CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0263 |
1.0338 |
0.0075 |
0.7% |
1.0319 |
| High |
1.0349 |
1.0347 |
-0.0002 |
0.0% |
1.0531 |
| Low |
1.0260 |
1.0229 |
-0.0031 |
-0.3% |
1.0294 |
| Close |
1.0333 |
1.0245 |
-0.0088 |
-0.9% |
1.0453 |
| Range |
0.0089 |
0.0118 |
0.0029 |
32.6% |
0.0237 |
| ATR |
0.0084 |
0.0087 |
0.0002 |
2.8% |
0.0000 |
| Volume |
152,637 |
143,045 |
-9,592 |
-6.3% |
495,283 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0628 |
1.0554 |
1.0310 |
|
| R3 |
1.0510 |
1.0436 |
1.0277 |
|
| R2 |
1.0392 |
1.0392 |
1.0267 |
|
| R1 |
1.0318 |
1.0318 |
1.0256 |
1.0296 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0263 |
| S1 |
1.0200 |
1.0200 |
1.0234 |
1.0178 |
| S2 |
1.0156 |
1.0156 |
1.0223 |
|
| S3 |
1.0038 |
1.0082 |
1.0213 |
|
| S4 |
0.9920 |
0.9964 |
1.0180 |
|
|
| 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 |
1.0229 |
0.0302 |
2.9% |
0.0121 |
1.2% |
5% |
False |
True |
139,572 |
| 10 |
1.0531 |
1.0229 |
0.0302 |
2.9% |
0.0106 |
1.0% |
5% |
False |
True |
126,488 |
| 20 |
1.0531 |
1.0229 |
0.0302 |
2.9% |
0.0081 |
0.8% |
5% |
False |
True |
102,025 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0077 |
0.7% |
42% |
False |
False |
63,603 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0071 |
0.7% |
42% |
False |
False |
42,450 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0062 |
0.6% |
42% |
False |
False |
31,850 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0051 |
0.5% |
42% |
False |
False |
25,483 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0043 |
0.4% |
42% |
False |
False |
21,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0849 |
|
2.618 |
1.0656 |
|
1.618 |
1.0538 |
|
1.000 |
1.0465 |
|
0.618 |
1.0420 |
|
HIGH |
1.0347 |
|
0.618 |
1.0302 |
|
0.500 |
1.0288 |
|
0.382 |
1.0274 |
|
LOW |
1.0229 |
|
0.618 |
1.0156 |
|
1.000 |
1.0111 |
|
1.618 |
1.0038 |
|
2.618 |
0.9920 |
|
4.250 |
0.9728 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0352 |
| PP |
1.0274 |
1.0316 |
| S1 |
1.0259 |
1.0281 |
|