CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0338 |
1.0260 |
-0.0078 |
-0.8% |
1.0319 |
| High |
1.0347 |
1.0293 |
-0.0054 |
-0.5% |
1.0531 |
| Low |
1.0229 |
1.0224 |
-0.0005 |
0.0% |
1.0294 |
| Close |
1.0245 |
1.0237 |
-0.0008 |
-0.1% |
1.0453 |
| Range |
0.0118 |
0.0069 |
-0.0049 |
-41.5% |
0.0237 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
143,045 |
121,773 |
-21,272 |
-14.9% |
495,283 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0417 |
1.0275 |
|
| R3 |
1.0389 |
1.0348 |
1.0256 |
|
| R2 |
1.0320 |
1.0320 |
1.0250 |
|
| R1 |
1.0279 |
1.0279 |
1.0243 |
1.0265 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0245 |
| S1 |
1.0210 |
1.0210 |
1.0231 |
1.0196 |
| S2 |
1.0182 |
1.0182 |
1.0224 |
|
| S3 |
1.0113 |
1.0141 |
1.0218 |
|
| S4 |
1.0044 |
1.0072 |
1.0199 |
|
|
| 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 |
1.0510 |
1.0224 |
0.0286 |
2.8% |
0.0118 |
1.2% |
5% |
False |
True |
144,150 |
| 10 |
1.0531 |
1.0224 |
0.0307 |
3.0% |
0.0102 |
1.0% |
4% |
False |
True |
125,160 |
| 20 |
1.0531 |
1.0224 |
0.0307 |
3.0% |
0.0082 |
0.8% |
4% |
False |
True |
104,183 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0075 |
0.7% |
40% |
False |
False |
66,643 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0071 |
0.7% |
40% |
False |
False |
44,479 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0063 |
0.6% |
40% |
False |
False |
33,372 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0052 |
0.5% |
40% |
False |
False |
26,701 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0044 |
0.4% |
40% |
False |
False |
22,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0586 |
|
2.618 |
1.0474 |
|
1.618 |
1.0405 |
|
1.000 |
1.0362 |
|
0.618 |
1.0336 |
|
HIGH |
1.0293 |
|
0.618 |
1.0267 |
|
0.500 |
1.0259 |
|
0.382 |
1.0250 |
|
LOW |
1.0224 |
|
0.618 |
1.0181 |
|
1.000 |
1.0155 |
|
1.618 |
1.0112 |
|
2.618 |
1.0043 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0259 |
1.0287 |
| PP |
1.0251 |
1.0270 |
| S1 |
1.0244 |
1.0254 |
|