CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9225 |
0.9229 |
0.0004 |
0.0% |
0.9178 |
| High |
0.9287 |
0.9233 |
-0.0054 |
-0.6% |
0.9289 |
| Low |
0.9209 |
0.9062 |
-0.0147 |
-1.6% |
0.9062 |
| Close |
0.9225 |
0.9107 |
-0.0118 |
-1.3% |
0.9107 |
| Range |
0.0078 |
0.0171 |
0.0093 |
119.2% |
0.0227 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.0% |
0.0000 |
| Volume |
110,729 |
146,589 |
35,860 |
32.4% |
659,002 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9647 |
0.9548 |
0.9201 |
|
| R3 |
0.9476 |
0.9377 |
0.9154 |
|
| R2 |
0.9305 |
0.9305 |
0.9138 |
|
| R1 |
0.9206 |
0.9206 |
0.9123 |
0.9170 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9116 |
| S1 |
0.9035 |
0.9035 |
0.9091 |
0.8999 |
| S2 |
0.8963 |
0.8963 |
0.9076 |
|
| S3 |
0.8792 |
0.8864 |
0.9060 |
|
| S4 |
0.8621 |
0.8693 |
0.9013 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9834 |
0.9697 |
0.9232 |
|
| R3 |
0.9607 |
0.9470 |
0.9169 |
|
| R2 |
0.9380 |
0.9380 |
0.9149 |
|
| R1 |
0.9243 |
0.9243 |
0.9128 |
0.9198 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9130 |
| S1 |
0.9016 |
0.9016 |
0.9086 |
0.8971 |
| S2 |
0.8926 |
0.8926 |
0.9065 |
|
| S3 |
0.8699 |
0.8789 |
0.9045 |
|
| S4 |
0.8472 |
0.8562 |
0.8982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9289 |
0.9062 |
0.0227 |
2.5% |
0.0122 |
1.3% |
20% |
False |
True |
131,800 |
| 10 |
0.9579 |
0.9062 |
0.0517 |
5.7% |
0.0139 |
1.5% |
9% |
False |
True |
130,322 |
| 20 |
0.9719 |
0.9062 |
0.0657 |
7.2% |
0.0150 |
1.7% |
7% |
False |
True |
90,278 |
| 40 |
1.0223 |
0.9062 |
0.1161 |
12.7% |
0.0130 |
1.4% |
4% |
False |
True |
46,210 |
| 60 |
1.0454 |
0.9062 |
0.1392 |
15.3% |
0.0112 |
1.2% |
3% |
False |
True |
30,861 |
| 80 |
1.0454 |
0.9062 |
0.1392 |
15.3% |
0.0093 |
1.0% |
3% |
False |
True |
23,151 |
| 100 |
1.0454 |
0.9062 |
0.1392 |
15.3% |
0.0078 |
0.9% |
3% |
False |
True |
18,521 |
| 120 |
1.0454 |
0.9062 |
0.1392 |
15.3% |
0.0065 |
0.7% |
3% |
False |
True |
15,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9960 |
|
2.618 |
0.9681 |
|
1.618 |
0.9510 |
|
1.000 |
0.9404 |
|
0.618 |
0.9339 |
|
HIGH |
0.9233 |
|
0.618 |
0.9168 |
|
0.500 |
0.9148 |
|
0.382 |
0.9127 |
|
LOW |
0.9062 |
|
0.618 |
0.8956 |
|
1.000 |
0.8891 |
|
1.618 |
0.8785 |
|
2.618 |
0.8614 |
|
4.250 |
0.8335 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9148 |
0.9176 |
| PP |
0.9134 |
0.9153 |
| S1 |
0.9121 |
0.9130 |
|