CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9595 |
0.9623 |
0.0028 |
0.3% |
0.9736 |
| High |
0.9658 |
0.9687 |
0.0029 |
0.3% |
0.9824 |
| Low |
0.9515 |
0.9565 |
0.0050 |
0.5% |
0.9578 |
| Close |
0.9620 |
0.9659 |
0.0039 |
0.4% |
0.9627 |
| Range |
0.0143 |
0.0122 |
-0.0021 |
-14.7% |
0.0246 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
0.8% |
0.0000 |
| Volume |
139,510 |
134,751 |
-4,759 |
-3.4% |
821,184 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0003 |
0.9953 |
0.9726 |
|
| R3 |
0.9881 |
0.9831 |
0.9693 |
|
| R2 |
0.9759 |
0.9759 |
0.9681 |
|
| R1 |
0.9709 |
0.9709 |
0.9670 |
0.9734 |
| PP |
0.9637 |
0.9637 |
0.9637 |
0.9650 |
| S1 |
0.9587 |
0.9587 |
0.9648 |
0.9612 |
| S2 |
0.9515 |
0.9515 |
0.9637 |
|
| S3 |
0.9393 |
0.9465 |
0.9625 |
|
| S4 |
0.9271 |
0.9343 |
0.9592 |
|
|
| 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 |
0.9763 |
0.9515 |
0.0248 |
2.6% |
0.0131 |
1.4% |
58% |
False |
False |
155,915 |
| 10 |
0.9891 |
0.9515 |
0.0376 |
3.9% |
0.0124 |
1.3% |
38% |
False |
False |
156,431 |
| 20 |
1.0292 |
0.9515 |
0.0777 |
8.0% |
0.0114 |
1.2% |
19% |
False |
False |
140,670 |
| 40 |
1.0531 |
0.9515 |
0.1016 |
10.5% |
0.0102 |
1.1% |
14% |
False |
False |
125,799 |
| 60 |
1.0531 |
0.9515 |
0.1016 |
10.5% |
0.0089 |
0.9% |
14% |
False |
False |
104,872 |
| 80 |
1.0531 |
0.9515 |
0.1016 |
10.5% |
0.0085 |
0.9% |
14% |
False |
False |
78,918 |
| 100 |
1.0531 |
0.9515 |
0.1016 |
10.5% |
0.0077 |
0.8% |
14% |
False |
False |
63,147 |
| 120 |
1.0531 |
0.9515 |
0.1016 |
10.5% |
0.0067 |
0.7% |
14% |
False |
False |
52,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0206 |
|
2.618 |
1.0006 |
|
1.618 |
0.9884 |
|
1.000 |
0.9809 |
|
0.618 |
0.9762 |
|
HIGH |
0.9687 |
|
0.618 |
0.9640 |
|
0.500 |
0.9626 |
|
0.382 |
0.9612 |
|
LOW |
0.9565 |
|
0.618 |
0.9490 |
|
1.000 |
0.9443 |
|
1.618 |
0.9368 |
|
2.618 |
0.9246 |
|
4.250 |
0.9047 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9648 |
0.9640 |
| PP |
0.9637 |
0.9620 |
| S1 |
0.9626 |
0.9601 |
|