CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9525 |
0.9520 |
-0.0005 |
-0.1% |
0.9495 |
| High |
0.9525 |
0.9626 |
0.0101 |
1.1% |
0.9546 |
| Low |
0.9425 |
0.9500 |
0.0075 |
0.8% |
0.9425 |
| Close |
0.9446 |
0.9626 |
0.0180 |
1.9% |
0.9446 |
| Range |
0.0100 |
0.0126 |
0.0026 |
26.0% |
0.0121 |
| ATR |
0.0070 |
0.0077 |
0.0008 |
11.3% |
0.0000 |
| Volume |
9 |
9 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9962 |
0.9920 |
0.9695 |
|
| R3 |
0.9836 |
0.9794 |
0.9661 |
|
| R2 |
0.9710 |
0.9710 |
0.9649 |
|
| R1 |
0.9668 |
0.9668 |
0.9638 |
0.9689 |
| PP |
0.9584 |
0.9584 |
0.9584 |
0.9595 |
| S1 |
0.9542 |
0.9542 |
0.9614 |
0.9563 |
| S2 |
0.9458 |
0.9458 |
0.9603 |
|
| S3 |
0.9332 |
0.9416 |
0.9591 |
|
| S4 |
0.9206 |
0.9290 |
0.9557 |
|
|
| 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 |
0.9626 |
0.9425 |
0.0201 |
2.1% |
0.0077 |
0.8% |
100% |
True |
False |
6 |
| 10 |
0.9679 |
0.9425 |
0.0254 |
2.6% |
0.0077 |
0.8% |
79% |
False |
False |
10 |
| 20 |
1.0090 |
0.9425 |
0.0665 |
6.9% |
0.0060 |
0.6% |
30% |
False |
False |
10 |
| 40 |
1.0359 |
0.9425 |
0.0934 |
9.7% |
0.0037 |
0.4% |
22% |
False |
False |
5 |
| 60 |
1.0359 |
0.9425 |
0.0934 |
9.7% |
0.0025 |
0.3% |
22% |
False |
False |
4 |
| 80 |
1.0359 |
0.9425 |
0.0934 |
9.7% |
0.0019 |
0.2% |
22% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0162 |
|
2.618 |
0.9956 |
|
1.618 |
0.9830 |
|
1.000 |
0.9752 |
|
0.618 |
0.9704 |
|
HIGH |
0.9626 |
|
0.618 |
0.9578 |
|
0.500 |
0.9563 |
|
0.382 |
0.9548 |
|
LOW |
0.9500 |
|
0.618 |
0.9422 |
|
1.000 |
0.9374 |
|
1.618 |
0.9296 |
|
2.618 |
0.9170 |
|
4.250 |
0.8965 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9605 |
0.9593 |
| PP |
0.9584 |
0.9559 |
| S1 |
0.9563 |
0.9526 |
|