CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9204 |
0.9225 |
0.0021 |
0.2% |
0.9509 |
| High |
0.9289 |
0.9287 |
-0.0002 |
0.0% |
0.9579 |
| Low |
0.9180 |
0.9209 |
0.0029 |
0.3% |
0.9105 |
| Close |
0.9210 |
0.9225 |
0.0015 |
0.2% |
0.9190 |
| Range |
0.0109 |
0.0078 |
-0.0031 |
-28.4% |
0.0474 |
| ATR |
0.0138 |
0.0133 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
136,120 |
110,729 |
-25,391 |
-18.7% |
644,223 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9474 |
0.9428 |
0.9268 |
|
| R3 |
0.9396 |
0.9350 |
0.9246 |
|
| R2 |
0.9318 |
0.9318 |
0.9239 |
|
| R1 |
0.9272 |
0.9272 |
0.9232 |
0.9264 |
| PP |
0.9240 |
0.9240 |
0.9240 |
0.9237 |
| S1 |
0.9194 |
0.9194 |
0.9218 |
0.9186 |
| S2 |
0.9162 |
0.9162 |
0.9211 |
|
| S3 |
0.9084 |
0.9116 |
0.9204 |
|
| S4 |
0.9006 |
0.9038 |
0.9182 |
|
|
| 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% |
0.0105 |
1.1% |
68% |
False |
False |
126,657 |
| 10 |
0.9593 |
0.9092 |
0.0501 |
5.4% |
0.0130 |
1.4% |
27% |
False |
False |
129,711 |
| 20 |
0.9719 |
0.9092 |
0.0627 |
6.8% |
0.0148 |
1.6% |
21% |
False |
False |
83,170 |
| 40 |
1.0223 |
0.9092 |
0.1131 |
12.3% |
0.0127 |
1.4% |
12% |
False |
False |
42,550 |
| 60 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0111 |
1.2% |
10% |
False |
False |
28,419 |
| 80 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0092 |
1.0% |
10% |
False |
False |
21,319 |
| 100 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0076 |
0.8% |
10% |
False |
False |
17,055 |
| 120 |
1.0454 |
0.9092 |
0.1362 |
14.8% |
0.0063 |
0.7% |
10% |
False |
False |
14,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9619 |
|
2.618 |
0.9491 |
|
1.618 |
0.9413 |
|
1.000 |
0.9365 |
|
0.618 |
0.9335 |
|
HIGH |
0.9287 |
|
0.618 |
0.9257 |
|
0.500 |
0.9248 |
|
0.382 |
0.9239 |
|
LOW |
0.9209 |
|
0.618 |
0.9161 |
|
1.000 |
0.9131 |
|
1.618 |
0.9083 |
|
2.618 |
0.9005 |
|
4.250 |
0.8878 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9248 |
0.9222 |
| PP |
0.9240 |
0.9218 |
| S1 |
0.9233 |
0.9215 |
|