454 |
0.9370 |
0.1084 |
11.4% |
0.0055 |
0.6% |
16% |
False |
True |
1,086 |
120 |
1.0454 |
0.9370 |
0.1084 |
11.4% |
0.0046 |
0.5% |
16% |
False |
True |
905 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0625 |
2.618 |
1.0235 |
1.618 |
0.9996 |
1.000 |
0.9848 |
0.618 |
0.9757 |
HIGH |
0.9609 |
0.618 |
0.9518 |
0.500 |
0.9490 |
0.382 |
0.9461 |
LOW |
0.9370 |
0.618 |
0.9222 |
1.000 |
0.9131 |
1.618 |
0.8983 |
2.618 |
0.8744 |
4.250 |
0.8354 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9526 |
0.9540 |
PP |
0.9508 |
0.9537 |
S1 |
0.9490 |
0.9533 |
|