CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 04-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0393 |
1.0399 |
0.0006 |
0.1% |
1.0384 |
High |
1.0438 |
1.0436 |
-0.0002 |
0.0% |
1.0432 |
Low |
1.0388 |
1.0329 |
-0.0059 |
-0.6% |
1.0337 |
Close |
1.0404 |
1.0370 |
-0.0034 |
-0.3% |
1.0353 |
Range |
0.0050 |
0.0107 |
0.0057 |
114.0% |
0.0095 |
ATR |
0.0063 |
0.0066 |
0.0003 |
5.1% |
0.0000 |
Volume |
84,176 |
135,049 |
50,873 |
60.4% |
316,843 |
|
Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0699 |
1.0642 |
1.0429 |
|
R3 |
1.0592 |
1.0535 |
1.0399 |
|
R2 |
1.0485 |
1.0485 |
1.0390 |
|
R1 |
1.0428 |
1.0428 |
1.0380 |
1.0403 |
PP |
1.0378 |
1.0378 |
1.0378 |
1.0366 |
S1 |
1.0321 |
1.0321 |
1.0360 |
1.0296 |
S2 |
1.0271 |
1.0271 |
1.0350 |
|
S3 |
1.0164 |
1.0214 |
1.0341 |
|
S4 |
1.0057 |
1.0107 |
1.0311 |
|
|
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% |
0.0064 |
0.6% |
39% |
False |
False |
84,542 |
10 |
1.0438 |
1.0296 |
0.0142 |
1.4% |
0.0062 |
0.6% |
52% |
False |
False |
83,206 |
20 |
1.0438 |
1.0128 |
0.0310 |
3.0% |
0.0066 |
0.6% |
78% |
False |
False |
69,251 |
40 |
1.0438 |
1.0038 |
0.0400 |
3.9% |
0.0068 |
0.7% |
83% |
False |
False |
35,409 |
60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0061 |
0.6% |
76% |
False |
False |
23,628 |
80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0051 |
0.5% |
76% |
False |
False |
17,729 |
100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0042 |
0.4% |
76% |
False |
False |
14,185 |
120 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0035 |
0.3% |
76% |
False |
False |
11,821 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0891 |
2.618 |
1.0716 |
1.618 |
1.0609 |
1.000 |
1.0543 |
0.618 |
1.0502 |
HIGH |
1.0436 |
0.618 |
1.0395 |
0.500 |
1.0383 |
0.382 |
1.0370 |
LOW |
1.0329 |
0.618 |
1.0263 |
1.000 |
1.0222 |
1.618 |
1.0156 |
2.618 |
1.0049 |
4.250 |
0.9874 |
|
|
Fisher Pivots for day following 04-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0383 |
1.0384 |
PP |
1.0378 |
1.0379 |
S1 |
1.0374 |
1.0375 |
|