CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 03-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0363 |
1.0393 |
0.0030 |
0.3% |
1.0384 |
High |
1.0420 |
1.0438 |
0.0018 |
0.2% |
1.0432 |
Low |
1.0363 |
1.0388 |
0.0025 |
0.2% |
1.0337 |
Close |
1.0387 |
1.0404 |
0.0017 |
0.2% |
1.0353 |
Range |
0.0057 |
0.0050 |
-0.0007 |
-12.3% |
0.0095 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
73,652 |
84,176 |
10,524 |
14.3% |
316,843 |
|
Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0560 |
1.0532 |
1.0432 |
|
R3 |
1.0510 |
1.0482 |
1.0418 |
|
R2 |
1.0460 |
1.0460 |
1.0413 |
|
R1 |
1.0432 |
1.0432 |
1.0409 |
1.0446 |
PP |
1.0410 |
1.0410 |
1.0410 |
1.0417 |
S1 |
1.0382 |
1.0382 |
1.0399 |
1.0396 |
S2 |
1.0360 |
1.0360 |
1.0395 |
|
S3 |
1.0310 |
1.0332 |
1.0390 |
|
S4 |
1.0260 |
1.0282 |
1.0377 |
|
|
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 |
1.0438 |
1.0327 |
0.0111 |
1.1% |
0.0056 |
0.5% |
69% |
True |
False |
73,439 |
10 |
1.0438 |
1.0286 |
0.0152 |
1.5% |
0.0057 |
0.5% |
78% |
True |
False |
77,563 |
20 |
1.0438 |
1.0128 |
0.0310 |
3.0% |
0.0064 |
0.6% |
89% |
True |
False |
63,016 |
40 |
1.0438 |
1.0038 |
0.0400 |
3.8% |
0.0068 |
0.7% |
92% |
True |
False |
32,036 |
60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0060 |
0.6% |
84% |
False |
False |
21,378 |
80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0049 |
0.5% |
84% |
False |
False |
16,043 |
100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0041 |
0.4% |
84% |
False |
False |
12,834 |
120 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0034 |
0.3% |
84% |
False |
False |
10,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0651 |
2.618 |
1.0569 |
1.618 |
1.0519 |
1.000 |
1.0488 |
0.618 |
1.0469 |
HIGH |
1.0438 |
0.618 |
1.0419 |
0.500 |
1.0413 |
0.382 |
1.0407 |
LOW |
1.0388 |
0.618 |
1.0357 |
1.000 |
1.0338 |
1.618 |
1.0307 |
2.618 |
1.0257 |
4.250 |
1.0176 |
|
|
Fisher Pivots for day following 03-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0413 |
1.0397 |
PP |
1.0410 |
1.0390 |
S1 |
1.0407 |
1.0383 |
|