CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9673 |
0.9723 |
0.0050 |
0.5% |
0.9736 |
| High |
0.9763 |
0.9727 |
-0.0036 |
-0.4% |
0.9824 |
| Low |
0.9578 |
0.9619 |
0.0041 |
0.4% |
0.9578 |
| Close |
0.9721 |
0.9627 |
-0.0094 |
-1.0% |
0.9627 |
| Range |
0.0185 |
0.0108 |
-0.0077 |
-41.6% |
0.0246 |
| ATR |
0.0108 |
0.0108 |
0.0000 |
0.0% |
0.0000 |
| Volume |
206,807 |
140,184 |
-66,623 |
-32.2% |
821,184 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9982 |
0.9912 |
0.9686 |
|
| R3 |
0.9874 |
0.9804 |
0.9657 |
|
| R2 |
0.9766 |
0.9766 |
0.9647 |
|
| R1 |
0.9696 |
0.9696 |
0.9637 |
0.9677 |
| PP |
0.9658 |
0.9658 |
0.9658 |
0.9648 |
| S1 |
0.9588 |
0.9588 |
0.9617 |
0.9569 |
| S2 |
0.9550 |
0.9550 |
0.9607 |
|
| S3 |
0.9442 |
0.9480 |
0.9597 |
|
| S4 |
0.9334 |
0.9372 |
0.9568 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0267 |
0.9762 |
|
| R3 |
1.0168 |
1.0021 |
0.9695 |
|
| R2 |
0.9922 |
0.9922 |
0.9672 |
|
| R1 |
0.9775 |
0.9775 |
0.9650 |
0.9726 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9652 |
| S1 |
0.9529 |
0.9529 |
0.9604 |
0.9480 |
| S2 |
0.9430 |
0.9430 |
0.9582 |
|
| S3 |
0.9184 |
0.9283 |
0.9559 |
|
| S4 |
0.8938 |
0.9037 |
0.9492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9824 |
0.9578 |
0.0246 |
2.6% |
0.0128 |
1.3% |
20% |
False |
False |
164,236 |
| 10 |
0.9987 |
0.9578 |
0.0409 |
4.2% |
0.0114 |
1.2% |
12% |
False |
False |
151,107 |
| 20 |
1.0350 |
0.9578 |
0.0772 |
8.0% |
0.0109 |
1.1% |
6% |
False |
False |
131,609 |
| 40 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0097 |
1.0% |
5% |
False |
False |
119,868 |
| 60 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0087 |
0.9% |
5% |
False |
False |
97,908 |
| 80 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0083 |
0.9% |
5% |
False |
False |
73,515 |
| 100 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0075 |
0.8% |
5% |
False |
False |
58,823 |
| 120 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0065 |
0.7% |
5% |
False |
False |
49,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0186 |
|
2.618 |
1.0010 |
|
1.618 |
0.9902 |
|
1.000 |
0.9835 |
|
0.618 |
0.9794 |
|
HIGH |
0.9727 |
|
0.618 |
0.9686 |
|
0.500 |
0.9673 |
|
0.382 |
0.9660 |
|
LOW |
0.9619 |
|
0.618 |
0.9552 |
|
1.000 |
0.9511 |
|
1.618 |
0.9444 |
|
2.618 |
0.9336 |
|
4.250 |
0.9160 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9673 |
0.9694 |
| PP |
0.9658 |
0.9671 |
| S1 |
0.9642 |
0.9649 |
|