CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9675 |
0.9733 |
0.0058 |
0.6% |
0.9900 |
| High |
0.9742 |
0.9761 |
0.0019 |
0.2% |
0.9919 |
| Low |
0.9658 |
0.9673 |
0.0015 |
0.2% |
0.9630 |
| Close |
0.9736 |
0.9722 |
-0.0014 |
-0.1% |
0.9655 |
| Range |
0.0084 |
0.0088 |
0.0004 |
4.8% |
0.0289 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,555 |
1,313 |
-242 |
-15.6% |
6,743 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9983 |
0.9940 |
0.9770 |
|
| R3 |
0.9895 |
0.9852 |
0.9746 |
|
| R2 |
0.9807 |
0.9807 |
0.9738 |
|
| R1 |
0.9764 |
0.9764 |
0.9730 |
0.9742 |
| PP |
0.9719 |
0.9719 |
0.9719 |
0.9707 |
| S1 |
0.9676 |
0.9676 |
0.9714 |
0.9654 |
| S2 |
0.9631 |
0.9631 |
0.9706 |
|
| S3 |
0.9543 |
0.9588 |
0.9698 |
|
| S4 |
0.9455 |
0.9500 |
0.9674 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0417 |
0.9814 |
|
| R3 |
1.0313 |
1.0128 |
0.9734 |
|
| R2 |
1.0024 |
1.0024 |
0.9708 |
|
| R1 |
0.9839 |
0.9839 |
0.9681 |
0.9787 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9709 |
| S1 |
0.9550 |
0.9550 |
0.9629 |
0.9498 |
| S2 |
0.9446 |
0.9446 |
0.9602 |
|
| S3 |
0.9157 |
0.9261 |
0.9576 |
|
| S4 |
0.8868 |
0.8972 |
0.9496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9833 |
0.9630 |
0.0203 |
2.1% |
0.0093 |
1.0% |
45% |
False |
False |
1,529 |
| 10 |
1.0184 |
0.9630 |
0.0554 |
5.7% |
0.0105 |
1.1% |
17% |
False |
False |
1,282 |
| 20 |
1.0283 |
0.9630 |
0.0653 |
6.7% |
0.0087 |
0.9% |
14% |
False |
False |
738 |
| 40 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0077 |
0.8% |
11% |
False |
False |
428 |
| 60 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0060 |
0.6% |
11% |
False |
False |
288 |
| 80 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0048 |
0.5% |
11% |
False |
False |
216 |
| 100 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0039 |
0.4% |
11% |
False |
False |
173 |
| 120 |
1.0454 |
0.9630 |
0.0824 |
8.5% |
0.0032 |
0.3% |
11% |
False |
False |
144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0135 |
|
2.618 |
0.9991 |
|
1.618 |
0.9903 |
|
1.000 |
0.9849 |
|
0.618 |
0.9815 |
|
HIGH |
0.9761 |
|
0.618 |
0.9727 |
|
0.500 |
0.9717 |
|
0.382 |
0.9707 |
|
LOW |
0.9673 |
|
0.618 |
0.9619 |
|
1.000 |
0.9585 |
|
1.618 |
0.9531 |
|
2.618 |
0.9443 |
|
4.250 |
0.9299 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9720 |
0.9713 |
| PP |
0.9719 |
0.9704 |
| S1 |
0.9717 |
0.9696 |
|