CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9669 |
0.9660 |
-0.0009 |
-0.1% |
0.9812 |
| High |
0.9673 |
0.9663 |
-0.0010 |
-0.1% |
0.9812 |
| Low |
0.9657 |
0.9534 |
-0.0123 |
-1.3% |
0.9578 |
| Close |
0.9663 |
0.9551 |
-0.0112 |
-1.2% |
0.9599 |
| Range |
0.0016 |
0.0129 |
0.0113 |
706.3% |
0.0234 |
| ATR |
0.0058 |
0.0063 |
0.0005 |
8.8% |
0.0000 |
| Volume |
6 |
4 |
-2 |
-33.3% |
24 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9970 |
0.9889 |
0.9622 |
|
| R3 |
0.9841 |
0.9760 |
0.9586 |
|
| R2 |
0.9712 |
0.9712 |
0.9575 |
|
| R1 |
0.9631 |
0.9631 |
0.9563 |
0.9607 |
| PP |
0.9583 |
0.9583 |
0.9583 |
0.9571 |
| S1 |
0.9502 |
0.9502 |
0.9539 |
0.9478 |
| S2 |
0.9454 |
0.9454 |
0.9527 |
|
| S3 |
0.9325 |
0.9373 |
0.9516 |
|
| S4 |
0.9196 |
0.9244 |
0.9480 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0365 |
1.0216 |
0.9728 |
|
| R3 |
1.0131 |
0.9982 |
0.9663 |
|
| R2 |
0.9897 |
0.9897 |
0.9642 |
|
| R1 |
0.9748 |
0.9748 |
0.9620 |
0.9706 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9642 |
| S1 |
0.9514 |
0.9514 |
0.9578 |
0.9472 |
| S2 |
0.9429 |
0.9429 |
0.9556 |
|
| S3 |
0.9195 |
0.9280 |
0.9535 |
|
| S4 |
0.8961 |
0.9046 |
0.9470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9758 |
0.9534 |
0.0224 |
2.3% |
0.0065 |
0.7% |
8% |
False |
True |
4 |
| 10 |
1.0000 |
0.9534 |
0.0466 |
4.9% |
0.0057 |
0.6% |
4% |
False |
True |
5 |
| 20 |
1.0197 |
0.9534 |
0.0663 |
6.9% |
0.0040 |
0.4% |
3% |
False |
True |
6 |
| 40 |
1.0359 |
0.9534 |
0.0825 |
8.6% |
0.0023 |
0.2% |
2% |
False |
True |
4 |
| 60 |
1.0359 |
0.9534 |
0.0825 |
8.6% |
0.0016 |
0.2% |
2% |
False |
True |
3 |
| 80 |
1.0359 |
0.9534 |
0.0825 |
8.6% |
0.0012 |
0.1% |
2% |
False |
True |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0211 |
|
2.618 |
1.0001 |
|
1.618 |
0.9872 |
|
1.000 |
0.9792 |
|
0.618 |
0.9743 |
|
HIGH |
0.9663 |
|
0.618 |
0.9614 |
|
0.500 |
0.9599 |
|
0.382 |
0.9583 |
|
LOW |
0.9534 |
|
0.618 |
0.9454 |
|
1.000 |
0.9405 |
|
1.618 |
0.9325 |
|
2.618 |
0.9196 |
|
4.250 |
0.8986 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9599 |
0.9607 |
| PP |
0.9583 |
0.9588 |
| S1 |
0.9567 |
0.9570 |
|