CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9340 |
0.9466 |
0.0126 |
1.3% |
0.9300 |
| High |
0.9500 |
0.9500 |
0.0000 |
0.0% |
0.9500 |
| Low |
0.9340 |
0.9461 |
0.0121 |
1.3% |
0.9232 |
| Close |
0.9485 |
0.9482 |
-0.0003 |
0.0% |
0.9482 |
| Range |
0.0160 |
0.0039 |
-0.0121 |
-75.6% |
0.0268 |
| ATR |
0.0104 |
0.0099 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
8 |
21 |
13 |
162.5% |
73 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9598 |
0.9579 |
0.9503 |
|
| R3 |
0.9559 |
0.9540 |
0.9493 |
|
| R2 |
0.9520 |
0.9520 |
0.9489 |
|
| R1 |
0.9501 |
0.9501 |
0.9486 |
0.9511 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9486 |
| S1 |
0.9462 |
0.9462 |
0.9478 |
0.9472 |
| S2 |
0.9442 |
0.9442 |
0.9475 |
|
| S3 |
0.9403 |
0.9423 |
0.9471 |
|
| S4 |
0.9364 |
0.9384 |
0.9461 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0113 |
0.9629 |
|
| R3 |
0.9941 |
0.9845 |
0.9556 |
|
| R2 |
0.9673 |
0.9673 |
0.9531 |
|
| R1 |
0.9577 |
0.9577 |
0.9507 |
0.9625 |
| PP |
0.9405 |
0.9405 |
0.9405 |
0.9429 |
| S1 |
0.9309 |
0.9309 |
0.9457 |
0.9357 |
| S2 |
0.9137 |
0.9137 |
0.9433 |
|
| S3 |
0.8869 |
0.9041 |
0.9408 |
|
| S4 |
0.8601 |
0.8773 |
0.9335 |
|
|
| 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% |
0.0091 |
1.0% |
93% |
True |
False |
14 |
| 10 |
0.9626 |
0.9232 |
0.0394 |
4.2% |
0.0107 |
1.1% |
63% |
False |
False |
11 |
| 20 |
0.9679 |
0.9232 |
0.0447 |
4.7% |
0.0088 |
0.9% |
56% |
False |
False |
10 |
| 40 |
1.0197 |
0.9232 |
0.0965 |
10.2% |
0.0059 |
0.6% |
26% |
False |
False |
8 |
| 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% |
0.0031 |
0.3% |
22% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9666 |
|
2.618 |
0.9602 |
|
1.618 |
0.9563 |
|
1.000 |
0.9539 |
|
0.618 |
0.9524 |
|
HIGH |
0.9500 |
|
0.618 |
0.9485 |
|
0.500 |
0.9481 |
|
0.382 |
0.9476 |
|
LOW |
0.9461 |
|
0.618 |
0.9437 |
|
1.000 |
0.9422 |
|
1.618 |
0.9398 |
|
2.618 |
0.9359 |
|
4.250 |
0.9295 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9482 |
0.9458 |
| PP |
0.9481 |
0.9434 |
| S1 |
0.9481 |
0.9410 |
|