CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9636 |
0.9595 |
-0.0041 |
-0.4% |
0.9736 |
| High |
0.9682 |
0.9658 |
-0.0024 |
-0.2% |
0.9824 |
| Low |
0.9583 |
0.9515 |
-0.0068 |
-0.7% |
0.9578 |
| Close |
0.9626 |
0.9620 |
-0.0006 |
-0.1% |
0.9627 |
| Range |
0.0099 |
0.0143 |
0.0044 |
44.4% |
0.0246 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
2.4% |
0.0000 |
| Volume |
158,323 |
139,510 |
-18,813 |
-11.9% |
821,184 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0027 |
0.9966 |
0.9699 |
|
| R3 |
0.9884 |
0.9823 |
0.9659 |
|
| R2 |
0.9741 |
0.9741 |
0.9646 |
|
| R1 |
0.9680 |
0.9680 |
0.9633 |
0.9711 |
| PP |
0.9598 |
0.9598 |
0.9598 |
0.9613 |
| S1 |
0.9537 |
0.9537 |
0.9607 |
0.9568 |
| S2 |
0.9455 |
0.9455 |
0.9594 |
|
| S3 |
0.9312 |
0.9394 |
0.9581 |
|
| S4 |
0.9169 |
0.9251 |
0.9541 |
|
|
| 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 |
0.9809 |
0.9515 |
0.0294 |
3.1% |
0.0140 |
1.5% |
36% |
False |
True |
170,050 |
| 10 |
0.9896 |
0.9515 |
0.0381 |
4.0% |
0.0119 |
1.2% |
28% |
False |
True |
155,836 |
| 20 |
1.0346 |
0.9515 |
0.0831 |
8.6% |
0.0114 |
1.2% |
13% |
False |
True |
138,964 |
| 40 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0100 |
1.0% |
10% |
False |
True |
124,535 |
| 60 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0088 |
0.9% |
10% |
False |
True |
102,669 |
| 80 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0084 |
0.9% |
10% |
False |
True |
77,234 |
| 100 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0076 |
0.8% |
10% |
False |
True |
61,799 |
| 120 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0066 |
0.7% |
10% |
False |
True |
51,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0032 |
|
1.618 |
0.9889 |
|
1.000 |
0.9801 |
|
0.618 |
0.9746 |
|
HIGH |
0.9658 |
|
0.618 |
0.9603 |
|
0.500 |
0.9587 |
|
0.382 |
0.9570 |
|
LOW |
0.9515 |
|
0.618 |
0.9427 |
|
1.000 |
0.9372 |
|
1.618 |
0.9284 |
|
2.618 |
0.9141 |
|
4.250 |
0.8907 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9609 |
0.9621 |
| PP |
0.9598 |
0.9621 |
| S1 |
0.9587 |
0.9620 |
|