CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9340 |
0.9399 |
0.0059 |
0.6% |
0.9530 |
| High |
0.9416 |
0.9401 |
-0.0015 |
-0.2% |
0.9719 |
| Low |
0.9334 |
0.9262 |
-0.0072 |
-0.8% |
0.9364 |
| Close |
0.9412 |
0.9380 |
-0.0032 |
-0.3% |
0.9434 |
| Range |
0.0082 |
0.0139 |
0.0057 |
69.5% |
0.0355 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.2% |
0.0000 |
| Volume |
23,317 |
61,570 |
38,253 |
164.1% |
78,706 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9711 |
0.9456 |
|
| R3 |
0.9626 |
0.9572 |
0.9418 |
|
| R2 |
0.9487 |
0.9487 |
0.9405 |
|
| R1 |
0.9433 |
0.9433 |
0.9393 |
0.9391 |
| PP |
0.9348 |
0.9348 |
0.9348 |
0.9326 |
| S1 |
0.9294 |
0.9294 |
0.9367 |
0.9252 |
| S2 |
0.9209 |
0.9209 |
0.9355 |
|
| S3 |
0.9070 |
0.9155 |
0.9342 |
|
| S4 |
0.8931 |
0.9016 |
0.9304 |
|
|
| 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 |
0.9609 |
0.9262 |
0.0347 |
3.7% |
0.0157 |
1.7% |
34% |
False |
True |
27,977 |
| 10 |
0.9719 |
0.9262 |
0.0457 |
4.9% |
0.0154 |
1.6% |
26% |
False |
True |
18,454 |
| 20 |
0.9913 |
0.9262 |
0.0651 |
6.9% |
0.0133 |
1.4% |
18% |
False |
True |
10,042 |
| 40 |
1.0283 |
0.9262 |
0.1021 |
10.9% |
0.0106 |
1.1% |
12% |
False |
True |
5,224 |
| 60 |
1.0454 |
0.9262 |
0.1192 |
12.7% |
0.0089 |
1.0% |
10% |
False |
True |
3,501 |
| 80 |
1.0454 |
0.9262 |
0.1192 |
12.7% |
0.0073 |
0.8% |
10% |
False |
True |
2,626 |
| 100 |
1.0454 |
0.9262 |
0.1192 |
12.7% |
0.0059 |
0.6% |
10% |
False |
True |
2,101 |
| 120 |
1.0454 |
0.9262 |
0.1192 |
12.7% |
0.0049 |
0.5% |
10% |
False |
True |
1,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9992 |
|
2.618 |
0.9765 |
|
1.618 |
0.9626 |
|
1.000 |
0.9540 |
|
0.618 |
0.9487 |
|
HIGH |
0.9401 |
|
0.618 |
0.9348 |
|
0.500 |
0.9332 |
|
0.382 |
0.9315 |
|
LOW |
0.9262 |
|
0.618 |
0.9176 |
|
1.000 |
0.9123 |
|
1.618 |
0.9037 |
|
2.618 |
0.8898 |
|
4.250 |
0.8671 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9364 |
0.9403 |
| PP |
0.9348 |
0.9395 |
| S1 |
0.9332 |
0.9388 |
|