CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9543 |
0.9495 |
-0.0048 |
-0.5% |
0.9609 |
| High |
0.9558 |
0.9546 |
-0.0012 |
-0.1% |
0.9679 |
| Low |
0.9510 |
0.9495 |
-0.0015 |
-0.2% |
0.9485 |
| Close |
0.9510 |
0.9510 |
0.0000 |
0.0% |
0.9510 |
| Range |
0.0048 |
0.0051 |
0.0003 |
6.3% |
0.0194 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
9 |
6 |
-3 |
-33.3% |
68 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9670 |
0.9641 |
0.9538 |
|
| R3 |
0.9619 |
0.9590 |
0.9524 |
|
| R2 |
0.9568 |
0.9568 |
0.9519 |
|
| R1 |
0.9539 |
0.9539 |
0.9515 |
0.9554 |
| PP |
0.9517 |
0.9517 |
0.9517 |
0.9524 |
| S1 |
0.9488 |
0.9488 |
0.9505 |
0.9503 |
| S2 |
0.9466 |
0.9466 |
0.9501 |
|
| S3 |
0.9415 |
0.9437 |
0.9496 |
|
| S4 |
0.9364 |
0.9386 |
0.9482 |
|
|
| 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 |
0.9673 |
0.9485 |
0.0188 |
2.0% |
0.0072 |
0.8% |
13% |
False |
False |
13 |
| 10 |
0.9775 |
0.9485 |
0.0290 |
3.0% |
0.0060 |
0.6% |
9% |
False |
False |
9 |
| 20 |
1.0197 |
0.9485 |
0.0712 |
7.5% |
0.0049 |
0.5% |
4% |
False |
False |
9 |
| 40 |
1.0359 |
0.9485 |
0.0874 |
9.2% |
0.0029 |
0.3% |
3% |
False |
False |
5 |
| 60 |
1.0359 |
0.9485 |
0.0874 |
9.2% |
0.0020 |
0.2% |
3% |
False |
False |
4 |
| 80 |
1.0359 |
0.9485 |
0.0874 |
9.2% |
0.0015 |
0.2% |
3% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9763 |
|
2.618 |
0.9680 |
|
1.618 |
0.9629 |
|
1.000 |
0.9597 |
|
0.618 |
0.9578 |
|
HIGH |
0.9546 |
|
0.618 |
0.9527 |
|
0.500 |
0.9521 |
|
0.382 |
0.9514 |
|
LOW |
0.9495 |
|
0.618 |
0.9463 |
|
1.000 |
0.9444 |
|
1.618 |
0.9412 |
|
2.618 |
0.9361 |
|
4.250 |
0.9278 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9521 |
0.9544 |
| PP |
0.9517 |
0.9533 |
| S1 |
0.9514 |
0.9521 |
|