CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9578 |
0.0058 |
0.6% |
0.9495 |
| High |
0.9626 |
0.9578 |
-0.0048 |
-0.5% |
0.9546 |
| Low |
0.9500 |
0.9509 |
0.0009 |
0.1% |
0.9425 |
| Close |
0.9626 |
0.9509 |
-0.0117 |
-1.2% |
0.9446 |
| Range |
0.0126 |
0.0069 |
-0.0057 |
-45.2% |
0.0121 |
| ATR |
0.0077 |
0.0080 |
0.0003 |
3.6% |
0.0000 |
| Volume |
9 |
2 |
-7 |
-77.8% |
23 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9739 |
0.9693 |
0.9547 |
|
| R3 |
0.9670 |
0.9624 |
0.9528 |
|
| R2 |
0.9601 |
0.9601 |
0.9522 |
|
| R1 |
0.9555 |
0.9555 |
0.9515 |
0.9544 |
| PP |
0.9532 |
0.9532 |
0.9532 |
0.9526 |
| S1 |
0.9486 |
0.9486 |
0.9503 |
0.9475 |
| S2 |
0.9463 |
0.9463 |
0.9496 |
|
| S3 |
0.9394 |
0.9417 |
0.9490 |
|
| S4 |
0.9325 |
0.9348 |
0.9471 |
|
|
| 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% |
0.0081 |
0.8% |
42% |
False |
False |
5 |
| 10 |
0.9673 |
0.9425 |
0.0248 |
2.6% |
0.0077 |
0.8% |
34% |
False |
False |
9 |
| 20 |
1.0090 |
0.9425 |
0.0665 |
7.0% |
0.0063 |
0.7% |
13% |
False |
False |
10 |
| 40 |
1.0359 |
0.9425 |
0.0934 |
9.8% |
0.0038 |
0.4% |
9% |
False |
False |
5 |
| 60 |
1.0359 |
0.9425 |
0.0934 |
9.8% |
0.0026 |
0.3% |
9% |
False |
False |
4 |
| 80 |
1.0359 |
0.9425 |
0.0934 |
9.8% |
0.0020 |
0.2% |
9% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9871 |
|
2.618 |
0.9759 |
|
1.618 |
0.9690 |
|
1.000 |
0.9647 |
|
0.618 |
0.9621 |
|
HIGH |
0.9578 |
|
0.618 |
0.9552 |
|
0.500 |
0.9544 |
|
0.382 |
0.9535 |
|
LOW |
0.9509 |
|
0.618 |
0.9466 |
|
1.000 |
0.9440 |
|
1.618 |
0.9397 |
|
2.618 |
0.9328 |
|
4.250 |
0.9216 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9544 |
0.9526 |
| PP |
0.9532 |
0.9520 |
| S1 |
0.9521 |
0.9515 |
|