CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9087 |
0.9096 |
0.0009 |
0.1% |
0.9500 |
| High |
0.9136 |
0.9180 |
0.0044 |
0.5% |
0.9502 |
| Low |
0.9075 |
0.9035 |
-0.0040 |
-0.4% |
0.9050 |
| Close |
0.9133 |
0.9159 |
0.0026 |
0.3% |
0.9133 |
| Range |
0.0061 |
0.0145 |
0.0084 |
137.7% |
0.0452 |
| ATR |
0.0110 |
0.0112 |
0.0003 |
2.3% |
0.0000 |
| Volume |
258 |
146 |
-112 |
-43.4% |
589 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9560 |
0.9504 |
0.9239 |
|
| R3 |
0.9415 |
0.9359 |
0.9199 |
|
| R2 |
0.9270 |
0.9270 |
0.9186 |
|
| R1 |
0.9214 |
0.9214 |
0.9172 |
0.9242 |
| PP |
0.9125 |
0.9125 |
0.9125 |
0.9139 |
| S1 |
0.9069 |
0.9069 |
0.9146 |
0.9097 |
| S2 |
0.8980 |
0.8980 |
0.9132 |
|
| S3 |
0.8835 |
0.8924 |
0.9119 |
|
| S4 |
0.8690 |
0.8779 |
0.9079 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0311 |
0.9382 |
|
| R3 |
1.0132 |
0.9859 |
0.9257 |
|
| R2 |
0.9680 |
0.9680 |
0.9216 |
|
| R1 |
0.9407 |
0.9407 |
0.9174 |
0.9318 |
| PP |
0.9228 |
0.9228 |
0.9228 |
0.9184 |
| S1 |
0.8955 |
0.8955 |
0.9092 |
0.8866 |
| S2 |
0.8776 |
0.8776 |
0.9050 |
|
| S3 |
0.8324 |
0.8503 |
0.9009 |
|
| S4 |
0.7872 |
0.8051 |
0.8884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9424 |
0.9035 |
0.0389 |
4.2% |
0.0135 |
1.5% |
32% |
False |
True |
145 |
| 10 |
0.9502 |
0.9035 |
0.0467 |
5.1% |
0.0115 |
1.3% |
27% |
False |
True |
79 |
| 20 |
0.9626 |
0.9035 |
0.0591 |
6.5% |
0.0105 |
1.1% |
21% |
False |
True |
43 |
| 40 |
1.0197 |
0.9035 |
0.1162 |
12.7% |
0.0076 |
0.8% |
11% |
False |
True |
26 |
| 60 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0053 |
0.6% |
9% |
False |
True |
18 |
| 80 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0040 |
0.4% |
9% |
False |
True |
13 |
| 100 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0032 |
0.4% |
9% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9796 |
|
2.618 |
0.9560 |
|
1.618 |
0.9415 |
|
1.000 |
0.9325 |
|
0.618 |
0.9270 |
|
HIGH |
0.9180 |
|
0.618 |
0.9125 |
|
0.500 |
0.9108 |
|
0.382 |
0.9090 |
|
LOW |
0.9035 |
|
0.618 |
0.8945 |
|
1.000 |
0.8890 |
|
1.618 |
0.8800 |
|
2.618 |
0.8655 |
|
4.250 |
0.8419 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9142 |
0.9145 |
| PP |
0.9125 |
0.9131 |
| S1 |
0.9108 |
0.9117 |
|