CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0384 |
1.0354 |
-0.0030 |
-0.3% |
1.0384 |
| High |
1.0398 |
1.0372 |
-0.0026 |
-0.3% |
1.0432 |
| Low |
1.0337 |
1.0327 |
-0.0010 |
-0.1% |
1.0337 |
| Close |
1.0353 |
1.0366 |
0.0013 |
0.1% |
1.0353 |
| Range |
0.0061 |
0.0045 |
-0.0016 |
-26.2% |
0.0095 |
| ATR |
0.0066 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
92,353 |
37,480 |
-54,873 |
-59.4% |
316,843 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0473 |
1.0391 |
|
| R3 |
1.0445 |
1.0428 |
1.0378 |
|
| R2 |
1.0400 |
1.0400 |
1.0374 |
|
| R1 |
1.0383 |
1.0383 |
1.0370 |
1.0392 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0359 |
| S1 |
1.0338 |
1.0338 |
1.0362 |
1.0347 |
| S2 |
1.0310 |
1.0310 |
1.0358 |
|
| S3 |
1.0265 |
1.0293 |
1.0354 |
|
| S4 |
1.0220 |
1.0248 |
1.0341 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0601 |
1.0405 |
|
| R3 |
1.0564 |
1.0506 |
1.0379 |
|
| R2 |
1.0469 |
1.0469 |
1.0370 |
|
| R1 |
1.0411 |
1.0411 |
1.0362 |
1.0393 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0365 |
| S1 |
1.0316 |
1.0316 |
1.0344 |
1.0298 |
| S2 |
1.0279 |
1.0279 |
1.0336 |
|
| S3 |
1.0184 |
1.0221 |
1.0327 |
|
| S4 |
1.0089 |
1.0126 |
1.0301 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0432 |
1.0327 |
0.0105 |
1.0% |
0.0054 |
0.5% |
37% |
False |
True |
70,864 |
| 10 |
1.0432 |
1.0273 |
0.0159 |
1.5% |
0.0058 |
0.6% |
58% |
False |
False |
78,186 |
| 20 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0066 |
0.6% |
83% |
False |
False |
55,791 |
| 40 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0068 |
0.7% |
83% |
False |
False |
28,095 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0060 |
0.6% |
75% |
False |
False |
18,750 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0049 |
0.5% |
75% |
False |
False |
14,070 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0040 |
0.4% |
75% |
False |
False |
11,256 |
| 120 |
1.0474 |
1.0021 |
0.0453 |
4.4% |
0.0034 |
0.3% |
76% |
False |
False |
9,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0563 |
|
2.618 |
1.0490 |
|
1.618 |
1.0445 |
|
1.000 |
1.0417 |
|
0.618 |
1.0400 |
|
HIGH |
1.0372 |
|
0.618 |
1.0355 |
|
0.500 |
1.0350 |
|
0.382 |
1.0344 |
|
LOW |
1.0327 |
|
0.618 |
1.0299 |
|
1.000 |
1.0282 |
|
1.618 |
1.0254 |
|
2.618 |
1.0209 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0361 |
1.0376 |
| PP |
1.0355 |
1.0373 |
| S1 |
1.0350 |
1.0369 |
|