CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0228 |
-0.0002 |
0.0% |
1.0452 |
| High |
1.0264 |
1.0232 |
-0.0032 |
-0.3% |
1.0474 |
| Low |
1.0192 |
1.0179 |
-0.0013 |
-0.1% |
1.0224 |
| Close |
1.0225 |
1.0213 |
-0.0012 |
-0.1% |
1.0235 |
| Range |
0.0072 |
0.0053 |
-0.0019 |
-26.4% |
0.0250 |
| ATR |
0.0085 |
0.0082 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
100,414 |
106,922 |
6,508 |
6.5% |
734,974 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0343 |
1.0242 |
|
| R3 |
1.0314 |
1.0290 |
1.0228 |
|
| R2 |
1.0261 |
1.0261 |
1.0223 |
|
| R1 |
1.0237 |
1.0237 |
1.0218 |
1.0223 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0201 |
| S1 |
1.0184 |
1.0184 |
1.0208 |
1.0170 |
| S2 |
1.0155 |
1.0155 |
1.0203 |
|
| S3 |
1.0102 |
1.0131 |
1.0198 |
|
| S4 |
1.0049 |
1.0078 |
1.0184 |
|
|
| 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 |
1.0347 |
1.0179 |
0.0168 |
1.6% |
0.0079 |
0.8% |
20% |
False |
True |
115,437 |
| 10 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0096 |
0.9% |
10% |
False |
True |
123,797 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0083 |
0.8% |
10% |
False |
True |
106,642 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0076 |
0.7% |
35% |
False |
False |
74,403 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0072 |
0.7% |
35% |
False |
False |
49,683 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0064 |
0.6% |
35% |
False |
False |
37,275 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0054 |
0.5% |
35% |
False |
False |
29,824 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0046 |
0.4% |
35% |
False |
False |
24,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0457 |
|
2.618 |
1.0371 |
|
1.618 |
1.0318 |
|
1.000 |
1.0285 |
|
0.618 |
1.0265 |
|
HIGH |
1.0232 |
|
0.618 |
1.0212 |
|
0.500 |
1.0206 |
|
0.382 |
1.0199 |
|
LOW |
1.0179 |
|
0.618 |
1.0146 |
|
1.000 |
1.0126 |
|
1.618 |
1.0093 |
|
2.618 |
1.0040 |
|
4.250 |
0.9954 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0247 |
| PP |
1.0208 |
1.0236 |
| S1 |
1.0206 |
1.0224 |
|