CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9510 |
0.9525 |
0.0015 |
0.2% |
0.9495 |
| High |
0.9543 |
0.9525 |
-0.0018 |
-0.2% |
0.9546 |
| Low |
0.9510 |
0.9425 |
-0.0085 |
-0.9% |
0.9425 |
| Close |
0.9543 |
0.9446 |
-0.0097 |
-1.0% |
0.9446 |
| Range |
0.0033 |
0.0100 |
0.0067 |
203.0% |
0.0121 |
| ATR |
0.0066 |
0.0070 |
0.0004 |
5.7% |
0.0000 |
| Volume |
4 |
9 |
5 |
125.0% |
23 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9706 |
0.9501 |
|
| R3 |
0.9665 |
0.9606 |
0.9474 |
|
| R2 |
0.9565 |
0.9565 |
0.9464 |
|
| R1 |
0.9506 |
0.9506 |
0.9455 |
0.9486 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9455 |
| S1 |
0.9406 |
0.9406 |
0.9437 |
0.9386 |
| S2 |
0.9365 |
0.9365 |
0.9428 |
|
| S3 |
0.9265 |
0.9306 |
0.9419 |
|
| S4 |
0.9165 |
0.9206 |
0.9391 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9835 |
0.9762 |
0.9513 |
|
| R3 |
0.9714 |
0.9641 |
0.9479 |
|
| R2 |
0.9593 |
0.9593 |
0.9468 |
|
| R1 |
0.9520 |
0.9520 |
0.9457 |
0.9496 |
| PP |
0.9472 |
0.9472 |
0.9472 |
0.9461 |
| S1 |
0.9399 |
0.9399 |
0.9435 |
0.9375 |
| S2 |
0.9351 |
0.9351 |
0.9424 |
|
| S3 |
0.9230 |
0.9278 |
0.9413 |
|
| S4 |
0.9109 |
0.9157 |
0.9379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9558 |
0.9425 |
0.0133 |
1.4% |
0.0061 |
0.7% |
16% |
False |
True |
6 |
| 10 |
0.9679 |
0.9425 |
0.0254 |
2.7% |
0.0069 |
0.7% |
8% |
False |
True |
9 |
| 20 |
1.0192 |
0.9425 |
0.0767 |
8.1% |
0.0055 |
0.6% |
3% |
False |
True |
9 |
| 40 |
1.0359 |
0.9425 |
0.0934 |
9.9% |
0.0034 |
0.4% |
2% |
False |
True |
5 |
| 60 |
1.0359 |
0.9425 |
0.0934 |
9.9% |
0.0023 |
0.2% |
2% |
False |
True |
4 |
| 80 |
1.0359 |
0.9425 |
0.0934 |
9.9% |
0.0017 |
0.2% |
2% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9950 |
|
2.618 |
0.9787 |
|
1.618 |
0.9687 |
|
1.000 |
0.9625 |
|
0.618 |
0.9587 |
|
HIGH |
0.9525 |
|
0.618 |
0.9487 |
|
0.500 |
0.9475 |
|
0.382 |
0.9463 |
|
LOW |
0.9425 |
|
0.618 |
0.9363 |
|
1.000 |
0.9325 |
|
1.618 |
0.9263 |
|
2.618 |
0.9163 |
|
4.250 |
0.9000 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9475 |
0.9484 |
| PP |
0.9465 |
0.9471 |
| S1 |
0.9456 |
0.9459 |
|