CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0242 |
1.0254 |
0.0012 |
0.1% |
1.0230 |
| High |
1.0301 |
1.0298 |
-0.0003 |
0.0% |
1.0301 |
| Low |
1.0232 |
1.0224 |
-0.0008 |
-0.1% |
1.0179 |
| Close |
1.0258 |
1.0245 |
-0.0013 |
-0.1% |
1.0245 |
| Range |
0.0069 |
0.0074 |
0.0005 |
7.2% |
0.0122 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
82,993 |
91,714 |
8,721 |
10.5% |
475,539 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0435 |
1.0286 |
|
| R3 |
1.0404 |
1.0361 |
1.0265 |
|
| R2 |
1.0330 |
1.0330 |
1.0259 |
|
| R1 |
1.0287 |
1.0287 |
1.0252 |
1.0272 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0248 |
| S1 |
1.0213 |
1.0213 |
1.0238 |
1.0198 |
| S2 |
1.0182 |
1.0182 |
1.0231 |
|
| S3 |
1.0108 |
1.0139 |
1.0225 |
|
| S4 |
1.0034 |
1.0065 |
1.0204 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0548 |
1.0312 |
|
| R3 |
1.0486 |
1.0426 |
1.0279 |
|
| R2 |
1.0364 |
1.0364 |
1.0267 |
|
| R1 |
1.0304 |
1.0304 |
1.0256 |
1.0334 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0257 |
| S1 |
1.0182 |
1.0182 |
1.0234 |
1.0212 |
| S2 |
1.0120 |
1.0120 |
1.0223 |
|
| S3 |
0.9998 |
1.0060 |
1.0211 |
|
| S4 |
0.9876 |
0.9938 |
1.0178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0301 |
1.0179 |
0.0122 |
1.2% |
0.0067 |
0.7% |
54% |
False |
False |
95,107 |
| 10 |
1.0474 |
1.0179 |
0.0295 |
2.9% |
0.0093 |
0.9% |
22% |
False |
False |
121,051 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0085 |
0.8% |
19% |
False |
False |
108,126 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0076 |
0.7% |
42% |
False |
False |
81,058 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0074 |
0.7% |
42% |
False |
False |
54,151 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0066 |
0.6% |
42% |
False |
False |
40,627 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0056 |
0.5% |
42% |
False |
False |
32,506 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0047 |
0.5% |
42% |
False |
False |
27,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0613 |
|
2.618 |
1.0492 |
|
1.618 |
1.0418 |
|
1.000 |
1.0372 |
|
0.618 |
1.0344 |
|
HIGH |
1.0298 |
|
0.618 |
1.0270 |
|
0.500 |
1.0261 |
|
0.382 |
1.0252 |
|
LOW |
1.0224 |
|
0.618 |
1.0178 |
|
1.000 |
1.0150 |
|
1.618 |
1.0104 |
|
2.618 |
1.0030 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0247 |
| PP |
1.0256 |
1.0246 |
| S1 |
1.0250 |
1.0246 |
|