CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9300 |
0.9282 |
-0.0018 |
-0.2% |
0.9520 |
| High |
0.9357 |
0.9326 |
-0.0031 |
-0.3% |
0.9626 |
| Low |
0.9285 |
0.9232 |
-0.0053 |
-0.6% |
0.9319 |
| Close |
0.9357 |
0.9326 |
-0.0031 |
-0.3% |
0.9380 |
| Range |
0.0072 |
0.0094 |
0.0022 |
30.6% |
0.0307 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0000 |
| Volume |
11 |
21 |
10 |
90.9% |
41 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9577 |
0.9545 |
0.9378 |
|
| R3 |
0.9483 |
0.9451 |
0.9352 |
|
| R2 |
0.9389 |
0.9389 |
0.9343 |
|
| R1 |
0.9357 |
0.9357 |
0.9335 |
0.9373 |
| PP |
0.9295 |
0.9295 |
0.9295 |
0.9303 |
| S1 |
0.9263 |
0.9263 |
0.9317 |
0.9279 |
| S2 |
0.9201 |
0.9201 |
0.9309 |
|
| S3 |
0.9107 |
0.9169 |
0.9300 |
|
| S4 |
0.9013 |
0.9075 |
0.9274 |
|
|
| 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 |
0.9551 |
0.9232 |
0.0319 |
3.4% |
0.0118 |
1.3% |
29% |
False |
True |
12 |
| 10 |
0.9626 |
0.9232 |
0.0394 |
4.2% |
0.0099 |
1.1% |
24% |
False |
True |
9 |
| 20 |
0.9775 |
0.9232 |
0.0543 |
5.8% |
0.0080 |
0.9% |
17% |
False |
True |
9 |
| 40 |
1.0199 |
0.9232 |
0.0967 |
10.4% |
0.0052 |
0.6% |
10% |
False |
True |
7 |
| 60 |
1.0359 |
0.9232 |
0.1127 |
12.1% |
0.0036 |
0.4% |
8% |
False |
True |
5 |
| 80 |
1.0359 |
0.9232 |
0.1127 |
12.1% |
0.0027 |
0.3% |
8% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9726 |
|
2.618 |
0.9572 |
|
1.618 |
0.9478 |
|
1.000 |
0.9420 |
|
0.618 |
0.9384 |
|
HIGH |
0.9326 |
|
0.618 |
0.9290 |
|
0.500 |
0.9279 |
|
0.382 |
0.9268 |
|
LOW |
0.9232 |
|
0.618 |
0.9174 |
|
1.000 |
0.9138 |
|
1.618 |
0.9080 |
|
2.618 |
0.8986 |
|
4.250 |
0.8833 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9310 |
0.9337 |
| PP |
0.9295 |
0.9333 |
| S1 |
0.9279 |
0.9330 |
|