CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9466 |
0.9500 |
0.0034 |
0.4% |
0.9300 |
| High |
0.9500 |
0.9502 |
0.0002 |
0.0% |
0.9500 |
| Low |
0.9461 |
0.9409 |
-0.0052 |
-0.5% |
0.9232 |
| Close |
0.9482 |
0.9409 |
-0.0073 |
-0.8% |
0.9482 |
| Range |
0.0039 |
0.0093 |
0.0054 |
138.5% |
0.0268 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
21 |
6 |
-15 |
-71.4% |
73 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9719 |
0.9657 |
0.9460 |
|
| R3 |
0.9626 |
0.9564 |
0.9435 |
|
| R2 |
0.9533 |
0.9533 |
0.9426 |
|
| R1 |
0.9471 |
0.9471 |
0.9418 |
0.9456 |
| PP |
0.9440 |
0.9440 |
0.9440 |
0.9432 |
| S1 |
0.9378 |
0.9378 |
0.9400 |
0.9363 |
| S2 |
0.9347 |
0.9347 |
0.9392 |
|
| S3 |
0.9254 |
0.9285 |
0.9383 |
|
| S4 |
0.9161 |
0.9192 |
0.9358 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0113 |
0.9629 |
|
| R3 |
0.9941 |
0.9845 |
0.9556 |
|
| R2 |
0.9673 |
0.9673 |
0.9531 |
|
| R1 |
0.9577 |
0.9577 |
0.9507 |
0.9625 |
| PP |
0.9405 |
0.9405 |
0.9405 |
0.9429 |
| S1 |
0.9309 |
0.9309 |
0.9457 |
0.9357 |
| S2 |
0.9137 |
0.9137 |
0.9433 |
|
| S3 |
0.8869 |
0.9041 |
0.9408 |
|
| S4 |
0.8601 |
0.8773 |
0.9335 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9502 |
0.9232 |
0.0270 |
2.9% |
0.0095 |
1.0% |
66% |
True |
False |
13 |
| 10 |
0.9578 |
0.9232 |
0.0346 |
3.7% |
0.0104 |
1.1% |
51% |
False |
False |
11 |
| 20 |
0.9679 |
0.9232 |
0.0447 |
4.8% |
0.0090 |
1.0% |
40% |
False |
False |
10 |
| 40 |
1.0197 |
0.9232 |
0.0965 |
10.3% |
0.0061 |
0.7% |
18% |
False |
False |
8 |
| 60 |
1.0359 |
0.9232 |
0.1127 |
12.0% |
0.0042 |
0.4% |
16% |
False |
False |
5 |
| 80 |
1.0359 |
0.9232 |
0.1127 |
12.0% |
0.0032 |
0.3% |
16% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9897 |
|
2.618 |
0.9745 |
|
1.618 |
0.9652 |
|
1.000 |
0.9595 |
|
0.618 |
0.9559 |
|
HIGH |
0.9502 |
|
0.618 |
0.9466 |
|
0.500 |
0.9456 |
|
0.382 |
0.9445 |
|
LOW |
0.9409 |
|
0.618 |
0.9352 |
|
1.000 |
0.9316 |
|
1.618 |
0.9259 |
|
2.618 |
0.9166 |
|
4.250 |
0.9014 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9456 |
0.9421 |
| PP |
0.9440 |
0.9417 |
| S1 |
0.9425 |
0.9413 |
|