CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9194 |
0.9204 |
0.0010 |
0.1% |
0.9509 |
| High |
0.9242 |
0.9289 |
0.0047 |
0.5% |
0.9579 |
| Low |
0.9141 |
0.9180 |
0.0039 |
0.4% |
0.9105 |
| Close |
0.9207 |
0.9210 |
0.0003 |
0.0% |
0.9190 |
| Range |
0.0101 |
0.0109 |
0.0008 |
7.9% |
0.0474 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
116,681 |
136,120 |
19,439 |
16.7% |
644,223 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9553 |
0.9491 |
0.9270 |
|
| R3 |
0.9444 |
0.9382 |
0.9240 |
|
| R2 |
0.9335 |
0.9335 |
0.9230 |
|
| R1 |
0.9273 |
0.9273 |
0.9220 |
0.9304 |
| PP |
0.9226 |
0.9226 |
0.9226 |
0.9242 |
| S1 |
0.9164 |
0.9164 |
0.9200 |
0.9195 |
| S2 |
0.9117 |
0.9117 |
0.9190 |
|
| S3 |
0.9008 |
0.9055 |
0.9180 |
|
| S4 |
0.8899 |
0.8946 |
0.9150 |
|
|
| 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 |
0.9289 |
0.9092 |
0.0197 |
2.1% |
0.0119 |
1.3% |
60% |
True |
False |
141,509 |
| 10 |
0.9593 |
0.9092 |
0.0501 |
5.4% |
0.0145 |
1.6% |
24% |
False |
False |
130,800 |
| 20 |
0.9719 |
0.9092 |
0.0627 |
6.8% |
0.0150 |
1.6% |
19% |
False |
False |
78,296 |
| 40 |
1.0269 |
0.9092 |
0.1177 |
12.8% |
0.0128 |
1.4% |
10% |
False |
False |
39,786 |
| 60 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0110 |
1.2% |
9% |
False |
False |
26,574 |
| 80 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0091 |
1.0% |
9% |
False |
False |
19,934 |
| 100 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0075 |
0.8% |
9% |
False |
False |
15,948 |
| 120 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0063 |
0.7% |
9% |
False |
False |
13,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9752 |
|
2.618 |
0.9574 |
|
1.618 |
0.9465 |
|
1.000 |
0.9398 |
|
0.618 |
0.9356 |
|
HIGH |
0.9289 |
|
0.618 |
0.9247 |
|
0.500 |
0.9235 |
|
0.382 |
0.9222 |
|
LOW |
0.9180 |
|
0.618 |
0.9113 |
|
1.000 |
0.9071 |
|
1.618 |
0.9004 |
|
2.618 |
0.8895 |
|
4.250 |
0.8717 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9235 |
0.9204 |
| PP |
0.9226 |
0.9197 |
| S1 |
0.9218 |
0.9191 |
|