CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9096 |
0.9156 |
0.0060 |
0.7% |
0.9500 |
| High |
0.9180 |
0.9176 |
-0.0004 |
0.0% |
0.9502 |
| Low |
0.9035 |
0.9107 |
0.0072 |
0.8% |
0.9050 |
| Close |
0.9159 |
0.9150 |
-0.0009 |
-0.1% |
0.9133 |
| Range |
0.0145 |
0.0069 |
-0.0076 |
-52.4% |
0.0452 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
146 |
92 |
-54 |
-37.0% |
589 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9351 |
0.9320 |
0.9188 |
|
| R3 |
0.9282 |
0.9251 |
0.9169 |
|
| R2 |
0.9213 |
0.9213 |
0.9163 |
|
| R1 |
0.9182 |
0.9182 |
0.9156 |
0.9163 |
| PP |
0.9144 |
0.9144 |
0.9144 |
0.9135 |
| S1 |
0.9113 |
0.9113 |
0.9144 |
0.9094 |
| S2 |
0.9075 |
0.9075 |
0.9137 |
|
| S3 |
0.9006 |
0.9044 |
0.9131 |
|
| S4 |
0.8937 |
0.8975 |
0.9112 |
|
|
| 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 |
0.9424 |
0.9035 |
0.0389 |
4.3% |
0.0134 |
1.5% |
30% |
False |
False |
163 |
| 10 |
0.9502 |
0.9035 |
0.0467 |
5.1% |
0.0112 |
1.2% |
25% |
False |
False |
86 |
| 20 |
0.9626 |
0.9035 |
0.0591 |
6.5% |
0.0106 |
1.2% |
19% |
False |
False |
47 |
| 40 |
1.0197 |
0.9035 |
0.1162 |
12.7% |
0.0078 |
0.8% |
10% |
False |
False |
28 |
| 60 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0054 |
0.6% |
9% |
False |
False |
19 |
| 80 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0041 |
0.5% |
9% |
False |
False |
15 |
| 100 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0033 |
0.4% |
9% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9469 |
|
2.618 |
0.9357 |
|
1.618 |
0.9288 |
|
1.000 |
0.9245 |
|
0.618 |
0.9219 |
|
HIGH |
0.9176 |
|
0.618 |
0.9150 |
|
0.500 |
0.9142 |
|
0.382 |
0.9133 |
|
LOW |
0.9107 |
|
0.618 |
0.9064 |
|
1.000 |
0.9038 |
|
1.618 |
0.8995 |
|
2.618 |
0.8926 |
|
4.250 |
0.8814 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9147 |
0.9136 |
| PP |
0.9144 |
0.9122 |
| S1 |
0.9142 |
0.9108 |
|