CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9812 |
0.9753 |
-0.0059 |
-0.6% |
1.0090 |
High |
0.9812 |
0.9775 |
-0.0037 |
-0.4% |
1.0090 |
Low |
0.9812 |
0.9735 |
-0.0077 |
-0.8% |
0.9854 |
Close |
0.9812 |
0.9735 |
-0.0077 |
-0.8% |
0.9864 |
Range |
0.0000 |
0.0040 |
0.0040 |
|
0.0236 |
ATR |
0.0055 |
0.0057 |
0.0002 |
2.8% |
0.0000 |
Volume |
8 |
8 |
0 |
0.0% |
82 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9868 |
0.9842 |
0.9757 |
|
R3 |
0.9828 |
0.9802 |
0.9746 |
|
R2 |
0.9788 |
0.9788 |
0.9742 |
|
R1 |
0.9762 |
0.9762 |
0.9739 |
0.9755 |
PP |
0.9748 |
0.9748 |
0.9748 |
0.9745 |
S1 |
0.9722 |
0.9722 |
0.9731 |
0.9715 |
S2 |
0.9708 |
0.9708 |
0.9728 |
|
S3 |
0.9668 |
0.9682 |
0.9724 |
|
S4 |
0.9628 |
0.9642 |
0.9713 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0644 |
1.0490 |
0.9994 |
|
R3 |
1.0408 |
1.0254 |
0.9929 |
|
R2 |
1.0172 |
1.0172 |
0.9907 |
|
R1 |
1.0018 |
1.0018 |
0.9886 |
0.9977 |
PP |
0.9936 |
0.9936 |
0.9936 |
0.9916 |
S1 |
0.9782 |
0.9782 |
0.9842 |
0.9741 |
S2 |
0.9700 |
0.9700 |
0.9821 |
|
S3 |
0.9464 |
0.9546 |
0.9799 |
|
S4 |
0.9228 |
0.9310 |
0.9734 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0033 |
0.9735 |
0.0298 |
3.1% |
0.0047 |
0.5% |
0% |
False |
True |
16 |
10 |
1.0192 |
0.9735 |
0.0457 |
4.7% |
0.0039 |
0.4% |
0% |
False |
True |
10 |
20 |
1.0197 |
0.9735 |
0.0462 |
4.7% |
0.0026 |
0.3% |
0% |
False |
True |
6 |
40 |
1.0359 |
0.9735 |
0.0624 |
6.4% |
0.0015 |
0.1% |
0% |
False |
True |
3 |
60 |
1.0359 |
0.9735 |
0.0624 |
6.4% |
0.0010 |
0.1% |
0% |
False |
True |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9945 |
2.618 |
0.9880 |
1.618 |
0.9840 |
1.000 |
0.9815 |
0.618 |
0.9800 |
HIGH |
0.9775 |
0.618 |
0.9760 |
0.500 |
0.9755 |
0.382 |
0.9750 |
LOW |
0.9735 |
0.618 |
0.9710 |
1.000 |
0.9695 |
1.618 |
0.9670 |
2.618 |
0.9630 |
4.250 |
0.9565 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9755 |
0.9841 |
PP |
0.9748 |
0.9806 |
S1 |
0.9742 |
0.9770 |
|