CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9509 |
0.9490 |
-0.0019 |
-0.2% |
0.9340 |
| High |
0.9579 |
0.9513 |
-0.0066 |
-0.7% |
0.9593 |
| Low |
0.9447 |
0.9380 |
-0.0067 |
-0.7% |
0.9262 |
| Close |
0.9466 |
0.9430 |
-0.0036 |
-0.4% |
0.9537 |
| Range |
0.0132 |
0.0133 |
0.0001 |
0.8% |
0.0331 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
91,234 |
102,096 |
10,862 |
11.9% |
423,648 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9840 |
0.9768 |
0.9503 |
|
| R3 |
0.9707 |
0.9635 |
0.9467 |
|
| R2 |
0.9574 |
0.9574 |
0.9454 |
|
| R1 |
0.9502 |
0.9502 |
0.9442 |
0.9472 |
| PP |
0.9441 |
0.9441 |
0.9441 |
0.9426 |
| S1 |
0.9369 |
0.9369 |
0.9418 |
0.9339 |
| S2 |
0.9308 |
0.9308 |
0.9406 |
|
| S3 |
0.9175 |
0.9236 |
0.9393 |
|
| S4 |
0.9042 |
0.9103 |
0.9357 |
|
|
| 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 |
0.9351 |
0.0242 |
2.6% |
0.0146 |
1.5% |
33% |
False |
False |
106,418 |
| 10 |
0.9609 |
0.9262 |
0.0347 |
3.7% |
0.0151 |
1.6% |
48% |
False |
False |
67,197 |
| 20 |
0.9761 |
0.9262 |
0.0499 |
5.3% |
0.0145 |
1.5% |
34% |
False |
False |
36,313 |
| 40 |
1.0283 |
0.9262 |
0.1021 |
10.8% |
0.0115 |
1.2% |
16% |
False |
False |
18,495 |
| 60 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0099 |
1.0% |
14% |
False |
False |
12,368 |
| 80 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0080 |
0.9% |
14% |
False |
False |
9,277 |
| 100 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0066 |
0.7% |
14% |
False |
False |
7,422 |
| 120 |
1.0454 |
0.9262 |
0.1192 |
12.6% |
0.0056 |
0.6% |
14% |
False |
False |
6,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0078 |
|
2.618 |
0.9861 |
|
1.618 |
0.9728 |
|
1.000 |
0.9646 |
|
0.618 |
0.9595 |
|
HIGH |
0.9513 |
|
0.618 |
0.9462 |
|
0.500 |
0.9447 |
|
0.382 |
0.9431 |
|
LOW |
0.9380 |
|
0.618 |
0.9298 |
|
1.000 |
0.9247 |
|
1.618 |
0.9165 |
|
2.618 |
0.9032 |
|
4.250 |
0.8815 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9447 |
0.9487 |
| PP |
0.9441 |
0.9468 |
| S1 |
0.9436 |
0.9449 |
|