CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9399 |
0.9375 |
-0.0024 |
-0.3% |
0.9530 |
| High |
0.9401 |
0.9499 |
0.0098 |
1.0% |
0.9719 |
| Low |
0.9262 |
0.9351 |
0.0089 |
1.0% |
0.9364 |
| Close |
0.9380 |
0.9423 |
0.0043 |
0.5% |
0.9434 |
| Range |
0.0139 |
0.0148 |
0.0009 |
6.5% |
0.0355 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
1.0% |
0.0000 |
| Volume |
61,570 |
76,660 |
15,090 |
24.5% |
78,706 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9868 |
0.9794 |
0.9504 |
|
| R3 |
0.9720 |
0.9646 |
0.9464 |
|
| R2 |
0.9572 |
0.9572 |
0.9450 |
|
| R1 |
0.9498 |
0.9498 |
0.9437 |
0.9535 |
| PP |
0.9424 |
0.9424 |
0.9424 |
0.9443 |
| S1 |
0.9350 |
0.9350 |
0.9409 |
0.9387 |
| S2 |
0.9276 |
0.9276 |
0.9396 |
|
| S3 |
0.9128 |
0.9202 |
0.9382 |
|
| S4 |
0.8980 |
0.9054 |
0.9342 |
|
|
| 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% |
0.0158 |
1.7% |
46% |
False |
False |
41,582 |
| 10 |
0.9719 |
0.9262 |
0.0457 |
4.8% |
0.0155 |
1.6% |
35% |
False |
False |
25,792 |
| 20 |
0.9833 |
0.9262 |
0.0571 |
6.1% |
0.0135 |
1.4% |
28% |
False |
False |
13,858 |
| 40 |
1.0283 |
0.9262 |
0.1021 |
10.8% |
0.0108 |
1.1% |
16% |
False |
False |
7,132 |
| 60 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0092 |
1.0% |
14% |
False |
False |
4,778 |
| 80 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0074 |
0.8% |
14% |
False |
False |
3,585 |
| 100 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0061 |
0.6% |
14% |
False |
False |
2,868 |
| 120 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0051 |
0.5% |
14% |
False |
False |
2,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0128 |
|
2.618 |
0.9886 |
|
1.618 |
0.9738 |
|
1.000 |
0.9647 |
|
0.618 |
0.9590 |
|
HIGH |
0.9499 |
|
0.618 |
0.9442 |
|
0.500 |
0.9425 |
|
0.382 |
0.9408 |
|
LOW |
0.9351 |
|
0.618 |
0.9260 |
|
1.000 |
0.9203 |
|
1.618 |
0.9112 |
|
2.618 |
0.8964 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9425 |
0.9409 |
| PP |
0.9424 |
0.9395 |
| S1 |
0.9424 |
0.9381 |
|