CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 02-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0354 |
1.0363 |
0.0009 |
0.1% |
1.0384 |
High |
1.0372 |
1.0420 |
0.0048 |
0.5% |
1.0432 |
Low |
1.0327 |
1.0363 |
0.0036 |
0.3% |
1.0337 |
Close |
1.0366 |
1.0387 |
0.0021 |
0.2% |
1.0353 |
Range |
0.0045 |
0.0057 |
0.0012 |
26.7% |
0.0095 |
ATR |
0.0064 |
0.0064 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
37,480 |
73,652 |
36,172 |
96.5% |
316,843 |
|
Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0561 |
1.0531 |
1.0418 |
|
R3 |
1.0504 |
1.0474 |
1.0403 |
|
R2 |
1.0447 |
1.0447 |
1.0397 |
|
R1 |
1.0417 |
1.0417 |
1.0392 |
1.0432 |
PP |
1.0390 |
1.0390 |
1.0390 |
1.0398 |
S1 |
1.0360 |
1.0360 |
1.0382 |
1.0375 |
S2 |
1.0333 |
1.0333 |
1.0377 |
|
S3 |
1.0276 |
1.0303 |
1.0371 |
|
S4 |
1.0219 |
1.0246 |
1.0356 |
|
|
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% |
0.0056 |
0.5% |
57% |
False |
False |
69,928 |
10 |
1.0432 |
1.0281 |
0.0151 |
1.5% |
0.0057 |
0.5% |
70% |
False |
False |
76,940 |
20 |
1.0432 |
1.0115 |
0.0317 |
3.1% |
0.0065 |
0.6% |
86% |
False |
False |
58,937 |
40 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0068 |
0.7% |
89% |
False |
False |
29,933 |
60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0060 |
0.6% |
80% |
False |
False |
19,975 |
80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0049 |
0.5% |
80% |
False |
False |
14,990 |
100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0040 |
0.4% |
80% |
False |
False |
11,993 |
120 |
1.0474 |
1.0021 |
0.0453 |
4.4% |
0.0034 |
0.3% |
81% |
False |
False |
9,994 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0662 |
2.618 |
1.0569 |
1.618 |
1.0512 |
1.000 |
1.0477 |
0.618 |
1.0455 |
HIGH |
1.0420 |
0.618 |
1.0398 |
0.500 |
1.0392 |
0.382 |
1.0385 |
LOW |
1.0363 |
0.618 |
1.0328 |
1.000 |
1.0306 |
1.618 |
1.0271 |
2.618 |
1.0214 |
4.250 |
1.0121 |
|
|
Fisher Pivots for day following 02-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0392 |
1.0383 |
PP |
1.0390 |
1.0378 |
S1 |
1.0389 |
1.0374 |
|