CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9353 |
0.9442 |
0.0089 |
1.0% |
0.9520 |
| High |
0.9551 |
0.9442 |
-0.0109 |
-1.1% |
0.9626 |
| Low |
0.9319 |
0.9320 |
0.0001 |
0.0% |
0.9319 |
| Close |
0.9491 |
0.9380 |
-0.0111 |
-1.2% |
0.9380 |
| Range |
0.0232 |
0.0122 |
-0.0110 |
-47.4% |
0.0307 |
| ATR |
0.0093 |
0.0098 |
0.0006 |
6.0% |
0.0000 |
| Volume |
10 |
18 |
8 |
80.0% |
41 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9685 |
0.9447 |
|
| R3 |
0.9625 |
0.9563 |
0.9414 |
|
| R2 |
0.9503 |
0.9503 |
0.9402 |
|
| R1 |
0.9441 |
0.9441 |
0.9391 |
0.9411 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9366 |
| S1 |
0.9319 |
0.9319 |
0.9369 |
0.9289 |
| S2 |
0.9259 |
0.9259 |
0.9358 |
|
| S3 |
0.9137 |
0.9197 |
0.9346 |
|
| S4 |
0.9015 |
0.9075 |
0.9313 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0178 |
0.9549 |
|
| R3 |
1.0056 |
0.9871 |
0.9464 |
|
| R2 |
0.9749 |
0.9749 |
0.9436 |
|
| R1 |
0.9564 |
0.9564 |
0.9408 |
0.9503 |
| PP |
0.9442 |
0.9442 |
0.9442 |
0.9411 |
| S1 |
0.9257 |
0.9257 |
0.9352 |
0.9196 |
| S2 |
0.9135 |
0.9135 |
0.9324 |
|
| S3 |
0.8828 |
0.8950 |
0.9296 |
|
| S4 |
0.8521 |
0.8643 |
0.9211 |
|
|
| 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 |
3.3% |
0.0124 |
1.3% |
20% |
False |
False |
8 |
| 10 |
0.9626 |
0.9319 |
0.0307 |
3.3% |
0.0093 |
1.0% |
20% |
False |
False |
7 |
| 20 |
0.9947 |
0.9319 |
0.0628 |
6.7% |
0.0076 |
0.8% |
10% |
False |
False |
8 |
| 40 |
1.0330 |
0.9319 |
0.1011 |
10.8% |
0.0048 |
0.5% |
6% |
False |
False |
6 |
| 60 |
1.0359 |
0.9319 |
0.1040 |
11.1% |
0.0033 |
0.4% |
6% |
False |
False |
4 |
| 80 |
1.0359 |
0.9319 |
0.1040 |
11.1% |
0.0025 |
0.3% |
6% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9961 |
|
2.618 |
0.9761 |
|
1.618 |
0.9639 |
|
1.000 |
0.9564 |
|
0.618 |
0.9517 |
|
HIGH |
0.9442 |
|
0.618 |
0.9395 |
|
0.500 |
0.9381 |
|
0.382 |
0.9367 |
|
LOW |
0.9320 |
|
0.618 |
0.9245 |
|
1.000 |
0.9198 |
|
1.618 |
0.9123 |
|
2.618 |
0.9001 |
|
4.250 |
0.8802 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9381 |
0.9435 |
| PP |
0.9381 |
0.9417 |
| S1 |
0.9380 |
0.9398 |
|