CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9471 |
0.9497 |
0.0026 |
0.3% |
0.9530 |
| High |
0.9609 |
0.9544 |
-0.0065 |
-0.7% |
0.9719 |
| Low |
0.9370 |
0.9364 |
-0.0006 |
-0.1% |
0.9364 |
| Close |
0.9544 |
0.9434 |
-0.0110 |
-1.2% |
0.9434 |
| Range |
0.0239 |
0.0180 |
-0.0059 |
-24.7% |
0.0355 |
| ATR |
0.0127 |
0.0131 |
0.0004 |
3.0% |
0.0000 |
| Volume |
29,712 |
16,651 |
-13,061 |
-44.0% |
78,706 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9987 |
0.9891 |
0.9533 |
|
| R3 |
0.9807 |
0.9711 |
0.9484 |
|
| R2 |
0.9627 |
0.9627 |
0.9467 |
|
| R1 |
0.9531 |
0.9531 |
0.9451 |
0.9489 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9427 |
| S1 |
0.9351 |
0.9351 |
0.9418 |
0.9309 |
| S2 |
0.9267 |
0.9267 |
0.9401 |
|
| S3 |
0.9087 |
0.9171 |
0.9385 |
|
| S4 |
0.8907 |
0.8991 |
0.9335 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0357 |
0.9629 |
|
| R3 |
1.0216 |
1.0002 |
0.9532 |
|
| R2 |
0.9861 |
0.9861 |
0.9499 |
|
| R1 |
0.9647 |
0.9647 |
0.9467 |
0.9577 |
| PP |
0.9506 |
0.9506 |
0.9506 |
0.9470 |
| S1 |
0.9292 |
0.9292 |
0.9401 |
0.9222 |
| S2 |
0.9151 |
0.9151 |
0.9369 |
|
| S3 |
0.8796 |
0.8937 |
0.9336 |
|
| S4 |
0.8441 |
0.8582 |
0.9239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9719 |
0.9364 |
0.0355 |
3.8% |
0.0187 |
2.0% |
20% |
False |
True |
15,741 |
| 10 |
0.9719 |
0.9364 |
0.0355 |
3.8% |
0.0152 |
1.6% |
20% |
False |
True |
10,471 |
| 20 |
1.0006 |
0.9364 |
0.0642 |
6.8% |
0.0132 |
1.4% |
11% |
False |
True |
5,908 |
| 40 |
1.0431 |
0.9364 |
0.1067 |
11.3% |
0.0108 |
1.1% |
7% |
False |
True |
3,108 |
| 60 |
1.0454 |
0.9364 |
0.1090 |
11.6% |
0.0087 |
0.9% |
6% |
False |
True |
2,086 |
| 80 |
1.0454 |
0.9364 |
0.1090 |
11.6% |
0.0070 |
0.7% |
6% |
False |
True |
1,565 |
| 100 |
1.0454 |
0.9364 |
0.1090 |
11.6% |
0.0057 |
0.6% |
6% |
False |
True |
1,253 |
| 120 |
1.0454 |
0.9364 |
0.1090 |
11.6% |
0.0048 |
0.5% |
6% |
False |
True |
1,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0015 |
|
1.618 |
0.9835 |
|
1.000 |
0.9724 |
|
0.618 |
0.9655 |
|
HIGH |
0.9544 |
|
0.618 |
0.9475 |
|
0.500 |
0.9454 |
|
0.382 |
0.9433 |
|
LOW |
0.9364 |
|
0.618 |
0.9253 |
|
1.000 |
0.9184 |
|
1.618 |
0.9073 |
|
2.618 |
0.8893 |
|
4.250 |
0.8599 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9454 |
0.9487 |
| PP |
0.9447 |
0.9469 |
| S1 |
0.9441 |
0.9452 |
|