CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9087 |
-0.0079 |
-0.9% |
0.9500 |
| High |
0.9199 |
0.9136 |
-0.0063 |
-0.7% |
0.9502 |
| Low |
0.9050 |
0.9075 |
0.0025 |
0.3% |
0.9050 |
| Close |
0.9059 |
0.9133 |
0.0074 |
0.8% |
0.9133 |
| Range |
0.0149 |
0.0061 |
-0.0088 |
-59.1% |
0.0452 |
| ATR |
0.0112 |
0.0110 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
150 |
258 |
108 |
72.0% |
589 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9276 |
0.9167 |
|
| R3 |
0.9237 |
0.9215 |
0.9150 |
|
| R2 |
0.9176 |
0.9176 |
0.9144 |
|
| R1 |
0.9154 |
0.9154 |
0.9139 |
0.9165 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9120 |
| S1 |
0.9093 |
0.9093 |
0.9127 |
0.9104 |
| S2 |
0.9054 |
0.9054 |
0.9122 |
|
| S3 |
0.8993 |
0.9032 |
0.9116 |
|
| S4 |
0.8932 |
0.8971 |
0.9099 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0311 |
0.9382 |
|
| R3 |
1.0132 |
0.9859 |
0.9257 |
|
| R2 |
0.9680 |
0.9680 |
0.9216 |
|
| R1 |
0.9407 |
0.9407 |
0.9174 |
0.9318 |
| PP |
0.9228 |
0.9228 |
0.9228 |
0.9184 |
| S1 |
0.8955 |
0.8955 |
0.9092 |
0.8866 |
| S2 |
0.8776 |
0.8776 |
0.9050 |
|
| S3 |
0.8324 |
0.8503 |
0.9009 |
|
| S4 |
0.7872 |
0.8051 |
0.8884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9502 |
0.9050 |
0.0452 |
4.9% |
0.0124 |
1.4% |
18% |
False |
False |
117 |
| 10 |
0.9502 |
0.9050 |
0.0452 |
4.9% |
0.0108 |
1.2% |
18% |
False |
False |
66 |
| 20 |
0.9626 |
0.9050 |
0.0576 |
6.3% |
0.0100 |
1.1% |
14% |
False |
False |
36 |
| 40 |
1.0197 |
0.9050 |
0.1147 |
12.6% |
0.0072 |
0.8% |
7% |
False |
False |
22 |
| 60 |
1.0359 |
0.9050 |
0.1309 |
14.3% |
0.0051 |
0.6% |
6% |
False |
False |
15 |
| 80 |
1.0359 |
0.9050 |
0.1309 |
14.3% |
0.0039 |
0.4% |
6% |
False |
False |
12 |
| 100 |
1.0359 |
0.9050 |
0.1309 |
14.3% |
0.0031 |
0.3% |
6% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9395 |
|
2.618 |
0.9296 |
|
1.618 |
0.9235 |
|
1.000 |
0.9197 |
|
0.618 |
0.9174 |
|
HIGH |
0.9136 |
|
0.618 |
0.9113 |
|
0.500 |
0.9106 |
|
0.382 |
0.9098 |
|
LOW |
0.9075 |
|
0.618 |
0.9037 |
|
1.000 |
0.9014 |
|
1.618 |
0.8976 |
|
2.618 |
0.8915 |
|
4.250 |
0.8816 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9124 |
0.9237 |
| PP |
0.9115 |
0.9202 |
| S1 |
0.9106 |
0.9168 |
|