CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9442 |
0.9300 |
-0.0142 |
-1.5% |
0.9520 |
| High |
0.9442 |
0.9357 |
-0.0085 |
-0.9% |
0.9626 |
| Low |
0.9320 |
0.9285 |
-0.0035 |
-0.4% |
0.9319 |
| Close |
0.9380 |
0.9357 |
-0.0023 |
-0.2% |
0.9380 |
| Range |
0.0122 |
0.0072 |
-0.0050 |
-41.0% |
0.0307 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
18 |
11 |
-7 |
-38.9% |
41 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9549 |
0.9525 |
0.9397 |
|
| R3 |
0.9477 |
0.9453 |
0.9377 |
|
| R2 |
0.9405 |
0.9405 |
0.9370 |
|
| R1 |
0.9381 |
0.9381 |
0.9364 |
0.9393 |
| PP |
0.9333 |
0.9333 |
0.9333 |
0.9339 |
| S1 |
0.9309 |
0.9309 |
0.9350 |
0.9321 |
| S2 |
0.9261 |
0.9261 |
0.9344 |
|
| S3 |
0.9189 |
0.9237 |
0.9337 |
|
| S4 |
0.9117 |
0.9165 |
0.9317 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0178 |
0.9549 |
|
| R3 |
1.0056 |
0.9871 |
0.9464 |
|
| R2 |
0.9749 |
0.9749 |
0.9436 |
|
| R1 |
0.9564 |
0.9564 |
0.9408 |
0.9503 |
| PP |
0.9442 |
0.9442 |
0.9442 |
0.9411 |
| S1 |
0.9257 |
0.9257 |
0.9352 |
0.9196 |
| S2 |
0.9135 |
0.9135 |
0.9324 |
|
| S3 |
0.8828 |
0.8950 |
0.9296 |
|
| S4 |
0.8521 |
0.8643 |
0.9211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9578 |
0.9285 |
0.0293 |
3.1% |
0.0113 |
1.2% |
25% |
False |
True |
8 |
| 10 |
0.9626 |
0.9285 |
0.0341 |
3.6% |
0.0095 |
1.0% |
21% |
False |
True |
7 |
| 20 |
0.9812 |
0.9285 |
0.0527 |
5.6% |
0.0075 |
0.8% |
14% |
False |
True |
8 |
| 40 |
1.0199 |
0.9285 |
0.0914 |
9.8% |
0.0050 |
0.5% |
8% |
False |
True |
6 |
| 60 |
1.0359 |
0.9285 |
0.1074 |
11.5% |
0.0034 |
0.4% |
7% |
False |
True |
4 |
| 80 |
1.0359 |
0.9285 |
0.1074 |
11.5% |
0.0026 |
0.3% |
7% |
False |
True |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9663 |
|
2.618 |
0.9545 |
|
1.618 |
0.9473 |
|
1.000 |
0.9429 |
|
0.618 |
0.9401 |
|
HIGH |
0.9357 |
|
0.618 |
0.9329 |
|
0.500 |
0.9321 |
|
0.382 |
0.9313 |
|
LOW |
0.9285 |
|
0.618 |
0.9241 |
|
1.000 |
0.9213 |
|
1.618 |
0.9169 |
|
2.618 |
0.9097 |
|
4.250 |
0.8979 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9345 |
0.9418 |
| PP |
0.9333 |
0.9398 |
| S1 |
0.9321 |
0.9377 |
|