CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9732 |
0.9614 |
-0.0118 |
-1.2% |
0.9900 |
| High |
0.9746 |
0.9701 |
-0.0045 |
-0.5% |
0.9919 |
| Low |
0.9586 |
0.9520 |
-0.0066 |
-0.7% |
0.9630 |
| Close |
0.9608 |
0.9660 |
0.0052 |
0.5% |
0.9655 |
| Range |
0.0160 |
0.0181 |
0.0021 |
13.1% |
0.0289 |
| ATR |
0.0093 |
0.0100 |
0.0006 |
6.7% |
0.0000 |
| Volume |
1,453 |
1,810 |
357 |
24.6% |
6,743 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0170 |
1.0096 |
0.9760 |
|
| R3 |
0.9989 |
0.9915 |
0.9710 |
|
| R2 |
0.9808 |
0.9808 |
0.9693 |
|
| R1 |
0.9734 |
0.9734 |
0.9677 |
0.9771 |
| PP |
0.9627 |
0.9627 |
0.9627 |
0.9646 |
| S1 |
0.9553 |
0.9553 |
0.9643 |
0.9590 |
| S2 |
0.9446 |
0.9446 |
0.9627 |
|
| S3 |
0.9265 |
0.9372 |
0.9610 |
|
| S4 |
0.9084 |
0.9191 |
0.9560 |
|
|
| 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 |
0.9761 |
0.9520 |
0.0241 |
2.5% |
0.0126 |
1.3% |
58% |
False |
True |
1,592 |
| 10 |
1.0006 |
0.9520 |
0.0486 |
5.0% |
0.0112 |
1.2% |
29% |
False |
True |
1,346 |
| 20 |
1.0283 |
0.9520 |
0.0763 |
7.9% |
0.0099 |
1.0% |
18% |
False |
True |
875 |
| 40 |
1.0454 |
0.9520 |
0.0934 |
9.7% |
0.0084 |
0.9% |
15% |
False |
True |
508 |
| 60 |
1.0454 |
0.9520 |
0.0934 |
9.7% |
0.0066 |
0.7% |
15% |
False |
True |
342 |
| 80 |
1.0454 |
0.9520 |
0.0934 |
9.7% |
0.0052 |
0.5% |
15% |
False |
True |
257 |
| 100 |
1.0454 |
0.9520 |
0.0934 |
9.7% |
0.0042 |
0.4% |
15% |
False |
True |
206 |
| 120 |
1.0454 |
0.9520 |
0.0934 |
9.7% |
0.0035 |
0.4% |
15% |
False |
True |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0470 |
|
2.618 |
1.0175 |
|
1.618 |
0.9994 |
|
1.000 |
0.9882 |
|
0.618 |
0.9813 |
|
HIGH |
0.9701 |
|
0.618 |
0.9632 |
|
0.500 |
0.9611 |
|
0.382 |
0.9589 |
|
LOW |
0.9520 |
|
0.618 |
0.9408 |
|
1.000 |
0.9339 |
|
1.618 |
0.9227 |
|
2.618 |
0.9046 |
|
4.250 |
0.8751 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9644 |
0.9654 |
| PP |
0.9627 |
0.9647 |
| S1 |
0.9611 |
0.9641 |
|