CME Australian Dollar Future September 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 |
0.9589 |
0.9530 |
-0.0059 |
-0.6% |
0.9575 |
| High |
0.9612 |
0.9719 |
0.0107 |
1.1% |
0.9624 |
| Low |
0.9480 |
0.9502 |
0.0022 |
0.2% |
0.9457 |
| Close |
0.9502 |
0.9684 |
0.0182 |
1.9% |
0.9502 |
| Range |
0.0132 |
0.0217 |
0.0085 |
64.4% |
0.0167 |
| ATR |
0.0105 |
0.0113 |
0.0008 |
7.6% |
0.0000 |
| Volume |
4,417 |
11,838 |
7,421 |
168.0% |
22,766 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0202 |
0.9803 |
|
| R3 |
1.0069 |
0.9985 |
0.9744 |
|
| R2 |
0.9852 |
0.9852 |
0.9724 |
|
| R1 |
0.9768 |
0.9768 |
0.9704 |
0.9810 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9656 |
| S1 |
0.9551 |
0.9551 |
0.9664 |
0.9593 |
| S2 |
0.9418 |
0.9418 |
0.9644 |
|
| S3 |
0.9201 |
0.9334 |
0.9624 |
|
| S4 |
0.8984 |
0.9117 |
0.9565 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0029 |
0.9932 |
0.9594 |
|
| R3 |
0.9862 |
0.9765 |
0.9548 |
|
| R2 |
0.9695 |
0.9695 |
0.9533 |
|
| R1 |
0.9598 |
0.9598 |
0.9517 |
0.9563 |
| PP |
0.9528 |
0.9528 |
0.9528 |
0.9510 |
| S1 |
0.9431 |
0.9431 |
0.9487 |
0.9396 |
| S2 |
0.9361 |
0.9361 |
0.9471 |
|
| S3 |
0.9194 |
0.9264 |
0.9456 |
|
| S4 |
0.9027 |
0.9097 |
0.9410 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9719 |
0.9457 |
0.0262 |
2.7% |
0.0139 |
1.4% |
87% |
True |
False |
6,920 |
| 10 |
0.9761 |
0.9457 |
0.0304 |
3.1% |
0.0131 |
1.4% |
75% |
False |
False |
4,397 |
| 20 |
1.0207 |
0.9457 |
0.0750 |
7.7% |
0.0118 |
1.2% |
30% |
False |
False |
2,725 |
| 40 |
1.0454 |
0.9457 |
0.0997 |
10.3% |
0.0097 |
1.0% |
23% |
False |
False |
1,447 |
| 60 |
1.0454 |
0.9457 |
0.0997 |
10.3% |
0.0077 |
0.8% |
23% |
False |
False |
972 |
| 80 |
1.0454 |
0.9457 |
0.0997 |
10.3% |
0.0062 |
0.6% |
23% |
False |
False |
730 |
| 100 |
1.0454 |
0.9457 |
0.0997 |
10.3% |
0.0050 |
0.5% |
23% |
False |
False |
584 |
| 120 |
1.0454 |
0.9457 |
0.0997 |
10.3% |
0.0042 |
0.4% |
23% |
False |
False |
487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0287 |
|
1.618 |
1.0070 |
|
1.000 |
0.9936 |
|
0.618 |
0.9853 |
|
HIGH |
0.9719 |
|
0.618 |
0.9636 |
|
0.500 |
0.9611 |
|
0.382 |
0.9585 |
|
LOW |
0.9502 |
|
0.618 |
0.9368 |
|
1.000 |
0.9285 |
|
1.618 |
0.9151 |
|
2.618 |
0.8934 |
|
4.250 |
0.8580 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9660 |
0.9656 |
| PP |
0.9635 |
0.9628 |
| S1 |
0.9611 |
0.9600 |
|