CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9522 |
-0.0138 |
-1.4% |
0.9812 |
| High |
0.9663 |
0.9603 |
-0.0060 |
-0.6% |
0.9812 |
| Low |
0.9534 |
0.9485 |
-0.0049 |
-0.5% |
0.9578 |
| Close |
0.9551 |
0.9603 |
0.0052 |
0.5% |
0.9599 |
| Range |
0.0129 |
0.0118 |
-0.0011 |
-8.5% |
0.0234 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.2% |
0.0000 |
| Volume |
4 |
43 |
39 |
975.0% |
24 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9918 |
0.9878 |
0.9668 |
|
| R3 |
0.9800 |
0.9760 |
0.9635 |
|
| R2 |
0.9682 |
0.9682 |
0.9625 |
|
| R1 |
0.9642 |
0.9642 |
0.9614 |
0.9662 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9574 |
| S1 |
0.9524 |
0.9524 |
0.9592 |
0.9544 |
| S2 |
0.9446 |
0.9446 |
0.9581 |
|
| S3 |
0.9328 |
0.9406 |
0.9571 |
|
| S4 |
0.9210 |
0.9288 |
0.9538 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0365 |
1.0216 |
0.9728 |
|
| R3 |
1.0131 |
0.9982 |
0.9663 |
|
| R2 |
0.9897 |
0.9897 |
0.9642 |
|
| R1 |
0.9748 |
0.9748 |
0.9620 |
0.9706 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9642 |
| S1 |
0.9514 |
0.9514 |
0.9578 |
0.9472 |
| S2 |
0.9429 |
0.9429 |
0.9556 |
|
| S3 |
0.9195 |
0.9280 |
0.9535 |
|
| S4 |
0.8961 |
0.9046 |
0.9470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9679 |
0.9485 |
0.0194 |
2.0% |
0.0076 |
0.8% |
61% |
False |
True |
12 |
| 10 |
0.9947 |
0.9485 |
0.0462 |
4.8% |
0.0060 |
0.6% |
26% |
False |
True |
9 |
| 20 |
1.0197 |
0.9485 |
0.0712 |
7.4% |
0.0044 |
0.5% |
17% |
False |
True |
8 |
| 40 |
1.0359 |
0.9485 |
0.0874 |
9.1% |
0.0026 |
0.3% |
14% |
False |
True |
5 |
| 60 |
1.0359 |
0.9485 |
0.0874 |
9.1% |
0.0018 |
0.2% |
14% |
False |
True |
3 |
| 80 |
1.0359 |
0.9485 |
0.0874 |
9.1% |
0.0013 |
0.1% |
14% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0105 |
|
2.618 |
0.9912 |
|
1.618 |
0.9794 |
|
1.000 |
0.9721 |
|
0.618 |
0.9676 |
|
HIGH |
0.9603 |
|
0.618 |
0.9558 |
|
0.500 |
0.9544 |
|
0.382 |
0.9530 |
|
LOW |
0.9485 |
|
0.618 |
0.9412 |
|
1.000 |
0.9367 |
|
1.618 |
0.9294 |
|
2.618 |
0.9176 |
|
4.250 |
0.8984 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9583 |
0.9595 |
| PP |
0.9564 |
0.9587 |
| S1 |
0.9544 |
0.9579 |
|