CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9623 |
0.9648 |
0.0025 |
0.3% |
0.9636 |
| High |
0.9687 |
0.9675 |
-0.0012 |
-0.1% |
0.9687 |
| Low |
0.9565 |
0.9538 |
-0.0027 |
-0.3% |
0.9515 |
| Close |
0.9659 |
0.9562 |
-0.0097 |
-1.0% |
0.9562 |
| Range |
0.0122 |
0.0137 |
0.0015 |
12.3% |
0.0172 |
| ATR |
0.0111 |
0.0112 |
0.0002 |
1.7% |
0.0000 |
| Volume |
134,751 |
150,782 |
16,031 |
11.9% |
583,366 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0003 |
0.9919 |
0.9637 |
|
| R3 |
0.9866 |
0.9782 |
0.9600 |
|
| R2 |
0.9729 |
0.9729 |
0.9587 |
|
| R1 |
0.9645 |
0.9645 |
0.9575 |
0.9619 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9578 |
| S1 |
0.9508 |
0.9508 |
0.9549 |
0.9482 |
| S2 |
0.9455 |
0.9455 |
0.9537 |
|
| S3 |
0.9318 |
0.9371 |
0.9524 |
|
| S4 |
0.9181 |
0.9234 |
0.9487 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0104 |
1.0005 |
0.9657 |
|
| R3 |
0.9932 |
0.9833 |
0.9609 |
|
| R2 |
0.9760 |
0.9760 |
0.9594 |
|
| R1 |
0.9661 |
0.9661 |
0.9578 |
0.9625 |
| PP |
0.9588 |
0.9588 |
0.9588 |
0.9570 |
| S1 |
0.9489 |
0.9489 |
0.9546 |
0.9453 |
| S2 |
0.9416 |
0.9416 |
0.9530 |
|
| S3 |
0.9244 |
0.9317 |
0.9515 |
|
| S4 |
0.9072 |
0.9145 |
0.9467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9727 |
0.9515 |
0.0212 |
2.2% |
0.0122 |
1.3% |
22% |
False |
False |
144,710 |
| 10 |
0.9824 |
0.9515 |
0.0309 |
3.2% |
0.0126 |
1.3% |
15% |
False |
False |
155,298 |
| 20 |
1.0292 |
0.9515 |
0.0777 |
8.1% |
0.0118 |
1.2% |
6% |
False |
False |
142,878 |
| 40 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0103 |
1.1% |
5% |
False |
False |
126,193 |
| 60 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0091 |
0.9% |
5% |
False |
False |
107,212 |
| 80 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0086 |
0.9% |
5% |
False |
False |
80,801 |
| 100 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0078 |
0.8% |
5% |
False |
False |
64,654 |
| 120 |
1.0531 |
0.9515 |
0.1016 |
10.6% |
0.0068 |
0.7% |
5% |
False |
False |
53,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0257 |
|
2.618 |
1.0034 |
|
1.618 |
0.9897 |
|
1.000 |
0.9812 |
|
0.618 |
0.9760 |
|
HIGH |
0.9675 |
|
0.618 |
0.9623 |
|
0.500 |
0.9607 |
|
0.382 |
0.9590 |
|
LOW |
0.9538 |
|
0.618 |
0.9453 |
|
1.000 |
0.9401 |
|
1.618 |
0.9316 |
|
2.618 |
0.9179 |
|
4.250 |
0.8956 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9607 |
0.9601 |
| PP |
0.9592 |
0.9588 |
| S1 |
0.9577 |
0.9575 |
|