CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9500 |
0.9403 |
-0.0097 |
-1.0% |
0.9300 |
| High |
0.9502 |
0.9408 |
-0.0094 |
-1.0% |
0.9500 |
| Low |
0.9409 |
0.9334 |
-0.0075 |
-0.8% |
0.9232 |
| Close |
0.9409 |
0.9374 |
-0.0035 |
-0.4% |
0.9482 |
| Range |
0.0093 |
0.0074 |
-0.0019 |
-20.4% |
0.0268 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
6 |
3 |
-3 |
-50.0% |
73 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9594 |
0.9558 |
0.9415 |
|
| R3 |
0.9520 |
0.9484 |
0.9394 |
|
| R2 |
0.9446 |
0.9446 |
0.9388 |
|
| R1 |
0.9410 |
0.9410 |
0.9381 |
0.9391 |
| PP |
0.9372 |
0.9372 |
0.9372 |
0.9363 |
| S1 |
0.9336 |
0.9336 |
0.9367 |
0.9317 |
| S2 |
0.9298 |
0.9298 |
0.9360 |
|
| S3 |
0.9224 |
0.9262 |
0.9354 |
|
| S4 |
0.9150 |
0.9188 |
0.9333 |
|
|
| 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 |
0.9320 |
0.0182 |
1.9% |
0.0091 |
1.0% |
30% |
False |
False |
10 |
| 10 |
0.9551 |
0.9232 |
0.0319 |
3.4% |
0.0105 |
1.1% |
45% |
False |
False |
11 |
| 20 |
0.9673 |
0.9232 |
0.0441 |
4.7% |
0.0091 |
1.0% |
32% |
False |
False |
10 |
| 40 |
1.0197 |
0.9232 |
0.0965 |
10.3% |
0.0063 |
0.7% |
15% |
False |
False |
8 |
| 60 |
1.0359 |
0.9232 |
0.1127 |
12.0% |
0.0043 |
0.5% |
13% |
False |
False |
6 |
| 80 |
1.0359 |
0.9232 |
0.1127 |
12.0% |
0.0033 |
0.4% |
13% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9723 |
|
2.618 |
0.9602 |
|
1.618 |
0.9528 |
|
1.000 |
0.9482 |
|
0.618 |
0.9454 |
|
HIGH |
0.9408 |
|
0.618 |
0.9380 |
|
0.500 |
0.9371 |
|
0.382 |
0.9362 |
|
LOW |
0.9334 |
|
0.618 |
0.9288 |
|
1.000 |
0.9260 |
|
1.618 |
0.9214 |
|
2.618 |
0.9140 |
|
4.250 |
0.9020 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9373 |
0.9418 |
| PP |
0.9372 |
0.9403 |
| S1 |
0.9371 |
0.9389 |
|