CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9156 |
0.9150 |
-0.0006 |
-0.1% |
0.9500 |
| High |
0.9176 |
0.9233 |
0.0057 |
0.6% |
0.9502 |
| Low |
0.9107 |
0.9145 |
0.0038 |
0.4% |
0.9050 |
| Close |
0.9150 |
0.9153 |
0.0003 |
0.0% |
0.9133 |
| Range |
0.0069 |
0.0088 |
0.0019 |
27.5% |
0.0452 |
| ATR |
0.0109 |
0.0108 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
92 |
152 |
60 |
65.2% |
589 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9441 |
0.9385 |
0.9201 |
|
| R3 |
0.9353 |
0.9297 |
0.9177 |
|
| R2 |
0.9265 |
0.9265 |
0.9169 |
|
| R1 |
0.9209 |
0.9209 |
0.9161 |
0.9237 |
| PP |
0.9177 |
0.9177 |
0.9177 |
0.9191 |
| S1 |
0.9121 |
0.9121 |
0.9145 |
0.9149 |
| S2 |
0.9089 |
0.9089 |
0.9137 |
|
| S3 |
0.9001 |
0.9033 |
0.9129 |
|
| S4 |
0.8913 |
0.8945 |
0.9105 |
|
|
| 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 |
0.9233 |
0.9035 |
0.0198 |
2.2% |
0.0102 |
1.1% |
60% |
True |
False |
159 |
| 10 |
0.9502 |
0.9035 |
0.0467 |
5.1% |
0.0112 |
1.2% |
25% |
False |
False |
100 |
| 20 |
0.9626 |
0.9035 |
0.0591 |
6.5% |
0.0107 |
1.2% |
20% |
False |
False |
55 |
| 40 |
1.0192 |
0.9035 |
0.1157 |
12.6% |
0.0079 |
0.9% |
10% |
False |
False |
32 |
| 60 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0056 |
0.6% |
9% |
False |
False |
22 |
| 80 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0042 |
0.5% |
9% |
False |
False |
16 |
| 100 |
1.0359 |
0.9035 |
0.1324 |
14.5% |
0.0034 |
0.4% |
9% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9607 |
|
2.618 |
0.9463 |
|
1.618 |
0.9375 |
|
1.000 |
0.9321 |
|
0.618 |
0.9287 |
|
HIGH |
0.9233 |
|
0.618 |
0.9199 |
|
0.500 |
0.9189 |
|
0.382 |
0.9179 |
|
LOW |
0.9145 |
|
0.618 |
0.9091 |
|
1.000 |
0.9057 |
|
1.618 |
0.9003 |
|
2.618 |
0.8915 |
|
4.250 |
0.8771 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9189 |
0.9147 |
| PP |
0.9177 |
0.9140 |
| S1 |
0.9165 |
0.9134 |
|