CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0433 |
1.0489 |
0.0056 |
0.5% |
1.0354 |
| High |
1.0499 |
1.0531 |
0.0032 |
0.3% |
1.0438 |
| Low |
1.0421 |
1.0448 |
0.0027 |
0.3% |
1.0298 |
| Close |
1.0489 |
1.0499 |
0.0010 |
0.1% |
1.0331 |
| Range |
0.0078 |
0.0083 |
0.0005 |
6.4% |
0.0140 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.2% |
0.0000 |
| Volume |
105,975 |
98,883 |
-7,092 |
-6.7% |
456,738 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0742 |
1.0703 |
1.0545 |
|
| R3 |
1.0659 |
1.0620 |
1.0522 |
|
| R2 |
1.0576 |
1.0576 |
1.0514 |
|
| R1 |
1.0537 |
1.0537 |
1.0507 |
1.0557 |
| PP |
1.0493 |
1.0493 |
1.0493 |
1.0502 |
| S1 |
1.0454 |
1.0454 |
1.0491 |
1.0474 |
| S2 |
1.0410 |
1.0410 |
1.0484 |
|
| S3 |
1.0327 |
1.0371 |
1.0476 |
|
| S4 |
1.0244 |
1.0288 |
1.0453 |
|
|
| 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 |
1.0531 |
1.0294 |
0.0237 |
2.3% |
0.0085 |
0.8% |
86% |
True |
False |
106,171 |
| 10 |
1.0531 |
1.0294 |
0.0237 |
2.3% |
0.0075 |
0.7% |
86% |
True |
False |
95,356 |
| 20 |
1.0531 |
1.0215 |
0.0316 |
3.0% |
0.0069 |
0.7% |
90% |
True |
False |
87,737 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0069 |
0.7% |
94% |
True |
False |
48,653 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0065 |
0.6% |
94% |
True |
False |
32,471 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0056 |
0.5% |
94% |
True |
False |
24,363 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0046 |
0.4% |
94% |
True |
False |
19,493 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0039 |
0.4% |
94% |
True |
False |
16,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0884 |
|
2.618 |
1.0748 |
|
1.618 |
1.0665 |
|
1.000 |
1.0614 |
|
0.618 |
1.0582 |
|
HIGH |
1.0531 |
|
0.618 |
1.0499 |
|
0.500 |
1.0490 |
|
0.382 |
1.0480 |
|
LOW |
1.0448 |
|
0.618 |
1.0397 |
|
1.000 |
1.0365 |
|
1.618 |
1.0314 |
|
2.618 |
1.0231 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0496 |
1.0480 |
| PP |
1.0493 |
1.0460 |
| S1 |
1.0490 |
1.0441 |
|