CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9320 |
0.9340 |
0.0020 |
0.2% |
0.9520 |
| High |
0.9410 |
0.9500 |
0.0090 |
1.0% |
0.9626 |
| Low |
0.9320 |
0.9340 |
0.0020 |
0.2% |
0.9319 |
| Close |
0.9368 |
0.9485 |
0.0117 |
1.2% |
0.9380 |
| Range |
0.0090 |
0.0160 |
0.0070 |
77.8% |
0.0307 |
| ATR |
0.0099 |
0.0104 |
0.0004 |
4.4% |
0.0000 |
| Volume |
12 |
8 |
-4 |
-33.3% |
41 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9922 |
0.9863 |
0.9573 |
|
| R3 |
0.9762 |
0.9703 |
0.9529 |
|
| R2 |
0.9602 |
0.9602 |
0.9514 |
|
| R1 |
0.9543 |
0.9543 |
0.9500 |
0.9573 |
| PP |
0.9442 |
0.9442 |
0.9442 |
0.9456 |
| S1 |
0.9383 |
0.9383 |
0.9470 |
0.9413 |
| S2 |
0.9282 |
0.9282 |
0.9456 |
|
| S3 |
0.9122 |
0.9223 |
0.9441 |
|
| S4 |
0.8962 |
0.9063 |
0.9397 |
|
|
| 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 |
0.9500 |
0.9232 |
0.0268 |
2.8% |
0.0108 |
1.1% |
94% |
True |
False |
14 |
| 10 |
0.9626 |
0.9232 |
0.0394 |
4.2% |
0.0114 |
1.2% |
64% |
False |
False |
10 |
| 20 |
0.9758 |
0.9232 |
0.0526 |
5.5% |
0.0089 |
0.9% |
48% |
False |
False |
9 |
| 40 |
1.0197 |
0.9232 |
0.0965 |
10.2% |
0.0058 |
0.6% |
26% |
False |
False |
7 |
| 60 |
1.0359 |
0.9232 |
0.1127 |
11.9% |
0.0040 |
0.4% |
22% |
False |
False |
5 |
| 80 |
1.0359 |
0.9232 |
0.1127 |
11.9% |
0.0030 |
0.3% |
22% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0180 |
|
2.618 |
0.9919 |
|
1.618 |
0.9759 |
|
1.000 |
0.9660 |
|
0.618 |
0.9599 |
|
HIGH |
0.9500 |
|
0.618 |
0.9439 |
|
0.500 |
0.9420 |
|
0.382 |
0.9401 |
|
LOW |
0.9340 |
|
0.618 |
0.9241 |
|
1.000 |
0.9180 |
|
1.618 |
0.9081 |
|
2.618 |
0.8921 |
|
4.250 |
0.8660 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9463 |
0.9445 |
| PP |
0.9442 |
0.9406 |
| S1 |
0.9420 |
0.9366 |
|