CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 28-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
0.9170 |
0.9150 |
-0.0020 |
-0.2% |
0.9096 |
High |
0.9222 |
0.9159 |
-0.0063 |
-0.7% |
0.9233 |
Low |
0.9156 |
0.9010 |
-0.0146 |
-1.6% |
0.9010 |
Close |
0.9168 |
0.9051 |
-0.0117 |
-1.3% |
0.9051 |
Range |
0.0066 |
0.0149 |
0.0083 |
125.8% |
0.0223 |
ATR |
0.0105 |
0.0109 |
0.0004 |
3.6% |
0.0000 |
Volume |
167 |
56 |
-111 |
-66.5% |
613 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9520 |
0.9435 |
0.9133 |
|
R3 |
0.9371 |
0.9286 |
0.9092 |
|
R2 |
0.9222 |
0.9222 |
0.9078 |
|
R1 |
0.9137 |
0.9137 |
0.9065 |
0.9105 |
PP |
0.9073 |
0.9073 |
0.9073 |
0.9058 |
S1 |
0.8988 |
0.8988 |
0.9037 |
0.8956 |
S2 |
0.8924 |
0.8924 |
0.9024 |
|
S3 |
0.8775 |
0.8839 |
0.9010 |
|
S4 |
0.8626 |
0.8690 |
0.8969 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9767 |
0.9632 |
0.9174 |
|
R3 |
0.9544 |
0.9409 |
0.9112 |
|
R2 |
0.9321 |
0.9321 |
0.9092 |
|
R1 |
0.9186 |
0.9186 |
0.9071 |
0.9142 |
PP |
0.9098 |
0.9098 |
0.9098 |
0.9076 |
S1 |
0.8963 |
0.8963 |
0.9031 |
0.8919 |
S2 |
0.8875 |
0.8875 |
0.9010 |
|
S3 |
0.8652 |
0.8740 |
0.8990 |
|
S4 |
0.8429 |
0.8517 |
0.8928 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9233 |
0.9010 |
0.0223 |
2.5% |
0.0103 |
1.1% |
18% |
False |
True |
122 |
10 |
0.9502 |
0.9010 |
0.0492 |
5.4% |
0.0114 |
1.3% |
8% |
False |
True |
120 |
20 |
0.9626 |
0.9010 |
0.0616 |
6.8% |
0.0111 |
1.2% |
7% |
False |
True |
65 |
40 |
1.0192 |
0.9010 |
0.1182 |
13.1% |
0.0083 |
0.9% |
3% |
False |
True |
37 |
60 |
1.0359 |
0.9010 |
0.1349 |
14.9% |
0.0059 |
0.7% |
3% |
False |
True |
25 |
80 |
1.0359 |
0.9010 |
0.1349 |
14.9% |
0.0045 |
0.5% |
3% |
False |
True |
19 |
100 |
1.0359 |
0.9010 |
0.1349 |
14.9% |
0.0036 |
0.4% |
3% |
False |
True |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9792 |
2.618 |
0.9549 |
1.618 |
0.9400 |
1.000 |
0.9308 |
0.618 |
0.9251 |
HIGH |
0.9159 |
0.618 |
0.9102 |
0.500 |
0.9085 |
0.382 |
0.9067 |
LOW |
0.9010 |
0.618 |
0.8918 |
1.000 |
0.8861 |
1.618 |
0.8769 |
2.618 |
0.8620 |
4.250 |
0.8377 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9085 |
0.9122 |
PP |
0.9073 |
0.9098 |
S1 |
0.9062 |
0.9075 |
|