CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0399 |
1.0377 |
-0.0022 |
-0.2% |
1.0354 |
| High |
1.0436 |
1.0383 |
-0.0053 |
-0.5% |
1.0438 |
| Low |
1.0329 |
1.0298 |
-0.0031 |
-0.3% |
1.0298 |
| Close |
1.0370 |
1.0331 |
-0.0039 |
-0.4% |
1.0331 |
| Range |
0.0107 |
0.0085 |
-0.0022 |
-20.6% |
0.0140 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
2.1% |
0.0000 |
| Volume |
135,049 |
126,381 |
-8,668 |
-6.4% |
456,738 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0592 |
1.0547 |
1.0378 |
|
| R3 |
1.0507 |
1.0462 |
1.0354 |
|
| R2 |
1.0422 |
1.0422 |
1.0347 |
|
| R1 |
1.0377 |
1.0377 |
1.0339 |
1.0357 |
| PP |
1.0337 |
1.0337 |
1.0337 |
1.0328 |
| S1 |
1.0292 |
1.0292 |
1.0323 |
1.0272 |
| S2 |
1.0252 |
1.0252 |
1.0315 |
|
| S3 |
1.0167 |
1.0207 |
1.0308 |
|
| S4 |
1.0082 |
1.0122 |
1.0284 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0693 |
1.0408 |
|
| R3 |
1.0636 |
1.0553 |
1.0370 |
|
| R2 |
1.0496 |
1.0496 |
1.0357 |
|
| R1 |
1.0413 |
1.0413 |
1.0344 |
1.0385 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0341 |
| S1 |
1.0273 |
1.0273 |
1.0318 |
1.0245 |
| S2 |
1.0216 |
1.0216 |
1.0305 |
|
| S3 |
1.0076 |
1.0133 |
1.0293 |
|
| S4 |
0.9936 |
0.9993 |
1.0254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0438 |
1.0298 |
0.0140 |
1.4% |
0.0069 |
0.7% |
24% |
False |
True |
91,347 |
| 10 |
1.0438 |
1.0298 |
0.0140 |
1.4% |
0.0061 |
0.6% |
24% |
False |
True |
85,058 |
| 20 |
1.0438 |
1.0128 |
0.0310 |
3.0% |
0.0066 |
0.6% |
65% |
False |
False |
74,887 |
| 40 |
1.0438 |
1.0038 |
0.0400 |
3.9% |
0.0068 |
0.7% |
73% |
False |
False |
38,566 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0062 |
0.6% |
67% |
False |
False |
25,734 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0052 |
0.5% |
67% |
False |
False |
19,307 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0042 |
0.4% |
67% |
False |
False |
15,449 |
| 120 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0036 |
0.3% |
67% |
False |
False |
12,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0744 |
|
2.618 |
1.0606 |
|
1.618 |
1.0521 |
|
1.000 |
1.0468 |
|
0.618 |
1.0436 |
|
HIGH |
1.0383 |
|
0.618 |
1.0351 |
|
0.500 |
1.0341 |
|
0.382 |
1.0330 |
|
LOW |
1.0298 |
|
0.618 |
1.0245 |
|
1.000 |
1.0213 |
|
1.618 |
1.0160 |
|
2.618 |
1.0075 |
|
4.250 |
0.9937 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0341 |
1.0368 |
| PP |
1.0337 |
1.0356 |
| S1 |
1.0334 |
1.0343 |
|