CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9403 |
0.9351 |
-0.0052 |
-0.6% |
0.9300 |
| High |
0.9408 |
0.9424 |
0.0016 |
0.2% |
0.9500 |
| Low |
0.9334 |
0.9180 |
-0.0154 |
-1.6% |
0.9232 |
| Close |
0.9374 |
0.9225 |
-0.0149 |
-1.6% |
0.9482 |
| Range |
0.0074 |
0.0244 |
0.0170 |
229.7% |
0.0268 |
| ATR |
0.0097 |
0.0107 |
0.0011 |
10.8% |
0.0000 |
| Volume |
3 |
172 |
169 |
5,633.3% |
73 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9861 |
0.9359 |
|
| R3 |
0.9764 |
0.9617 |
0.9292 |
|
| R2 |
0.9520 |
0.9520 |
0.9270 |
|
| R1 |
0.9373 |
0.9373 |
0.9247 |
0.9325 |
| PP |
0.9276 |
0.9276 |
0.9276 |
0.9252 |
| S1 |
0.9129 |
0.9129 |
0.9203 |
0.9081 |
| S2 |
0.9032 |
0.9032 |
0.9180 |
|
| S3 |
0.8788 |
0.8885 |
0.9158 |
|
| S4 |
0.8544 |
0.8641 |
0.9091 |
|
|
| 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 |
0.9502 |
0.9180 |
0.0322 |
3.5% |
0.0122 |
1.3% |
14% |
False |
True |
42 |
| 10 |
0.9551 |
0.9180 |
0.0371 |
4.0% |
0.0122 |
1.3% |
12% |
False |
True |
28 |
| 20 |
0.9663 |
0.9180 |
0.0483 |
5.2% |
0.0102 |
1.1% |
9% |
False |
True |
18 |
| 40 |
1.0197 |
0.9180 |
0.1017 |
11.0% |
0.0068 |
0.7% |
4% |
False |
True |
12 |
| 60 |
1.0359 |
0.9180 |
0.1179 |
12.8% |
0.0047 |
0.5% |
4% |
False |
True |
8 |
| 80 |
1.0359 |
0.9180 |
0.1179 |
12.8% |
0.0036 |
0.4% |
4% |
False |
True |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0461 |
|
2.618 |
1.0063 |
|
1.618 |
0.9819 |
|
1.000 |
0.9668 |
|
0.618 |
0.9575 |
|
HIGH |
0.9424 |
|
0.618 |
0.9331 |
|
0.500 |
0.9302 |
|
0.382 |
0.9273 |
|
LOW |
0.9180 |
|
0.618 |
0.9029 |
|
1.000 |
0.8936 |
|
1.618 |
0.8785 |
|
2.618 |
0.8541 |
|
4.250 |
0.8143 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9302 |
0.9341 |
| PP |
0.9276 |
0.9302 |
| S1 |
0.9251 |
0.9264 |
|