CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
0.9930 |
-0.0053 |
-0.5% |
1.0276 |
| High |
0.9987 |
0.9980 |
-0.0007 |
-0.1% |
1.0277 |
| Low |
0.9915 |
0.9852 |
-0.0063 |
-0.6% |
0.9935 |
| Close |
0.9930 |
0.9853 |
-0.0077 |
-0.8% |
0.9984 |
| Range |
0.0072 |
0.0128 |
0.0056 |
77.8% |
0.0342 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.6% |
0.0000 |
| Volume |
113,064 |
137,478 |
24,414 |
21.6% |
655,803 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0194 |
0.9923 |
|
| R3 |
1.0151 |
1.0066 |
0.9888 |
|
| R2 |
1.0023 |
1.0023 |
0.9876 |
|
| R1 |
0.9938 |
0.9938 |
0.9865 |
0.9917 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9884 |
| S1 |
0.9810 |
0.9810 |
0.9841 |
0.9789 |
| S2 |
0.9767 |
0.9767 |
0.9830 |
|
| S3 |
0.9639 |
0.9682 |
0.9818 |
|
| S4 |
0.9511 |
0.9554 |
0.9783 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.0880 |
1.0172 |
|
| R3 |
1.0749 |
1.0538 |
1.0078 |
|
| R2 |
1.0407 |
1.0407 |
1.0047 |
|
| R1 |
1.0196 |
1.0196 |
1.0015 |
1.0131 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0033 |
| S1 |
0.9854 |
0.9854 |
0.9953 |
0.9789 |
| S2 |
0.9723 |
0.9723 |
0.9921 |
|
| S3 |
0.9381 |
0.9512 |
0.9890 |
|
| S4 |
0.9039 |
0.9170 |
0.9796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0265 |
0.9852 |
0.0413 |
4.2% |
0.0127 |
1.3% |
0% |
False |
True |
139,876 |
| 10 |
1.0346 |
0.9852 |
0.0494 |
5.0% |
0.0109 |
1.1% |
0% |
False |
True |
122,093 |
| 20 |
1.0350 |
0.9852 |
0.0498 |
5.1% |
0.0092 |
0.9% |
0% |
False |
True |
110,852 |
| 40 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0085 |
0.9% |
0% |
False |
True |
104,811 |
| 60 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0081 |
0.8% |
0% |
False |
True |
76,971 |
| 80 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0075 |
0.8% |
0% |
False |
True |
57,764 |
| 100 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0067 |
0.7% |
0% |
False |
True |
46,220 |
| 120 |
1.0531 |
0.9852 |
0.0679 |
6.9% |
0.0057 |
0.6% |
0% |
False |
True |
38,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0524 |
|
2.618 |
1.0315 |
|
1.618 |
1.0187 |
|
1.000 |
1.0108 |
|
0.618 |
1.0059 |
|
HIGH |
0.9980 |
|
0.618 |
0.9931 |
|
0.500 |
0.9916 |
|
0.382 |
0.9901 |
|
LOW |
0.9852 |
|
0.618 |
0.9773 |
|
1.000 |
0.9724 |
|
1.618 |
0.9645 |
|
2.618 |
0.9517 |
|
4.250 |
0.9308 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9916 |
0.9961 |
| PP |
0.9895 |
0.9925 |
| S1 |
0.9874 |
0.9889 |
|