CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9648 |
0.9596 |
-0.0052 |
-0.5% |
0.9636 |
| High |
0.9675 |
0.9782 |
0.0107 |
1.1% |
0.9687 |
| Low |
0.9538 |
0.9562 |
0.0024 |
0.3% |
0.9515 |
| Close |
0.9562 |
0.9745 |
0.0183 |
1.9% |
0.9562 |
| Range |
0.0137 |
0.0220 |
0.0083 |
60.6% |
0.0172 |
| ATR |
0.0112 |
0.0120 |
0.0008 |
6.8% |
0.0000 |
| Volume |
150,782 |
154,597 |
3,815 |
2.5% |
583,366 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0271 |
0.9866 |
|
| R3 |
1.0136 |
1.0051 |
0.9806 |
|
| R2 |
0.9916 |
0.9916 |
0.9785 |
|
| R1 |
0.9831 |
0.9831 |
0.9765 |
0.9874 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9718 |
| S1 |
0.9611 |
0.9611 |
0.9725 |
0.9654 |
| S2 |
0.9476 |
0.9476 |
0.9705 |
|
| S3 |
0.9256 |
0.9391 |
0.9685 |
|
| S4 |
0.9036 |
0.9171 |
0.9624 |
|
|
| 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 |
0.9782 |
0.9515 |
0.0267 |
2.7% |
0.0144 |
1.5% |
86% |
True |
False |
147,592 |
| 10 |
0.9824 |
0.9515 |
0.0309 |
3.2% |
0.0136 |
1.4% |
74% |
False |
False |
155,914 |
| 20 |
1.0277 |
0.9515 |
0.0762 |
7.8% |
0.0124 |
1.3% |
30% |
False |
False |
145,242 |
| 40 |
1.0531 |
0.9515 |
0.1016 |
10.4% |
0.0106 |
1.1% |
23% |
False |
False |
126,898 |
| 60 |
1.0531 |
0.9515 |
0.1016 |
10.4% |
0.0093 |
1.0% |
23% |
False |
False |
109,561 |
| 80 |
1.0531 |
0.9515 |
0.1016 |
10.4% |
0.0087 |
0.9% |
23% |
False |
False |
82,732 |
| 100 |
1.0531 |
0.9515 |
0.1016 |
10.4% |
0.0080 |
0.8% |
23% |
False |
False |
66,200 |
| 120 |
1.0531 |
0.9515 |
0.1016 |
10.4% |
0.0070 |
0.7% |
23% |
False |
False |
55,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0358 |
|
1.618 |
1.0138 |
|
1.000 |
1.0002 |
|
0.618 |
0.9918 |
|
HIGH |
0.9782 |
|
0.618 |
0.9698 |
|
0.500 |
0.9672 |
|
0.382 |
0.9646 |
|
LOW |
0.9562 |
|
0.618 |
0.9426 |
|
1.000 |
0.9342 |
|
1.618 |
0.9206 |
|
2.618 |
0.8986 |
|
4.250 |
0.8627 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9721 |
0.9717 |
| PP |
0.9696 |
0.9688 |
| S1 |
0.9672 |
0.9660 |
|