CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9472 |
0.9353 |
-0.0119 |
-1.3% |
0.9495 |
| High |
0.9473 |
0.9551 |
0.0078 |
0.8% |
0.9546 |
| Low |
0.9403 |
0.9319 |
-0.0084 |
-0.9% |
0.9425 |
| Close |
0.9403 |
0.9491 |
0.0088 |
0.9% |
0.9446 |
| Range |
0.0070 |
0.0232 |
0.0162 |
231.4% |
0.0121 |
| ATR |
0.0082 |
0.0093 |
0.0011 |
13.0% |
0.0000 |
| Volume |
2 |
10 |
8 |
400.0% |
23 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0052 |
0.9619 |
|
| R3 |
0.9918 |
0.9820 |
0.9555 |
|
| R2 |
0.9686 |
0.9686 |
0.9534 |
|
| R1 |
0.9588 |
0.9588 |
0.9512 |
0.9637 |
| PP |
0.9454 |
0.9454 |
0.9454 |
0.9478 |
| S1 |
0.9356 |
0.9356 |
0.9470 |
0.9405 |
| S2 |
0.9222 |
0.9222 |
0.9448 |
|
| S3 |
0.8990 |
0.9124 |
0.9427 |
|
| S4 |
0.8758 |
0.8892 |
0.9363 |
|
|
| 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 |
0.9319 |
0.0307 |
3.2% |
0.0119 |
1.3% |
56% |
False |
True |
6 |
| 10 |
0.9626 |
0.9319 |
0.0307 |
3.2% |
0.0092 |
1.0% |
56% |
False |
True |
9 |
| 20 |
1.0000 |
0.9319 |
0.0681 |
7.2% |
0.0075 |
0.8% |
25% |
False |
True |
7 |
| 40 |
1.0359 |
0.9319 |
0.1040 |
11.0% |
0.0045 |
0.5% |
17% |
False |
True |
6 |
| 60 |
1.0359 |
0.9319 |
0.1040 |
11.0% |
0.0031 |
0.3% |
17% |
False |
True |
4 |
| 80 |
1.0359 |
0.9319 |
0.1040 |
11.0% |
0.0024 |
0.2% |
17% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0537 |
|
2.618 |
1.0158 |
|
1.618 |
0.9926 |
|
1.000 |
0.9783 |
|
0.618 |
0.9694 |
|
HIGH |
0.9551 |
|
0.618 |
0.9462 |
|
0.500 |
0.9435 |
|
0.382 |
0.9408 |
|
LOW |
0.9319 |
|
0.618 |
0.9176 |
|
1.000 |
0.9087 |
|
1.618 |
0.8944 |
|
2.618 |
0.8712 |
|
4.250 |
0.8333 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9472 |
0.9477 |
| PP |
0.9454 |
0.9463 |
| S1 |
0.9435 |
0.9449 |
|