CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9901 |
0.9812 |
-0.0089 |
-0.9% |
1.0090 |
| High |
0.9947 |
0.9812 |
-0.0135 |
-1.4% |
1.0090 |
| Low |
0.9854 |
0.9812 |
-0.0042 |
-0.4% |
0.9854 |
| Close |
0.9864 |
0.9812 |
-0.0052 |
-0.5% |
0.9864 |
| Range |
0.0093 |
0.0000 |
-0.0093 |
-100.0% |
0.0236 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
10 |
8 |
-2 |
-20.0% |
82 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9812 |
0.9812 |
0.9812 |
|
| R3 |
0.9812 |
0.9812 |
0.9812 |
|
| R2 |
0.9812 |
0.9812 |
0.9812 |
|
| R1 |
0.9812 |
0.9812 |
0.9812 |
0.9812 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9812 |
| S1 |
0.9812 |
0.9812 |
0.9812 |
0.9812 |
| S2 |
0.9812 |
0.9812 |
0.9812 |
|
| S3 |
0.9812 |
0.9812 |
0.9812 |
|
| S4 |
0.9812 |
0.9812 |
0.9812 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0490 |
0.9994 |
|
| R3 |
1.0408 |
1.0254 |
0.9929 |
|
| R2 |
1.0172 |
1.0172 |
0.9907 |
|
| R1 |
1.0018 |
1.0018 |
0.9886 |
0.9977 |
| PP |
0.9936 |
0.9936 |
0.9936 |
0.9916 |
| S1 |
0.9782 |
0.9782 |
0.9842 |
0.9741 |
| S2 |
0.9700 |
0.9700 |
0.9821 |
|
| S3 |
0.9464 |
0.9546 |
0.9799 |
|
| S4 |
0.9228 |
0.9310 |
0.9734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0090 |
0.9812 |
0.0278 |
2.8% |
0.0052 |
0.5% |
0% |
False |
True |
17 |
| 10 |
1.0197 |
0.9812 |
0.0385 |
3.9% |
0.0038 |
0.4% |
0% |
False |
True |
10 |
| 20 |
1.0199 |
0.9812 |
0.0387 |
3.9% |
0.0024 |
0.2% |
0% |
False |
True |
5 |
| 40 |
1.0359 |
0.9812 |
0.0547 |
5.6% |
0.0014 |
0.1% |
0% |
False |
True |
3 |
| 60 |
1.0359 |
0.9812 |
0.0547 |
5.6% |
0.0010 |
0.1% |
0% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9812 |
|
2.618 |
0.9812 |
|
1.618 |
0.9812 |
|
1.000 |
0.9812 |
|
0.618 |
0.9812 |
|
HIGH |
0.9812 |
|
0.618 |
0.9812 |
|
0.500 |
0.9812 |
|
0.382 |
0.9812 |
|
LOW |
0.9812 |
|
0.618 |
0.9812 |
|
1.000 |
0.9812 |
|
1.618 |
0.9812 |
|
2.618 |
0.9812 |
|
4.250 |
0.9812 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9906 |
| PP |
0.9812 |
0.9875 |
| S1 |
0.9812 |
0.9843 |
|