CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9282 |
0.9320 |
0.0038 |
0.4% |
0.9520 |
| High |
0.9326 |
0.9410 |
0.0084 |
0.9% |
0.9626 |
| Low |
0.9232 |
0.9320 |
0.0088 |
1.0% |
0.9319 |
| Close |
0.9326 |
0.9368 |
0.0042 |
0.5% |
0.9380 |
| Range |
0.0094 |
0.0090 |
-0.0004 |
-4.3% |
0.0307 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
21 |
12 |
-9 |
-42.9% |
41 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9636 |
0.9592 |
0.9418 |
|
| R3 |
0.9546 |
0.9502 |
0.9393 |
|
| R2 |
0.9456 |
0.9456 |
0.9385 |
|
| R1 |
0.9412 |
0.9412 |
0.9376 |
0.9434 |
| PP |
0.9366 |
0.9366 |
0.9366 |
0.9377 |
| S1 |
0.9322 |
0.9322 |
0.9360 |
0.9344 |
| S2 |
0.9276 |
0.9276 |
0.9352 |
|
| S3 |
0.9186 |
0.9232 |
0.9343 |
|
| S4 |
0.9096 |
0.9142 |
0.9319 |
|
|
| 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% |
0.0122 |
1.3% |
43% |
False |
False |
14 |
| 10 |
0.9626 |
0.9232 |
0.0394 |
4.2% |
0.0101 |
1.1% |
35% |
False |
False |
9 |
| 20 |
0.9758 |
0.9232 |
0.0526 |
5.6% |
0.0082 |
0.9% |
26% |
False |
False |
9 |
| 40 |
1.0197 |
0.9232 |
0.0965 |
10.3% |
0.0054 |
0.6% |
14% |
False |
False |
7 |
| 60 |
1.0359 |
0.9232 |
0.1127 |
12.0% |
0.0037 |
0.4% |
12% |
False |
False |
5 |
| 80 |
1.0359 |
0.9232 |
0.1127 |
12.0% |
0.0028 |
0.3% |
12% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9793 |
|
2.618 |
0.9646 |
|
1.618 |
0.9556 |
|
1.000 |
0.9500 |
|
0.618 |
0.9466 |
|
HIGH |
0.9410 |
|
0.618 |
0.9376 |
|
0.500 |
0.9365 |
|
0.382 |
0.9354 |
|
LOW |
0.9320 |
|
0.618 |
0.9264 |
|
1.000 |
0.9230 |
|
1.618 |
0.9174 |
|
2.618 |
0.9084 |
|
4.250 |
0.8938 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9367 |
0.9352 |
| PP |
0.9366 |
0.9337 |
| S1 |
0.9365 |
0.9321 |
|