CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9448 |
0.9510 |
0.0062 |
0.7% |
0.9609 |
| High |
0.9523 |
0.9543 |
0.0020 |
0.2% |
0.9679 |
| Low |
0.9448 |
0.9510 |
0.0062 |
0.7% |
0.9485 |
| Close |
0.9505 |
0.9543 |
0.0038 |
0.4% |
0.9510 |
| Range |
0.0075 |
0.0033 |
-0.0042 |
-56.0% |
0.0194 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
68 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9631 |
0.9620 |
0.9561 |
|
| R3 |
0.9598 |
0.9587 |
0.9552 |
|
| R2 |
0.9565 |
0.9565 |
0.9549 |
|
| R1 |
0.9554 |
0.9554 |
0.9546 |
0.9560 |
| PP |
0.9532 |
0.9532 |
0.9532 |
0.9535 |
| S1 |
0.9521 |
0.9521 |
0.9540 |
0.9527 |
| S2 |
0.9499 |
0.9499 |
0.9537 |
|
| S3 |
0.9466 |
0.9488 |
0.9534 |
|
| S4 |
0.9433 |
0.9455 |
0.9525 |
|
|
| 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 |
0.9603 |
0.9448 |
0.0155 |
1.6% |
0.0065 |
0.7% |
61% |
False |
False |
13 |
| 10 |
0.9758 |
0.9448 |
0.0310 |
3.2% |
0.0065 |
0.7% |
31% |
False |
False |
8 |
| 20 |
1.0192 |
0.9448 |
0.0744 |
7.8% |
0.0051 |
0.5% |
13% |
False |
False |
9 |
| 40 |
1.0359 |
0.9448 |
0.0911 |
9.5% |
0.0031 |
0.3% |
10% |
False |
False |
5 |
| 60 |
1.0359 |
0.9448 |
0.0911 |
9.5% |
0.0021 |
0.2% |
10% |
False |
False |
4 |
| 80 |
1.0359 |
0.9448 |
0.0911 |
9.5% |
0.0016 |
0.2% |
10% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9683 |
|
2.618 |
0.9629 |
|
1.618 |
0.9596 |
|
1.000 |
0.9576 |
|
0.618 |
0.9563 |
|
HIGH |
0.9543 |
|
0.618 |
0.9530 |
|
0.500 |
0.9527 |
|
0.382 |
0.9523 |
|
LOW |
0.9510 |
|
0.618 |
0.9490 |
|
1.000 |
0.9477 |
|
1.618 |
0.9457 |
|
2.618 |
0.9424 |
|
4.250 |
0.9370 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9538 |
0.9528 |
| PP |
0.9532 |
0.9512 |
| S1 |
0.9527 |
0.9497 |
|