CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9150 |
0.9170 |
0.0020 |
0.2% |
0.9500 |
| High |
0.9233 |
0.9222 |
-0.0011 |
-0.1% |
0.9502 |
| Low |
0.9145 |
0.9156 |
0.0011 |
0.1% |
0.9050 |
| Close |
0.9153 |
0.9168 |
0.0015 |
0.2% |
0.9133 |
| Range |
0.0088 |
0.0066 |
-0.0022 |
-25.0% |
0.0452 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
152 |
167 |
15 |
9.9% |
589 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9380 |
0.9340 |
0.9204 |
|
| R3 |
0.9314 |
0.9274 |
0.9186 |
|
| R2 |
0.9248 |
0.9248 |
0.9180 |
|
| R1 |
0.9208 |
0.9208 |
0.9174 |
0.9195 |
| PP |
0.9182 |
0.9182 |
0.9182 |
0.9176 |
| S1 |
0.9142 |
0.9142 |
0.9162 |
0.9129 |
| S2 |
0.9116 |
0.9116 |
0.9156 |
|
| S3 |
0.9050 |
0.9076 |
0.9150 |
|
| S4 |
0.8984 |
0.9010 |
0.9132 |
|
|
| 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 |
0.9233 |
0.9035 |
0.0198 |
2.2% |
0.0086 |
0.9% |
67% |
False |
False |
163 |
| 10 |
0.9502 |
0.9035 |
0.0467 |
5.1% |
0.0103 |
1.1% |
28% |
False |
False |
116 |
| 20 |
0.9626 |
0.9035 |
0.0591 |
6.4% |
0.0108 |
1.2% |
23% |
False |
False |
63 |
| 40 |
1.0192 |
0.9035 |
0.1157 |
12.6% |
0.0079 |
0.9% |
11% |
False |
False |
36 |
| 60 |
1.0359 |
0.9035 |
0.1324 |
14.4% |
0.0057 |
0.6% |
10% |
False |
False |
24 |
| 80 |
1.0359 |
0.9035 |
0.1324 |
14.4% |
0.0043 |
0.5% |
10% |
False |
False |
18 |
| 100 |
1.0359 |
0.9035 |
0.1324 |
14.4% |
0.0034 |
0.4% |
10% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9503 |
|
2.618 |
0.9395 |
|
1.618 |
0.9329 |
|
1.000 |
0.9288 |
|
0.618 |
0.9263 |
|
HIGH |
0.9222 |
|
0.618 |
0.9197 |
|
0.500 |
0.9189 |
|
0.382 |
0.9181 |
|
LOW |
0.9156 |
|
0.618 |
0.9115 |
|
1.000 |
0.9090 |
|
1.618 |
0.9049 |
|
2.618 |
0.8983 |
|
4.250 |
0.8876 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9189 |
0.9170 |
| PP |
0.9182 |
0.9169 |
| S1 |
0.9175 |
0.9169 |
|