CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9226 |
0.9146 |
-0.0080 |
-0.9% |
0.9509 |
| High |
0.9257 |
0.9201 |
-0.0056 |
-0.6% |
0.9579 |
| Low |
0.9105 |
0.9116 |
0.0011 |
0.1% |
0.9105 |
| Close |
0.9116 |
0.9190 |
0.0074 |
0.8% |
0.9190 |
| Range |
0.0152 |
0.0085 |
-0.0067 |
-44.1% |
0.0474 |
| ATR |
0.0147 |
0.0142 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
184,988 |
120,875 |
-64,113 |
-34.7% |
644,223 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9424 |
0.9392 |
0.9237 |
|
| R3 |
0.9339 |
0.9307 |
0.9213 |
|
| R2 |
0.9254 |
0.9254 |
0.9206 |
|
| R1 |
0.9222 |
0.9222 |
0.9198 |
0.9238 |
| PP |
0.9169 |
0.9169 |
0.9169 |
0.9177 |
| S1 |
0.9137 |
0.9137 |
0.9182 |
0.9153 |
| S2 |
0.9084 |
0.9084 |
0.9174 |
|
| S3 |
0.8999 |
0.9052 |
0.9167 |
|
| S4 |
0.8914 |
0.8967 |
0.9143 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0426 |
0.9451 |
|
| R3 |
1.0239 |
0.9952 |
0.9320 |
|
| R2 |
0.9765 |
0.9765 |
0.9277 |
|
| R1 |
0.9478 |
0.9478 |
0.9233 |
0.9385 |
| PP |
0.9291 |
0.9291 |
0.9291 |
0.9245 |
| S1 |
0.9004 |
0.9004 |
0.9147 |
0.8911 |
| S2 |
0.8817 |
0.8817 |
0.9103 |
|
| S3 |
0.8343 |
0.8530 |
0.9060 |
|
| S4 |
0.7869 |
0.8056 |
0.8929 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9579 |
0.9105 |
0.0474 |
5.2% |
0.0155 |
1.7% |
18% |
False |
False |
128,844 |
| 10 |
0.9593 |
0.9105 |
0.0488 |
5.3% |
0.0146 |
1.6% |
17% |
False |
False |
106,787 |
| 20 |
0.9719 |
0.9105 |
0.0614 |
6.7% |
0.0149 |
1.6% |
14% |
False |
False |
58,629 |
| 40 |
1.0283 |
0.9105 |
0.1178 |
12.8% |
0.0124 |
1.3% |
7% |
False |
False |
29,752 |
| 60 |
1.0454 |
0.9105 |
0.1349 |
14.7% |
0.0106 |
1.1% |
6% |
False |
False |
19,882 |
| 80 |
1.0454 |
0.9105 |
0.1349 |
14.7% |
0.0087 |
0.9% |
6% |
False |
False |
14,914 |
| 100 |
1.0454 |
0.9105 |
0.1349 |
14.7% |
0.0072 |
0.8% |
6% |
False |
False |
11,931 |
| 120 |
1.0454 |
0.9105 |
0.1349 |
14.7% |
0.0060 |
0.7% |
6% |
False |
False |
9,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9562 |
|
2.618 |
0.9424 |
|
1.618 |
0.9339 |
|
1.000 |
0.9286 |
|
0.618 |
0.9254 |
|
HIGH |
0.9201 |
|
0.618 |
0.9169 |
|
0.500 |
0.9159 |
|
0.382 |
0.9148 |
|
LOW |
0.9116 |
|
0.618 |
0.9063 |
|
1.000 |
0.9031 |
|
1.618 |
0.8978 |
|
2.618 |
0.8893 |
|
4.250 |
0.8755 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9180 |
0.9303 |
| PP |
0.9169 |
0.9265 |
| S1 |
0.9159 |
0.9228 |
|