CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9178 |
0.9194 |
0.0016 |
0.2% |
0.9509 |
| High |
0.9242 |
0.9242 |
0.0000 |
0.0% |
0.9579 |
| Low |
0.9092 |
0.9141 |
0.0049 |
0.5% |
0.9105 |
| Close |
0.9216 |
0.9207 |
-0.0009 |
-0.1% |
0.9190 |
| Range |
0.0150 |
0.0101 |
-0.0049 |
-32.7% |
0.0474 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
148,883 |
116,681 |
-32,202 |
-21.6% |
644,223 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9454 |
0.9263 |
|
| R3 |
0.9399 |
0.9353 |
0.9235 |
|
| R2 |
0.9298 |
0.9298 |
0.9226 |
|
| R1 |
0.9252 |
0.9252 |
0.9216 |
0.9275 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9208 |
| S1 |
0.9151 |
0.9151 |
0.9198 |
0.9174 |
| S2 |
0.9096 |
0.9096 |
0.9188 |
|
| S3 |
0.8995 |
0.9050 |
0.9179 |
|
| S4 |
0.8894 |
0.8949 |
0.9151 |
|
|
| 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 |
0.9500 |
0.9092 |
0.0408 |
4.4% |
0.0153 |
1.7% |
28% |
False |
False |
143,291 |
| 10 |
0.9593 |
0.9092 |
0.0501 |
5.4% |
0.0149 |
1.6% |
23% |
False |
False |
124,854 |
| 20 |
0.9719 |
0.9092 |
0.0627 |
6.8% |
0.0152 |
1.6% |
18% |
False |
False |
71,654 |
| 40 |
1.0283 |
0.9092 |
0.1191 |
12.9% |
0.0127 |
1.4% |
10% |
False |
False |
36,384 |
| 60 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0109 |
1.2% |
8% |
False |
False |
24,306 |
| 80 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0089 |
1.0% |
8% |
False |
False |
18,233 |
| 100 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0074 |
0.8% |
8% |
False |
False |
14,587 |
| 120 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0062 |
0.7% |
8% |
False |
False |
12,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9671 |
|
2.618 |
0.9506 |
|
1.618 |
0.9405 |
|
1.000 |
0.9343 |
|
0.618 |
0.9304 |
|
HIGH |
0.9242 |
|
0.618 |
0.9203 |
|
0.500 |
0.9192 |
|
0.382 |
0.9180 |
|
LOW |
0.9141 |
|
0.618 |
0.9079 |
|
1.000 |
0.9040 |
|
1.618 |
0.8978 |
|
2.618 |
0.8877 |
|
4.250 |
0.8712 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9202 |
0.9194 |
| PP |
0.9197 |
0.9180 |
| S1 |
0.9192 |
0.9167 |
|