CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9578 |
0.9472 |
-0.0106 |
-1.1% |
0.9495 |
| High |
0.9578 |
0.9473 |
-0.0105 |
-1.1% |
0.9546 |
| Low |
0.9509 |
0.9403 |
-0.0106 |
-1.1% |
0.9425 |
| Close |
0.9509 |
0.9403 |
-0.0106 |
-1.1% |
0.9446 |
| Range |
0.0069 |
0.0070 |
0.0001 |
1.4% |
0.0121 |
| ATR |
0.0080 |
0.0082 |
0.0002 |
2.3% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
23 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9636 |
0.9590 |
0.9442 |
|
| R3 |
0.9566 |
0.9520 |
0.9422 |
|
| R2 |
0.9496 |
0.9496 |
0.9416 |
|
| R1 |
0.9450 |
0.9450 |
0.9409 |
0.9438 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9421 |
| S1 |
0.9380 |
0.9380 |
0.9397 |
0.9368 |
| S2 |
0.9356 |
0.9356 |
0.9390 |
|
| S3 |
0.9286 |
0.9310 |
0.9384 |
|
| S4 |
0.9216 |
0.9240 |
0.9365 |
|
|
| 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 |
0.9403 |
0.0223 |
2.4% |
0.0080 |
0.8% |
0% |
False |
True |
5 |
| 10 |
0.9663 |
0.9403 |
0.0260 |
2.8% |
0.0082 |
0.9% |
0% |
False |
True |
9 |
| 20 |
1.0033 |
0.9403 |
0.0630 |
6.7% |
0.0064 |
0.7% |
0% |
False |
True |
9 |
| 40 |
1.0359 |
0.9403 |
0.0956 |
10.2% |
0.0039 |
0.4% |
0% |
False |
True |
6 |
| 60 |
1.0359 |
0.9403 |
0.0956 |
10.2% |
0.0027 |
0.3% |
0% |
False |
True |
4 |
| 80 |
1.0359 |
0.9403 |
0.0956 |
10.2% |
0.0021 |
0.2% |
0% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9771 |
|
2.618 |
0.9656 |
|
1.618 |
0.9586 |
|
1.000 |
0.9543 |
|
0.618 |
0.9516 |
|
HIGH |
0.9473 |
|
0.618 |
0.9446 |
|
0.500 |
0.9438 |
|
0.382 |
0.9430 |
|
LOW |
0.9403 |
|
0.618 |
0.9360 |
|
1.000 |
0.9333 |
|
1.618 |
0.9290 |
|
2.618 |
0.9220 |
|
4.250 |
0.9106 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9438 |
0.9515 |
| PP |
0.9426 |
0.9477 |
| S1 |
0.9415 |
0.9440 |
|