CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9146 |
0.9178 |
0.0032 |
0.3% |
0.9509 |
| High |
0.9201 |
0.9242 |
0.0041 |
0.4% |
0.9579 |
| Low |
0.9116 |
0.9092 |
-0.0024 |
-0.3% |
0.9105 |
| Close |
0.9190 |
0.9216 |
0.0026 |
0.3% |
0.9190 |
| Range |
0.0085 |
0.0150 |
0.0065 |
76.5% |
0.0474 |
| ATR |
0.0142 |
0.0143 |
0.0001 |
0.4% |
0.0000 |
| Volume |
120,875 |
148,883 |
28,008 |
23.2% |
644,223 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9633 |
0.9575 |
0.9299 |
|
| R3 |
0.9483 |
0.9425 |
0.9257 |
|
| R2 |
0.9333 |
0.9333 |
0.9244 |
|
| R1 |
0.9275 |
0.9275 |
0.9230 |
0.9304 |
| PP |
0.9183 |
0.9183 |
0.9183 |
0.9198 |
| S1 |
0.9125 |
0.9125 |
0.9202 |
0.9154 |
| S2 |
0.9033 |
0.9033 |
0.9189 |
|
| S3 |
0.8883 |
0.8975 |
0.9175 |
|
| S4 |
0.8733 |
0.8825 |
0.9134 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0426 |
0.9451 |
|
| R3 |
1.0239 |
0.9952 |
0.9320 |
|
| R2 |
0.9765 |
0.9765 |
0.9277 |
|
| R1 |
0.9478 |
0.9478 |
0.9233 |
0.9385 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9245 |
| S1 |
0.9004 |
0.9004 |
0.9147 |
0.8911 |
| S2 |
0.8817 |
0.8817 |
0.9103 |
|
| S3 |
0.8343 |
0.8530 |
0.9060 |
|
| S4 |
0.7869 |
0.8056 |
0.8929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9513 |
0.9092 |
0.0421 |
4.6% |
0.0159 |
1.7% |
29% |
False |
True |
140,374 |
| 10 |
0.9593 |
0.9092 |
0.0501 |
5.4% |
0.0153 |
1.7% |
25% |
False |
True |
119,343 |
| 20 |
0.9719 |
0.9092 |
0.0627 |
6.8% |
0.0151 |
1.6% |
20% |
False |
True |
65,911 |
| 40 |
1.0283 |
0.9092 |
0.1191 |
12.9% |
0.0126 |
1.4% |
10% |
False |
True |
33,469 |
| 60 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0107 |
1.2% |
9% |
False |
True |
22,362 |
| 80 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0088 |
1.0% |
9% |
False |
True |
16,775 |
| 100 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0073 |
0.8% |
9% |
False |
True |
13,420 |
| 120 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0061 |
0.7% |
9% |
False |
True |
11,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9880 |
|
2.618 |
0.9635 |
|
1.618 |
0.9485 |
|
1.000 |
0.9392 |
|
0.618 |
0.9335 |
|
HIGH |
0.9242 |
|
0.618 |
0.9185 |
|
0.500 |
0.9167 |
|
0.382 |
0.9149 |
|
LOW |
0.9092 |
|
0.618 |
0.8999 |
|
1.000 |
0.8942 |
|
1.618 |
0.8849 |
|
2.618 |
0.8699 |
|
4.250 |
0.8455 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9200 |
0.9202 |
| PP |
0.9183 |
0.9188 |
| S1 |
0.9167 |
0.9175 |
|