CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0257 |
1.0230 |
-0.0027 |
-0.3% |
1.0452 |
| High |
1.0315 |
1.0264 |
-0.0051 |
-0.5% |
1.0474 |
| Low |
1.0230 |
1.0192 |
-0.0038 |
-0.4% |
1.0224 |
| Close |
1.0235 |
1.0225 |
-0.0010 |
-0.1% |
1.0235 |
| Range |
0.0085 |
0.0072 |
-0.0013 |
-15.3% |
0.0250 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
105,032 |
100,414 |
-4,618 |
-4.4% |
734,974 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0443 |
1.0406 |
1.0265 |
|
| R3 |
1.0371 |
1.0334 |
1.0245 |
|
| R2 |
1.0299 |
1.0299 |
1.0238 |
|
| R1 |
1.0262 |
1.0262 |
1.0232 |
1.0245 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0218 |
| S1 |
1.0190 |
1.0190 |
1.0218 |
1.0173 |
| S2 |
1.0155 |
1.0155 |
1.0212 |
|
| S3 |
1.0083 |
1.0118 |
1.0205 |
|
| S4 |
1.0011 |
1.0046 |
1.0185 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.0898 |
1.0373 |
|
| R3 |
1.0811 |
1.0648 |
1.0304 |
|
| R2 |
1.0561 |
1.0561 |
1.0281 |
|
| R1 |
1.0398 |
1.0398 |
1.0258 |
1.0355 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0289 |
| S1 |
1.0148 |
1.0148 |
1.0212 |
1.0105 |
| S2 |
1.0061 |
1.0061 |
1.0189 |
|
| S3 |
0.9811 |
0.9898 |
1.0166 |
|
| S4 |
0.9561 |
0.9648 |
1.0098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0349 |
1.0192 |
0.0157 |
1.5% |
0.0087 |
0.8% |
21% |
False |
True |
124,580 |
| 10 |
1.0531 |
1.0192 |
0.0339 |
3.3% |
0.0101 |
1.0% |
10% |
False |
True |
124,607 |
| 20 |
1.0531 |
1.0192 |
0.0339 |
3.3% |
0.0083 |
0.8% |
10% |
False |
True |
105,212 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0077 |
0.7% |
38% |
False |
False |
71,745 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0072 |
0.7% |
38% |
False |
False |
47,903 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0064 |
0.6% |
38% |
False |
False |
35,939 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0053 |
0.5% |
38% |
False |
False |
28,755 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0045 |
0.4% |
38% |
False |
False |
23,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0452 |
|
1.618 |
1.0380 |
|
1.000 |
1.0336 |
|
0.618 |
1.0308 |
|
HIGH |
1.0264 |
|
0.618 |
1.0236 |
|
0.500 |
1.0228 |
|
0.382 |
1.0220 |
|
LOW |
1.0192 |
|
0.618 |
1.0148 |
|
1.000 |
1.0120 |
|
1.618 |
1.0076 |
|
2.618 |
1.0004 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0228 |
1.0254 |
| PP |
1.0227 |
1.0244 |
| S1 |
1.0226 |
1.0235 |
|