CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9351 |
0.9166 |
-0.0185 |
-2.0% |
0.9300 |
| High |
0.9424 |
0.9199 |
-0.0225 |
-2.4% |
0.9500 |
| Low |
0.9180 |
0.9050 |
-0.0130 |
-1.4% |
0.9232 |
| Close |
0.9225 |
0.9059 |
-0.0166 |
-1.8% |
0.9482 |
| Range |
0.0244 |
0.0149 |
-0.0095 |
-38.9% |
0.0268 |
| ATR |
0.0107 |
0.0112 |
0.0005 |
4.5% |
0.0000 |
| Volume |
172 |
150 |
-22 |
-12.8% |
73 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9550 |
0.9453 |
0.9141 |
|
| R3 |
0.9401 |
0.9304 |
0.9100 |
|
| R2 |
0.9252 |
0.9252 |
0.9086 |
|
| R1 |
0.9155 |
0.9155 |
0.9073 |
0.9129 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9090 |
| S1 |
0.9006 |
0.9006 |
0.9045 |
0.8980 |
| S2 |
0.8954 |
0.8954 |
0.9032 |
|
| S3 |
0.8805 |
0.8857 |
0.9018 |
|
| S4 |
0.8656 |
0.8708 |
0.8977 |
|
|
| 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 |
0.9050 |
0.0452 |
5.0% |
0.0120 |
1.3% |
2% |
False |
True |
70 |
| 10 |
0.9502 |
0.9050 |
0.0452 |
5.0% |
0.0114 |
1.3% |
2% |
False |
True |
42 |
| 20 |
0.9626 |
0.9050 |
0.0576 |
6.4% |
0.0103 |
1.1% |
2% |
False |
True |
26 |
| 40 |
1.0197 |
0.9050 |
0.1147 |
12.7% |
0.0071 |
0.8% |
1% |
False |
True |
16 |
| 60 |
1.0359 |
0.9050 |
0.1309 |
14.4% |
0.0050 |
0.5% |
1% |
False |
True |
11 |
| 80 |
1.0359 |
0.9050 |
0.1309 |
14.4% |
0.0038 |
0.4% |
1% |
False |
True |
8 |
| 100 |
1.0359 |
0.9050 |
0.1309 |
14.4% |
0.0030 |
0.3% |
1% |
False |
True |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9589 |
|
1.618 |
0.9440 |
|
1.000 |
0.9348 |
|
0.618 |
0.9291 |
|
HIGH |
0.9199 |
|
0.618 |
0.9142 |
|
0.500 |
0.9125 |
|
0.382 |
0.9107 |
|
LOW |
0.9050 |
|
0.618 |
0.8958 |
|
1.000 |
0.8901 |
|
1.618 |
0.8809 |
|
2.618 |
0.8660 |
|
4.250 |
0.8417 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9125 |
0.9237 |
| PP |
0.9103 |
0.9178 |
| S1 |
0.9081 |
0.9118 |
|