CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0228 |
0.0000 |
0.0% |
1.0452 |
| High |
1.0232 |
1.0259 |
0.0027 |
0.3% |
1.0474 |
| Low |
1.0179 |
1.0193 |
0.0014 |
0.1% |
1.0224 |
| Close |
1.0213 |
1.0246 |
0.0033 |
0.3% |
1.0235 |
| Range |
0.0053 |
0.0066 |
0.0013 |
24.5% |
0.0250 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
106,922 |
93,496 |
-13,426 |
-12.6% |
734,974 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0431 |
1.0404 |
1.0282 |
|
| R3 |
1.0365 |
1.0338 |
1.0264 |
|
| R2 |
1.0299 |
1.0299 |
1.0258 |
|
| R1 |
1.0272 |
1.0272 |
1.0252 |
1.0286 |
| PP |
1.0233 |
1.0233 |
1.0233 |
1.0239 |
| S1 |
1.0206 |
1.0206 |
1.0240 |
1.0220 |
| S2 |
1.0167 |
1.0167 |
1.0234 |
|
| S3 |
1.0101 |
1.0140 |
1.0228 |
|
| S4 |
1.0035 |
1.0074 |
1.0210 |
|
|
| 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 |
1.0315 |
1.0179 |
0.0136 |
1.3% |
0.0069 |
0.7% |
49% |
False |
False |
105,527 |
| 10 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0095 |
0.9% |
19% |
False |
False |
122,549 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0084 |
0.8% |
19% |
False |
False |
107,985 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0076 |
0.7% |
42% |
False |
False |
76,728 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0073 |
0.7% |
42% |
False |
False |
51,240 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0065 |
0.6% |
42% |
False |
False |
38,444 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0054 |
0.5% |
42% |
False |
False |
30,759 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0046 |
0.4% |
42% |
False |
False |
25,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0540 |
|
2.618 |
1.0432 |
|
1.618 |
1.0366 |
|
1.000 |
1.0325 |
|
0.618 |
1.0300 |
|
HIGH |
1.0259 |
|
0.618 |
1.0234 |
|
0.500 |
1.0226 |
|
0.382 |
1.0218 |
|
LOW |
1.0193 |
|
0.618 |
1.0152 |
|
1.000 |
1.0127 |
|
1.618 |
1.0086 |
|
2.618 |
1.0020 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0239 |
1.0238 |
| PP |
1.0233 |
1.0230 |
| S1 |
1.0226 |
1.0222 |
|