CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9497 |
0.9340 |
-0.0157 |
-1.7% |
0.9530 |
| High |
0.9544 |
0.9416 |
-0.0128 |
-1.3% |
0.9719 |
| Low |
0.9364 |
0.9334 |
-0.0030 |
-0.3% |
0.9364 |
| Close |
0.9434 |
0.9412 |
-0.0022 |
-0.2% |
0.9434 |
| Range |
0.0180 |
0.0082 |
-0.0098 |
-54.4% |
0.0355 |
| ATR |
0.0131 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
16,651 |
23,317 |
6,666 |
40.0% |
78,706 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9633 |
0.9605 |
0.9457 |
|
| R3 |
0.9551 |
0.9523 |
0.9435 |
|
| R2 |
0.9469 |
0.9469 |
0.9427 |
|
| R1 |
0.9441 |
0.9441 |
0.9420 |
0.9455 |
| PP |
0.9387 |
0.9387 |
0.9387 |
0.9395 |
| S1 |
0.9359 |
0.9359 |
0.9404 |
0.9373 |
| S2 |
0.9305 |
0.9305 |
0.9397 |
|
| S3 |
0.9223 |
0.9277 |
0.9389 |
|
| S4 |
0.9141 |
0.9195 |
0.9367 |
|
|
| 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 |
0.9696 |
0.9334 |
0.0362 |
3.8% |
0.0160 |
1.7% |
22% |
False |
True |
18,037 |
| 10 |
0.9719 |
0.9334 |
0.0385 |
4.1% |
0.0150 |
1.6% |
20% |
False |
True |
12,478 |
| 20 |
0.9919 |
0.9334 |
0.0585 |
6.2% |
0.0129 |
1.4% |
13% |
False |
True |
7,045 |
| 40 |
1.0399 |
0.9334 |
0.1065 |
11.3% |
0.0109 |
1.2% |
7% |
False |
True |
3,689 |
| 60 |
1.0454 |
0.9334 |
0.1120 |
11.9% |
0.0087 |
0.9% |
7% |
False |
True |
2,475 |
| 80 |
1.0454 |
0.9334 |
0.1120 |
11.9% |
0.0071 |
0.8% |
7% |
False |
True |
1,857 |
| 100 |
1.0454 |
0.9334 |
0.1120 |
11.9% |
0.0058 |
0.6% |
7% |
False |
True |
1,486 |
| 120 |
1.0454 |
0.9334 |
0.1120 |
11.9% |
0.0048 |
0.5% |
7% |
False |
True |
1,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9765 |
|
2.618 |
0.9631 |
|
1.618 |
0.9549 |
|
1.000 |
0.9498 |
|
0.618 |
0.9467 |
|
HIGH |
0.9416 |
|
0.618 |
0.9385 |
|
0.500 |
0.9375 |
|
0.382 |
0.9365 |
|
LOW |
0.9334 |
|
0.618 |
0.9283 |
|
1.000 |
0.9252 |
|
1.618 |
0.9201 |
|
2.618 |
0.9119 |
|
4.250 |
0.8986 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9400 |
0.9472 |
| PP |
0.9387 |
0.9452 |
| S1 |
0.9375 |
0.9432 |
|