CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9429 |
0.9226 |
-0.0203 |
-2.2% |
0.9340 |
| High |
0.9500 |
0.9257 |
-0.0243 |
-2.6% |
0.9593 |
| Low |
0.9225 |
0.9105 |
-0.0120 |
-1.3% |
0.9262 |
| Close |
0.9281 |
0.9116 |
-0.0165 |
-1.8% |
0.9537 |
| Range |
0.0275 |
0.0152 |
-0.0123 |
-44.7% |
0.0331 |
| ATR |
0.0144 |
0.0147 |
0.0002 |
1.6% |
0.0000 |
| Volume |
145,030 |
184,988 |
39,958 |
27.6% |
423,648 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9518 |
0.9200 |
|
| R3 |
0.9463 |
0.9366 |
0.9158 |
|
| R2 |
0.9311 |
0.9311 |
0.9144 |
|
| R1 |
0.9214 |
0.9214 |
0.9130 |
0.9187 |
| PP |
0.9159 |
0.9159 |
0.9159 |
0.9146 |
| S1 |
0.9062 |
0.9062 |
0.9102 |
0.9035 |
| S2 |
0.9007 |
0.9007 |
0.9088 |
|
| S3 |
0.8855 |
0.8910 |
0.9074 |
|
| S4 |
0.8703 |
0.8758 |
0.9032 |
|
|
| 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 |
0.9105 |
0.0488 |
5.4% |
0.0156 |
1.7% |
2% |
False |
True |
132,766 |
| 10 |
0.9593 |
0.9105 |
0.0488 |
5.4% |
0.0156 |
1.7% |
2% |
False |
True |
96,364 |
| 20 |
0.9719 |
0.9105 |
0.0614 |
6.7% |
0.0154 |
1.7% |
2% |
False |
True |
52,675 |
| 40 |
1.0283 |
0.9105 |
0.1178 |
12.9% |
0.0123 |
1.4% |
1% |
False |
True |
26,736 |
| 60 |
1.0454 |
0.9105 |
0.1349 |
14.8% |
0.0105 |
1.1% |
1% |
False |
True |
17,868 |
| 80 |
1.0454 |
0.9105 |
0.1349 |
14.8% |
0.0085 |
0.9% |
1% |
False |
True |
13,403 |
| 100 |
1.0454 |
0.9105 |
0.1349 |
14.8% |
0.0071 |
0.8% |
1% |
False |
True |
10,722 |
| 120 |
1.0454 |
0.9105 |
0.1349 |
14.8% |
0.0059 |
0.6% |
1% |
False |
True |
8,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9903 |
|
2.618 |
0.9655 |
|
1.618 |
0.9503 |
|
1.000 |
0.9409 |
|
0.618 |
0.9351 |
|
HIGH |
0.9257 |
|
0.618 |
0.9199 |
|
0.500 |
0.9181 |
|
0.382 |
0.9163 |
|
LOW |
0.9105 |
|
0.618 |
0.9011 |
|
1.000 |
0.8953 |
|
1.618 |
0.8859 |
|
2.618 |
0.8707 |
|
4.250 |
0.8459 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9181 |
0.9309 |
| PP |
0.9159 |
0.9245 |
| S1 |
0.9138 |
0.9180 |
|