CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0242 |
0.0014 |
0.1% |
1.0452 |
| High |
1.0259 |
1.0301 |
0.0042 |
0.4% |
1.0474 |
| Low |
1.0193 |
1.0232 |
0.0039 |
0.4% |
1.0224 |
| Close |
1.0246 |
1.0258 |
0.0012 |
0.1% |
1.0235 |
| Range |
0.0066 |
0.0069 |
0.0003 |
4.5% |
0.0250 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
93,496 |
82,993 |
-10,503 |
-11.2% |
734,974 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0433 |
1.0296 |
|
| R3 |
1.0402 |
1.0364 |
1.0277 |
|
| R2 |
1.0333 |
1.0333 |
1.0271 |
|
| R1 |
1.0295 |
1.0295 |
1.0264 |
1.0314 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0273 |
| S1 |
1.0226 |
1.0226 |
1.0252 |
1.0245 |
| S2 |
1.0195 |
1.0195 |
1.0245 |
|
| S3 |
1.0126 |
1.0157 |
1.0239 |
|
| S4 |
1.0057 |
1.0088 |
1.0220 |
|
|
| 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% |
58% |
False |
False |
97,771 |
| 10 |
1.0510 |
1.0179 |
0.0331 |
3.2% |
0.0094 |
0.9% |
24% |
False |
False |
120,960 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0084 |
0.8% |
22% |
False |
False |
108,158 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0076 |
0.7% |
45% |
False |
False |
78,789 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0074 |
0.7% |
45% |
False |
False |
52,623 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0065 |
0.6% |
45% |
False |
False |
39,481 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0055 |
0.5% |
45% |
False |
False |
31,589 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0047 |
0.5% |
45% |
False |
False |
26,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0594 |
|
2.618 |
1.0482 |
|
1.618 |
1.0413 |
|
1.000 |
1.0370 |
|
0.618 |
1.0344 |
|
HIGH |
1.0301 |
|
0.618 |
1.0275 |
|
0.500 |
1.0267 |
|
0.382 |
1.0258 |
|
LOW |
1.0232 |
|
0.618 |
1.0189 |
|
1.000 |
1.0163 |
|
1.618 |
1.0120 |
|
2.618 |
1.0051 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0252 |
| PP |
1.0264 |
1.0246 |
| S1 |
1.0261 |
1.0240 |
|