CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0452 |
1.0263 |
-0.0189 |
-1.8% |
1.0319 |
| High |
1.0474 |
1.0349 |
-0.0125 |
-1.2% |
1.0531 |
| Low |
1.0240 |
1.0260 |
0.0020 |
0.2% |
1.0294 |
| Close |
1.0271 |
1.0333 |
0.0062 |
0.6% |
1.0453 |
| Range |
0.0234 |
0.0089 |
-0.0145 |
-62.0% |
0.0237 |
| ATR |
0.0084 |
0.0084 |
0.0000 |
0.4% |
0.0000 |
| Volume |
212,487 |
152,637 |
-59,850 |
-28.2% |
495,283 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0546 |
1.0382 |
|
| R3 |
1.0492 |
1.0457 |
1.0357 |
|
| R2 |
1.0403 |
1.0403 |
1.0349 |
|
| R1 |
1.0368 |
1.0368 |
1.0341 |
1.0386 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0323 |
| S1 |
1.0279 |
1.0279 |
1.0325 |
1.0297 |
| S2 |
1.0225 |
1.0225 |
1.0317 |
|
| S3 |
1.0136 |
1.0190 |
1.0309 |
|
| S4 |
1.0047 |
1.0101 |
1.0284 |
|
|
| 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% |
0.0113 |
1.1% |
32% |
False |
False |
132,158 |
| 10 |
1.0531 |
1.0240 |
0.0291 |
2.8% |
0.0099 |
1.0% |
32% |
False |
False |
120,601 |
| 20 |
1.0531 |
1.0240 |
0.0291 |
2.8% |
0.0078 |
0.8% |
32% |
False |
False |
98,770 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0076 |
0.7% |
60% |
False |
False |
60,031 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0070 |
0.7% |
60% |
False |
False |
40,068 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0061 |
0.6% |
60% |
False |
False |
30,062 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0050 |
0.5% |
60% |
False |
False |
24,053 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0042 |
0.4% |
60% |
False |
False |
20,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0727 |
|
2.618 |
1.0582 |
|
1.618 |
1.0493 |
|
1.000 |
1.0438 |
|
0.618 |
1.0404 |
|
HIGH |
1.0349 |
|
0.618 |
1.0315 |
|
0.500 |
1.0305 |
|
0.382 |
1.0294 |
|
LOW |
1.0260 |
|
0.618 |
1.0205 |
|
1.000 |
1.0171 |
|
1.618 |
1.0116 |
|
2.618 |
1.0027 |
|
4.250 |
0.9882 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0375 |
| PP |
1.0314 |
1.0361 |
| S1 |
1.0305 |
1.0347 |
|