CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0156 |
1.0146 |
-0.0010 |
-0.1% |
1.0248 |
| High |
1.0181 |
1.0265 |
0.0084 |
0.8% |
1.0350 |
| Low |
1.0127 |
1.0019 |
-0.0108 |
-1.1% |
1.0189 |
| Close |
1.0144 |
1.0028 |
-0.0116 |
-1.1% |
1.0282 |
| Range |
0.0054 |
0.0246 |
0.0192 |
355.6% |
0.0161 |
| ATR |
0.0081 |
0.0093 |
0.0012 |
14.6% |
0.0000 |
| Volume |
105,309 |
176,526 |
71,217 |
67.6% |
465,310 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0681 |
1.0163 |
|
| R3 |
1.0596 |
1.0435 |
1.0096 |
|
| R2 |
1.0350 |
1.0350 |
1.0073 |
|
| R1 |
1.0189 |
1.0189 |
1.0051 |
1.0147 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0083 |
| S1 |
0.9943 |
0.9943 |
1.0005 |
0.9901 |
| S2 |
0.9858 |
0.9858 |
0.9983 |
|
| S3 |
0.9612 |
0.9697 |
0.9960 |
|
| S4 |
0.9366 |
0.9451 |
0.9893 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0680 |
1.0371 |
|
| R3 |
1.0596 |
1.0519 |
1.0326 |
|
| R2 |
1.0435 |
1.0435 |
1.0312 |
|
| R1 |
1.0358 |
1.0358 |
1.0297 |
1.0397 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0293 |
| S1 |
1.0197 |
1.0197 |
1.0267 |
1.0236 |
| S2 |
1.0113 |
1.0113 |
1.0252 |
|
| S3 |
0.9952 |
1.0036 |
1.0238 |
|
| S4 |
0.9791 |
0.9875 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0292 |
1.0019 |
0.0273 |
2.7% |
0.0114 |
1.1% |
3% |
False |
True |
119,223 |
| 10 |
1.0350 |
1.0019 |
0.0331 |
3.3% |
0.0097 |
1.0% |
3% |
False |
True |
104,582 |
| 20 |
1.0510 |
1.0019 |
0.0491 |
4.9% |
0.0096 |
1.0% |
2% |
False |
True |
112,771 |
| 40 |
1.0531 |
1.0019 |
0.0512 |
5.1% |
0.0082 |
0.8% |
2% |
False |
True |
100,254 |
| 60 |
1.0531 |
1.0019 |
0.0512 |
5.1% |
0.0078 |
0.8% |
2% |
False |
True |
70,026 |
| 80 |
1.0531 |
1.0019 |
0.0512 |
5.1% |
0.0073 |
0.7% |
2% |
False |
True |
52,546 |
| 100 |
1.0531 |
1.0019 |
0.0512 |
5.1% |
0.0064 |
0.6% |
2% |
False |
True |
42,045 |
| 120 |
1.0531 |
1.0019 |
0.0512 |
5.1% |
0.0054 |
0.5% |
2% |
False |
True |
35,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.0909 |
|
1.618 |
1.0663 |
|
1.000 |
1.0511 |
|
0.618 |
1.0417 |
|
HIGH |
1.0265 |
|
0.618 |
1.0171 |
|
0.500 |
1.0142 |
|
0.382 |
1.0113 |
|
LOW |
1.0019 |
|
0.618 |
0.9867 |
|
1.000 |
0.9773 |
|
1.618 |
0.9621 |
|
2.618 |
0.9375 |
|
4.250 |
0.8974 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0142 |
1.0142 |
| PP |
1.0104 |
1.0104 |
| S1 |
1.0066 |
1.0066 |
|