CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9375 |
0.9413 |
0.0038 |
0.4% |
0.9530 |
| High |
0.9499 |
0.9593 |
0.0094 |
1.0% |
0.9719 |
| Low |
0.9351 |
0.9366 |
0.0015 |
0.2% |
0.9364 |
| Close |
0.9423 |
0.9541 |
0.0118 |
1.3% |
0.9434 |
| Range |
0.0148 |
0.0227 |
0.0079 |
53.4% |
0.0355 |
| ATR |
0.0131 |
0.0138 |
0.0007 |
5.2% |
0.0000 |
| Volume |
76,660 |
121,619 |
44,959 |
58.6% |
78,706 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0088 |
0.9666 |
|
| R3 |
0.9954 |
0.9861 |
0.9603 |
|
| R2 |
0.9727 |
0.9727 |
0.9583 |
|
| R1 |
0.9634 |
0.9634 |
0.9562 |
0.9681 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9523 |
| S1 |
0.9407 |
0.9407 |
0.9520 |
0.9454 |
| S2 |
0.9273 |
0.9273 |
0.9499 |
|
| S3 |
0.9046 |
0.9180 |
0.9479 |
|
| S4 |
0.8819 |
0.8953 |
0.9416 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0357 |
0.9629 |
|
| R3 |
1.0216 |
1.0002 |
0.9532 |
|
| R2 |
0.9861 |
0.9861 |
0.9499 |
|
| R1 |
0.9647 |
0.9647 |
0.9467 |
0.9577 |
| PP |
0.9506 |
0.9506 |
0.9506 |
0.9470 |
| S1 |
0.9292 |
0.9292 |
0.9401 |
0.9222 |
| S2 |
0.9151 |
0.9151 |
0.9369 |
|
| S3 |
0.8796 |
0.8937 |
0.9336 |
|
| S4 |
0.8441 |
0.8582 |
0.9239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9593 |
0.9262 |
0.0331 |
3.5% |
0.0155 |
1.6% |
84% |
True |
False |
59,963 |
| 10 |
0.9719 |
0.9262 |
0.0457 |
4.8% |
0.0166 |
1.7% |
61% |
False |
False |
36,628 |
| 20 |
0.9829 |
0.9262 |
0.0567 |
5.9% |
0.0143 |
1.5% |
49% |
False |
False |
19,908 |
| 40 |
1.0283 |
0.9262 |
0.1021 |
10.7% |
0.0111 |
1.2% |
27% |
False |
False |
10,166 |
| 60 |
1.0454 |
0.9262 |
0.1192 |
12.5% |
0.0095 |
1.0% |
23% |
False |
False |
6,805 |
| 80 |
1.0454 |
0.9262 |
0.1192 |
12.5% |
0.0076 |
0.8% |
23% |
False |
False |
5,105 |
| 100 |
1.0454 |
0.9262 |
0.1192 |
12.5% |
0.0063 |
0.7% |
23% |
False |
False |
4,084 |
| 120 |
1.0454 |
0.9262 |
0.1192 |
12.5% |
0.0053 |
0.6% |
23% |
False |
False |
3,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0558 |
|
2.618 |
1.0187 |
|
1.618 |
0.9960 |
|
1.000 |
0.9820 |
|
0.618 |
0.9733 |
|
HIGH |
0.9593 |
|
0.618 |
0.9506 |
|
0.500 |
0.9480 |
|
0.382 |
0.9453 |
|
LOW |
0.9366 |
|
0.618 |
0.9226 |
|
1.000 |
0.9139 |
|
1.618 |
0.8999 |
|
2.618 |
0.8772 |
|
4.250 |
0.8401 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9521 |
0.9503 |
| PP |
0.9500 |
0.9465 |
| S1 |
0.9480 |
0.9428 |
|