CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9589 |
0.9509 |
-0.0080 |
-0.8% |
0.9340 |
| High |
0.9593 |
0.9579 |
-0.0014 |
-0.1% |
0.9593 |
| Low |
0.9504 |
0.9447 |
-0.0057 |
-0.6% |
0.9262 |
| Close |
0.9537 |
0.9466 |
-0.0071 |
-0.7% |
0.9537 |
| Range |
0.0089 |
0.0132 |
0.0043 |
48.3% |
0.0331 |
| ATR |
0.0135 |
0.0134 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
140,482 |
91,234 |
-49,248 |
-35.1% |
423,648 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9893 |
0.9812 |
0.9539 |
|
| R3 |
0.9761 |
0.9680 |
0.9502 |
|
| R2 |
0.9629 |
0.9629 |
0.9490 |
|
| R1 |
0.9548 |
0.9548 |
0.9478 |
0.9523 |
| PP |
0.9497 |
0.9497 |
0.9497 |
0.9485 |
| S1 |
0.9416 |
0.9416 |
0.9454 |
0.9391 |
| S2 |
0.9365 |
0.9365 |
0.9442 |
|
| S3 |
0.9233 |
0.9284 |
0.9430 |
|
| S4 |
0.9101 |
0.9152 |
0.9393 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0457 |
1.0328 |
0.9719 |
|
| R3 |
1.0126 |
0.9997 |
0.9628 |
|
| R2 |
0.9795 |
0.9795 |
0.9598 |
|
| R1 |
0.9666 |
0.9666 |
0.9567 |
0.9731 |
| PP |
0.9464 |
0.9464 |
0.9464 |
0.9496 |
| S1 |
0.9335 |
0.9335 |
0.9507 |
0.9400 |
| S2 |
0.9133 |
0.9133 |
0.9476 |
|
| S3 |
0.8802 |
0.9004 |
0.9446 |
|
| S4 |
0.8471 |
0.8673 |
0.9355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9593 |
0.9262 |
0.0331 |
3.5% |
0.0147 |
1.6% |
62% |
False |
False |
98,313 |
| 10 |
0.9696 |
0.9262 |
0.0434 |
4.6% |
0.0154 |
1.6% |
47% |
False |
False |
58,175 |
| 20 |
0.9761 |
0.9262 |
0.0499 |
5.3% |
0.0142 |
1.5% |
41% |
False |
False |
31,286 |
| 40 |
1.0283 |
0.9262 |
0.1021 |
10.8% |
0.0113 |
1.2% |
20% |
False |
False |
15,951 |
| 60 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0097 |
1.0% |
17% |
False |
False |
10,667 |
| 80 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0079 |
0.8% |
17% |
False |
False |
8,001 |
| 100 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0065 |
0.7% |
17% |
False |
False |
6,401 |
| 120 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0054 |
0.6% |
17% |
False |
False |
5,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0140 |
|
2.618 |
0.9925 |
|
1.618 |
0.9793 |
|
1.000 |
0.9711 |
|
0.618 |
0.9661 |
|
HIGH |
0.9579 |
|
0.618 |
0.9529 |
|
0.500 |
0.9513 |
|
0.382 |
0.9497 |
|
LOW |
0.9447 |
|
0.618 |
0.9365 |
|
1.000 |
0.9315 |
|
1.618 |
0.9233 |
|
2.618 |
0.9101 |
|
4.250 |
0.8886 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9513 |
0.9480 |
| PP |
0.9497 |
0.9475 |
| S1 |
0.9482 |
0.9471 |
|