CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9413 |
0.9589 |
0.0176 |
1.9% |
0.9340 |
| High |
0.9593 |
0.9593 |
0.0000 |
0.0% |
0.9593 |
| Low |
0.9366 |
0.9504 |
0.0138 |
1.5% |
0.9262 |
| Close |
0.9541 |
0.9537 |
-0.0004 |
0.0% |
0.9537 |
| Range |
0.0227 |
0.0089 |
-0.0138 |
-60.8% |
0.0331 |
| ATR |
0.0138 |
0.0135 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
121,619 |
140,482 |
18,863 |
15.5% |
423,648 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9812 |
0.9763 |
0.9586 |
|
| R3 |
0.9723 |
0.9674 |
0.9561 |
|
| R2 |
0.9634 |
0.9634 |
0.9553 |
|
| R1 |
0.9585 |
0.9585 |
0.9545 |
0.9565 |
| PP |
0.9545 |
0.9545 |
0.9545 |
0.9535 |
| S1 |
0.9496 |
0.9496 |
0.9529 |
0.9476 |
| S2 |
0.9456 |
0.9456 |
0.9521 |
|
| S3 |
0.9367 |
0.9407 |
0.9513 |
|
| S4 |
0.9278 |
0.9318 |
0.9488 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0457 |
1.0328 |
0.9719 |
|
| R3 |
1.0126 |
0.9997 |
0.9628 |
|
| R2 |
0.9795 |
0.9795 |
0.9598 |
|
| R1 |
0.9666 |
0.9666 |
0.9567 |
0.9731 |
| PP |
0.9464 |
0.9464 |
0.9464 |
0.9496 |
| S1 |
0.9335 |
0.9335 |
0.9507 |
0.9400 |
| S2 |
0.9133 |
0.9133 |
0.9476 |
|
| S3 |
0.8802 |
0.9004 |
0.9446 |
|
| S4 |
0.8471 |
0.8673 |
0.9355 |
|
|
| 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% |
0.0137 |
1.4% |
83% |
True |
False |
84,729 |
| 10 |
0.9719 |
0.9262 |
0.0457 |
4.8% |
0.0162 |
1.7% |
60% |
False |
False |
50,235 |
| 20 |
0.9761 |
0.9262 |
0.0499 |
5.2% |
0.0142 |
1.5% |
55% |
False |
False |
26,815 |
| 40 |
1.0283 |
0.9262 |
0.1021 |
10.7% |
0.0112 |
1.2% |
27% |
False |
False |
13,674 |
| 60 |
1.0454 |
0.9262 |
0.1192 |
12.5% |
0.0096 |
1.0% |
23% |
False |
False |
9,147 |
| 80 |
1.0454 |
0.9262 |
0.1192 |
12.5% |
0.0078 |
0.8% |
23% |
False |
False |
6,861 |
| 100 |
1.0454 |
0.9262 |
0.1192 |
12.5% |
0.0064 |
0.7% |
23% |
False |
False |
5,489 |
| 120 |
1.0454 |
0.9262 |
0.1192 |
12.5% |
0.0053 |
0.6% |
23% |
False |
False |
4,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9971 |
|
2.618 |
0.9826 |
|
1.618 |
0.9737 |
|
1.000 |
0.9682 |
|
0.618 |
0.9648 |
|
HIGH |
0.9593 |
|
0.618 |
0.9559 |
|
0.500 |
0.9549 |
|
0.382 |
0.9538 |
|
LOW |
0.9504 |
|
0.618 |
0.9449 |
|
1.000 |
0.9415 |
|
1.618 |
0.9360 |
|
2.618 |
0.9271 |
|
4.250 |
0.9126 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9549 |
0.9515 |
| PP |
0.9545 |
0.9494 |
| S1 |
0.9541 |
0.9472 |
|