CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9490 |
0.9429 |
-0.0061 |
-0.6% |
0.9340 |
| High |
0.9513 |
0.9500 |
-0.0013 |
-0.1% |
0.9593 |
| Low |
0.9380 |
0.9225 |
-0.0155 |
-1.7% |
0.9262 |
| Close |
0.9430 |
0.9281 |
-0.0149 |
-1.6% |
0.9537 |
| Range |
0.0133 |
0.0275 |
0.0142 |
106.8% |
0.0331 |
| ATR |
0.0134 |
0.0144 |
0.0010 |
7.5% |
0.0000 |
| Volume |
102,096 |
145,030 |
42,934 |
42.1% |
423,648 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
0.9996 |
0.9432 |
|
| R3 |
0.9885 |
0.9721 |
0.9357 |
|
| R2 |
0.9610 |
0.9610 |
0.9331 |
|
| R1 |
0.9446 |
0.9446 |
0.9306 |
0.9391 |
| PP |
0.9335 |
0.9335 |
0.9335 |
0.9308 |
| S1 |
0.9171 |
0.9171 |
0.9256 |
0.9116 |
| S2 |
0.9060 |
0.9060 |
0.9231 |
|
| S3 |
0.8785 |
0.8896 |
0.9205 |
|
| S4 |
0.8510 |
0.8621 |
0.9130 |
|
|
| 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 |
0.9225 |
0.0368 |
4.0% |
0.0171 |
1.8% |
15% |
False |
True |
120,092 |
| 10 |
0.9609 |
0.9225 |
0.0384 |
4.1% |
0.0164 |
1.8% |
15% |
False |
True |
80,837 |
| 20 |
0.9746 |
0.9225 |
0.0521 |
5.6% |
0.0154 |
1.7% |
11% |
False |
True |
43,499 |
| 40 |
1.0283 |
0.9225 |
0.1058 |
11.4% |
0.0121 |
1.3% |
5% |
False |
True |
22,118 |
| 60 |
1.0454 |
0.9225 |
0.1229 |
13.2% |
0.0103 |
1.1% |
5% |
False |
True |
14,785 |
| 80 |
1.0454 |
0.9225 |
0.1229 |
13.2% |
0.0084 |
0.9% |
5% |
False |
True |
11,090 |
| 100 |
1.0454 |
0.9225 |
0.1229 |
13.2% |
0.0069 |
0.7% |
5% |
False |
True |
8,873 |
| 120 |
1.0454 |
0.9225 |
0.1229 |
13.2% |
0.0058 |
0.6% |
5% |
False |
True |
7,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0669 |
|
2.618 |
1.0220 |
|
1.618 |
0.9945 |
|
1.000 |
0.9775 |
|
0.618 |
0.9670 |
|
HIGH |
0.9500 |
|
0.618 |
0.9395 |
|
0.500 |
0.9363 |
|
0.382 |
0.9330 |
|
LOW |
0.9225 |
|
0.618 |
0.9055 |
|
1.000 |
0.8950 |
|
1.618 |
0.8780 |
|
2.618 |
0.8505 |
|
4.250 |
0.8056 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9363 |
0.9402 |
| PP |
0.9335 |
0.9362 |
| S1 |
0.9308 |
0.9321 |
|