CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9522 |
0.9543 |
0.0021 |
0.2% |
0.9609 |
| High |
0.9603 |
0.9558 |
-0.0045 |
-0.5% |
0.9679 |
| Low |
0.9485 |
0.9510 |
0.0025 |
0.3% |
0.9485 |
| Close |
0.9603 |
0.9510 |
-0.0093 |
-1.0% |
0.9510 |
| Range |
0.0118 |
0.0048 |
-0.0070 |
-59.3% |
0.0194 |
| ATR |
0.0067 |
0.0069 |
0.0002 |
2.8% |
0.0000 |
| Volume |
43 |
9 |
-34 |
-79.1% |
68 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9670 |
0.9638 |
0.9536 |
|
| R3 |
0.9622 |
0.9590 |
0.9523 |
|
| R2 |
0.9574 |
0.9574 |
0.9519 |
|
| R1 |
0.9542 |
0.9542 |
0.9514 |
0.9534 |
| PP |
0.9526 |
0.9526 |
0.9526 |
0.9522 |
| S1 |
0.9494 |
0.9494 |
0.9506 |
0.9486 |
| S2 |
0.9478 |
0.9478 |
0.9501 |
|
| S3 |
0.9430 |
0.9446 |
0.9497 |
|
| S4 |
0.9382 |
0.9398 |
0.9484 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0140 |
1.0019 |
0.9617 |
|
| R3 |
0.9946 |
0.9825 |
0.9563 |
|
| R2 |
0.9752 |
0.9752 |
0.9546 |
|
| R1 |
0.9631 |
0.9631 |
0.9528 |
0.9595 |
| PP |
0.9558 |
0.9558 |
0.9558 |
0.9540 |
| S1 |
0.9437 |
0.9437 |
0.9492 |
0.9401 |
| S2 |
0.9364 |
0.9364 |
0.9474 |
|
| S3 |
0.9170 |
0.9243 |
0.9457 |
|
| S4 |
0.8976 |
0.9049 |
0.9403 |
|
|
| 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% |
13% |
False |
False |
13 |
| 10 |
0.9812 |
0.9485 |
0.0327 |
3.4% |
0.0055 |
0.6% |
8% |
False |
False |
9 |
| 20 |
1.0197 |
0.9485 |
0.0712 |
7.5% |
0.0047 |
0.5% |
4% |
False |
False |
9 |
| 40 |
1.0359 |
0.9485 |
0.0874 |
9.2% |
0.0027 |
0.3% |
3% |
False |
False |
5 |
| 60 |
1.0359 |
0.9485 |
0.0874 |
9.2% |
0.0019 |
0.2% |
3% |
False |
False |
4 |
| 80 |
1.0359 |
0.9485 |
0.0874 |
9.2% |
0.0014 |
0.1% |
3% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9762 |
|
2.618 |
0.9684 |
|
1.618 |
0.9636 |
|
1.000 |
0.9606 |
|
0.618 |
0.9588 |
|
HIGH |
0.9558 |
|
0.618 |
0.9540 |
|
0.500 |
0.9534 |
|
0.382 |
0.9528 |
|
LOW |
0.9510 |
|
0.618 |
0.9480 |
|
1.000 |
0.9462 |
|
1.618 |
0.9432 |
|
2.618 |
0.9384 |
|
4.250 |
0.9306 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9534 |
0.9574 |
| PP |
0.9526 |
0.9553 |
| S1 |
0.9518 |
0.9531 |
|