CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9575 |
0.9533 |
-0.0042 |
-0.4% |
0.9675 |
| High |
0.9621 |
0.9598 |
-0.0023 |
-0.2% |
0.9761 |
| Low |
0.9526 |
0.9457 |
-0.0069 |
-0.7% |
0.9520 |
| Close |
0.9565 |
0.9560 |
-0.0005 |
-0.1% |
0.9566 |
| Range |
0.0095 |
0.0141 |
0.0046 |
48.4% |
0.0241 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
3.0% |
0.0000 |
| Volume |
1,810 |
3,284 |
1,474 |
81.4% |
9,369 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9902 |
0.9638 |
|
| R3 |
0.9820 |
0.9761 |
0.9599 |
|
| R2 |
0.9679 |
0.9679 |
0.9586 |
|
| R1 |
0.9620 |
0.9620 |
0.9573 |
0.9650 |
| PP |
0.9538 |
0.9538 |
0.9538 |
0.9553 |
| S1 |
0.9479 |
0.9479 |
0.9547 |
0.9509 |
| S2 |
0.9397 |
0.9397 |
0.9534 |
|
| S3 |
0.9256 |
0.9338 |
0.9521 |
|
| S4 |
0.9115 |
0.9197 |
0.9482 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0193 |
0.9699 |
|
| R3 |
1.0098 |
0.9952 |
0.9632 |
|
| R2 |
0.9857 |
0.9857 |
0.9610 |
|
| R1 |
0.9711 |
0.9711 |
0.9588 |
0.9664 |
| PP |
0.9616 |
0.9616 |
0.9616 |
0.9592 |
| S1 |
0.9470 |
0.9470 |
0.9544 |
0.9423 |
| S2 |
0.9375 |
0.9375 |
0.9522 |
|
| S3 |
0.9134 |
0.9229 |
0.9500 |
|
| S4 |
0.8893 |
0.8988 |
0.9433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9746 |
0.9457 |
0.0289 |
3.0% |
0.0136 |
1.4% |
36% |
False |
True |
2,319 |
| 10 |
0.9833 |
0.9457 |
0.0376 |
3.9% |
0.0115 |
1.2% |
27% |
False |
True |
1,924 |
| 20 |
1.0269 |
0.9457 |
0.0812 |
8.5% |
0.0106 |
1.1% |
13% |
False |
True |
1,275 |
| 40 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0090 |
0.9% |
10% |
False |
True |
713 |
| 60 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0071 |
0.7% |
10% |
False |
True |
481 |
| 80 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0056 |
0.6% |
10% |
False |
True |
361 |
| 100 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0045 |
0.5% |
10% |
False |
True |
289 |
| 120 |
1.0454 |
0.9457 |
0.0997 |
10.4% |
0.0038 |
0.4% |
10% |
False |
True |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0197 |
|
2.618 |
0.9967 |
|
1.618 |
0.9826 |
|
1.000 |
0.9739 |
|
0.618 |
0.9685 |
|
HIGH |
0.9598 |
|
0.618 |
0.9544 |
|
0.500 |
0.9528 |
|
0.382 |
0.9511 |
|
LOW |
0.9457 |
|
0.618 |
0.9370 |
|
1.000 |
0.9316 |
|
1.618 |
0.9229 |
|
2.618 |
0.9088 |
|
4.250 |
0.8858 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9549 |
0.9560 |
| PP |
0.9538 |
0.9560 |
| S1 |
0.9528 |
0.9560 |
|