CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9723 |
0.9636 |
-0.0087 |
-0.9% |
0.9736 |
| High |
0.9727 |
0.9682 |
-0.0045 |
-0.5% |
0.9824 |
| Low |
0.9619 |
0.9583 |
-0.0036 |
-0.4% |
0.9578 |
| Close |
0.9627 |
0.9626 |
-0.0001 |
0.0% |
0.9627 |
| Range |
0.0108 |
0.0099 |
-0.0009 |
-8.3% |
0.0246 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
140,184 |
158,323 |
18,139 |
12.9% |
821,184 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9927 |
0.9876 |
0.9680 |
|
| R3 |
0.9828 |
0.9777 |
0.9653 |
|
| R2 |
0.9729 |
0.9729 |
0.9644 |
|
| R1 |
0.9678 |
0.9678 |
0.9635 |
0.9654 |
| PP |
0.9630 |
0.9630 |
0.9630 |
0.9619 |
| S1 |
0.9579 |
0.9579 |
0.9617 |
0.9555 |
| S2 |
0.9531 |
0.9531 |
0.9608 |
|
| S3 |
0.9432 |
0.9480 |
0.9599 |
|
| S4 |
0.9333 |
0.9381 |
0.9572 |
|
|
| 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% |
0.0130 |
1.3% |
20% |
False |
False |
171,732 |
| 10 |
0.9980 |
0.9578 |
0.0402 |
4.2% |
0.0117 |
1.2% |
12% |
False |
False |
155,633 |
| 20 |
1.0350 |
0.9578 |
0.0772 |
8.0% |
0.0110 |
1.1% |
6% |
False |
False |
135,903 |
| 40 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0098 |
1.0% |
5% |
False |
False |
122,889 |
| 60 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0088 |
0.9% |
5% |
False |
False |
100,523 |
| 80 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0083 |
0.9% |
5% |
False |
False |
75,492 |
| 100 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0075 |
0.8% |
5% |
False |
False |
60,405 |
| 120 |
1.0531 |
0.9578 |
0.0953 |
9.9% |
0.0065 |
0.7% |
5% |
False |
False |
50,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0103 |
|
2.618 |
0.9941 |
|
1.618 |
0.9842 |
|
1.000 |
0.9781 |
|
0.618 |
0.9743 |
|
HIGH |
0.9682 |
|
0.618 |
0.9644 |
|
0.500 |
0.9633 |
|
0.382 |
0.9621 |
|
LOW |
0.9583 |
|
0.618 |
0.9522 |
|
1.000 |
0.9484 |
|
1.618 |
0.9423 |
|
2.618 |
0.9324 |
|
4.250 |
0.9162 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9633 |
0.9671 |
| PP |
0.9630 |
0.9656 |
| S1 |
0.9628 |
0.9641 |
|