CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9789 |
0.9785 |
-0.0004 |
0.0% |
0.9983 |
| High |
0.9824 |
0.9809 |
-0.0015 |
-0.2% |
0.9987 |
| Low |
0.9732 |
0.9644 |
-0.0088 |
-0.9% |
0.9691 |
| Close |
0.9784 |
0.9669 |
-0.0115 |
-1.2% |
0.9716 |
| Range |
0.0092 |
0.0165 |
0.0073 |
79.3% |
0.0296 |
| ATR |
0.0097 |
0.0102 |
0.0005 |
5.0% |
0.0000 |
| Volume |
147,920 |
205,427 |
57,507 |
38.9% |
689,892 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0202 |
1.0101 |
0.9760 |
|
| R3 |
1.0037 |
0.9936 |
0.9714 |
|
| R2 |
0.9872 |
0.9872 |
0.9699 |
|
| R1 |
0.9771 |
0.9771 |
0.9684 |
0.9739 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9692 |
| S1 |
0.9606 |
0.9606 |
0.9654 |
0.9574 |
| S2 |
0.9542 |
0.9542 |
0.9639 |
|
| S3 |
0.9377 |
0.9441 |
0.9624 |
|
| S4 |
0.9212 |
0.9276 |
0.9578 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0686 |
1.0497 |
0.9879 |
|
| R3 |
1.0390 |
1.0201 |
0.9797 |
|
| R2 |
1.0094 |
1.0094 |
0.9770 |
|
| R1 |
0.9905 |
0.9905 |
0.9743 |
0.9852 |
| PP |
0.9798 |
0.9798 |
0.9798 |
0.9771 |
| S1 |
0.9609 |
0.9609 |
0.9689 |
0.9556 |
| S2 |
0.9502 |
0.9502 |
0.9662 |
|
| S3 |
0.9206 |
0.9313 |
0.9635 |
|
| S4 |
0.8910 |
0.9017 |
0.9553 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9891 |
0.9644 |
0.0247 |
2.6% |
0.0116 |
1.2% |
10% |
False |
True |
156,947 |
| 10 |
1.0265 |
0.9644 |
0.0621 |
6.4% |
0.0123 |
1.3% |
4% |
False |
True |
150,761 |
| 20 |
1.0350 |
0.9644 |
0.0706 |
7.3% |
0.0101 |
1.0% |
4% |
False |
True |
122,995 |
| 40 |
1.0531 |
0.9644 |
0.0887 |
9.2% |
0.0093 |
1.0% |
3% |
False |
True |
115,490 |
| 60 |
1.0531 |
0.9644 |
0.0887 |
9.2% |
0.0084 |
0.9% |
3% |
False |
True |
92,150 |
| 80 |
1.0531 |
0.9644 |
0.0887 |
9.2% |
0.0080 |
0.8% |
3% |
False |
True |
69,179 |
| 100 |
1.0531 |
0.9644 |
0.0887 |
9.2% |
0.0072 |
0.7% |
3% |
False |
True |
55,354 |
| 120 |
1.0531 |
0.9644 |
0.0887 |
9.2% |
0.0062 |
0.6% |
3% |
False |
True |
46,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0241 |
|
1.618 |
1.0076 |
|
1.000 |
0.9974 |
|
0.618 |
0.9911 |
|
HIGH |
0.9809 |
|
0.618 |
0.9746 |
|
0.500 |
0.9727 |
|
0.382 |
0.9707 |
|
LOW |
0.9644 |
|
0.618 |
0.9542 |
|
1.000 |
0.9479 |
|
1.618 |
0.9377 |
|
2.618 |
0.9212 |
|
4.250 |
0.8943 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9727 |
0.9734 |
| PP |
0.9707 |
0.9712 |
| S1 |
0.9688 |
0.9691 |
|