CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0319 |
1.0359 |
0.0040 |
0.4% |
1.0354 |
| High |
1.0370 |
1.0455 |
0.0085 |
0.8% |
1.0438 |
| Low |
1.0294 |
1.0351 |
0.0057 |
0.6% |
1.0298 |
| Close |
1.0356 |
1.0449 |
0.0093 |
0.9% |
1.0331 |
| Range |
0.0076 |
0.0104 |
0.0028 |
36.8% |
0.0140 |
| ATR |
0.0068 |
0.0070 |
0.0003 |
3.8% |
0.0000 |
| Volume |
84,598 |
115,019 |
30,421 |
36.0% |
456,738 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0730 |
1.0694 |
1.0506 |
|
| R3 |
1.0626 |
1.0590 |
1.0478 |
|
| R2 |
1.0522 |
1.0522 |
1.0468 |
|
| R1 |
1.0486 |
1.0486 |
1.0459 |
1.0504 |
| PP |
1.0418 |
1.0418 |
1.0418 |
1.0428 |
| S1 |
1.0382 |
1.0382 |
1.0439 |
1.0400 |
| S2 |
1.0314 |
1.0314 |
1.0430 |
|
| S3 |
1.0210 |
1.0278 |
1.0420 |
|
| S4 |
1.0106 |
1.0174 |
1.0392 |
|
|
| 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 |
1.0455 |
1.0294 |
0.0161 |
1.5% |
0.0084 |
0.8% |
96% |
True |
False |
109,044 |
| 10 |
1.0455 |
1.0294 |
0.0161 |
1.5% |
0.0070 |
0.7% |
96% |
True |
False |
89,486 |
| 20 |
1.0455 |
1.0191 |
0.0264 |
2.5% |
0.0067 |
0.6% |
98% |
True |
False |
81,836 |
| 40 |
1.0455 |
1.0038 |
0.0417 |
4.0% |
0.0069 |
0.7% |
99% |
True |
False |
43,541 |
| 60 |
1.0462 |
1.0038 |
0.0424 |
4.1% |
0.0064 |
0.6% |
97% |
False |
False |
29,058 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0054 |
0.5% |
94% |
False |
False |
21,803 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0044 |
0.4% |
94% |
False |
False |
17,445 |
| 120 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0037 |
0.4% |
94% |
False |
False |
14,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0897 |
|
2.618 |
1.0727 |
|
1.618 |
1.0623 |
|
1.000 |
1.0559 |
|
0.618 |
1.0519 |
|
HIGH |
1.0455 |
|
0.618 |
1.0415 |
|
0.500 |
1.0403 |
|
0.382 |
1.0391 |
|
LOW |
1.0351 |
|
0.618 |
1.0287 |
|
1.000 |
1.0247 |
|
1.618 |
1.0183 |
|
2.618 |
1.0079 |
|
4.250 |
0.9909 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0434 |
1.0424 |
| PP |
1.0418 |
1.0399 |
| S1 |
1.0403 |
1.0375 |
|