CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
0.9873 |
-0.0027 |
-0.3% |
1.0204 |
| High |
0.9919 |
0.9913 |
-0.0006 |
-0.1% |
1.0207 |
| Low |
0.9856 |
0.9792 |
-0.0064 |
-0.6% |
0.9874 |
| Close |
0.9869 |
0.9792 |
-0.0077 |
-0.8% |
0.9922 |
| Range |
0.0063 |
0.0121 |
0.0058 |
92.1% |
0.0333 |
| ATR |
0.0083 |
0.0085 |
0.0003 |
3.3% |
0.0000 |
| Volume |
1,615 |
350 |
-1,265 |
-78.3% |
3,801 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0195 |
1.0115 |
0.9859 |
|
| R3 |
1.0074 |
0.9994 |
0.9825 |
|
| R2 |
0.9953 |
0.9953 |
0.9814 |
|
| R1 |
0.9873 |
0.9873 |
0.9803 |
0.9853 |
| PP |
0.9832 |
0.9832 |
0.9832 |
0.9822 |
| S1 |
0.9752 |
0.9752 |
0.9781 |
0.9732 |
| S2 |
0.9711 |
0.9711 |
0.9770 |
|
| S3 |
0.9590 |
0.9631 |
0.9759 |
|
| S4 |
0.9469 |
0.9510 |
0.9725 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1000 |
1.0794 |
1.0105 |
|
| R3 |
1.0667 |
1.0461 |
1.0014 |
|
| R2 |
1.0334 |
1.0334 |
0.9983 |
|
| R1 |
1.0128 |
1.0128 |
0.9953 |
1.0065 |
| PP |
1.0001 |
1.0001 |
1.0001 |
0.9969 |
| S1 |
0.9795 |
0.9795 |
0.9891 |
0.9732 |
| S2 |
0.9668 |
0.9668 |
0.9861 |
|
| S3 |
0.9335 |
0.9462 |
0.9830 |
|
| S4 |
0.9002 |
0.9129 |
0.9739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0184 |
0.9792 |
0.0392 |
4.0% |
0.0117 |
1.2% |
0% |
False |
True |
1,035 |
| 10 |
1.0269 |
0.9792 |
0.0477 |
4.9% |
0.0097 |
1.0% |
0% |
False |
True |
626 |
| 20 |
1.0283 |
0.9792 |
0.0491 |
5.0% |
0.0081 |
0.8% |
0% |
False |
True |
407 |
| 40 |
1.0454 |
0.9792 |
0.0662 |
6.8% |
0.0070 |
0.7% |
0% |
False |
True |
239 |
| 60 |
1.0454 |
0.9792 |
0.0662 |
6.8% |
0.0054 |
0.6% |
0% |
False |
True |
160 |
| 80 |
1.0454 |
0.9792 |
0.0662 |
6.8% |
0.0042 |
0.4% |
0% |
False |
True |
121 |
| 100 |
1.0454 |
0.9792 |
0.0662 |
6.8% |
0.0034 |
0.3% |
0% |
False |
True |
97 |
| 120 |
1.0454 |
0.9792 |
0.0662 |
6.8% |
0.0028 |
0.3% |
0% |
False |
True |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0427 |
|
2.618 |
1.0230 |
|
1.618 |
1.0109 |
|
1.000 |
1.0034 |
|
0.618 |
0.9988 |
|
HIGH |
0.9913 |
|
0.618 |
0.9867 |
|
0.500 |
0.9853 |
|
0.382 |
0.9838 |
|
LOW |
0.9792 |
|
0.618 |
0.9717 |
|
1.000 |
0.9671 |
|
1.618 |
0.9596 |
|
2.618 |
0.9475 |
|
4.250 |
0.9278 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9853 |
0.9899 |
| PP |
0.9832 |
0.9863 |
| S1 |
0.9812 |
0.9828 |
|