CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0490 |
1.0452 |
-0.0038 |
-0.4% |
1.0319 |
| High |
1.0510 |
1.0474 |
-0.0036 |
-0.3% |
1.0531 |
| Low |
1.0428 |
1.0240 |
-0.0188 |
-1.8% |
1.0294 |
| Close |
1.0453 |
1.0271 |
-0.0182 |
-1.7% |
1.0453 |
| Range |
0.0082 |
0.0234 |
0.0152 |
185.4% |
0.0237 |
| ATR |
0.0073 |
0.0084 |
0.0012 |
15.9% |
0.0000 |
| Volume |
90,808 |
212,487 |
121,679 |
134.0% |
495,283 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0885 |
1.0400 |
|
| R3 |
1.0796 |
1.0651 |
1.0335 |
|
| R2 |
1.0562 |
1.0562 |
1.0314 |
|
| R1 |
1.0417 |
1.0417 |
1.0292 |
1.0373 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0306 |
| S1 |
1.0183 |
1.0183 |
1.0250 |
1.0139 |
| S2 |
1.0094 |
1.0094 |
1.0228 |
|
| S3 |
0.9860 |
0.9949 |
1.0207 |
|
| S4 |
0.9626 |
0.9715 |
1.0142 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1032 |
1.0583 |
|
| R3 |
1.0900 |
1.0795 |
1.0518 |
|
| R2 |
1.0663 |
1.0663 |
1.0496 |
|
| R1 |
1.0558 |
1.0558 |
1.0475 |
1.0611 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0452 |
| S1 |
1.0321 |
1.0321 |
1.0431 |
1.0374 |
| S2 |
1.0189 |
1.0189 |
1.0410 |
|
| S3 |
0.9952 |
1.0084 |
1.0388 |
|
| S4 |
0.9715 |
0.9847 |
1.0323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0531 |
1.0240 |
0.0291 |
2.8% |
0.0116 |
1.1% |
11% |
False |
True |
124,634 |
| 10 |
1.0531 |
1.0240 |
0.0291 |
2.8% |
0.0096 |
0.9% |
11% |
False |
True |
112,702 |
| 20 |
1.0531 |
1.0240 |
0.0291 |
2.8% |
0.0077 |
0.7% |
11% |
False |
True |
95,444 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0076 |
0.7% |
47% |
False |
False |
56,221 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0069 |
0.7% |
47% |
False |
False |
37,525 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0059 |
0.6% |
47% |
False |
False |
28,154 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0049 |
0.5% |
47% |
False |
False |
22,526 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0041 |
0.4% |
47% |
False |
False |
18,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1469 |
|
2.618 |
1.1087 |
|
1.618 |
1.0853 |
|
1.000 |
1.0708 |
|
0.618 |
1.0619 |
|
HIGH |
1.0474 |
|
0.618 |
1.0385 |
|
0.500 |
1.0357 |
|
0.382 |
1.0329 |
|
LOW |
1.0240 |
|
0.618 |
1.0095 |
|
1.000 |
1.0006 |
|
1.618 |
0.9861 |
|
2.618 |
0.9627 |
|
4.250 |
0.9246 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0357 |
1.0386 |
| PP |
1.0328 |
1.0347 |
| S1 |
1.0300 |
1.0309 |
|