CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0248 |
-0.0006 |
-0.1% |
1.0230 |
| High |
1.0298 |
1.0321 |
0.0023 |
0.2% |
1.0301 |
| Low |
1.0224 |
1.0234 |
0.0010 |
0.1% |
1.0179 |
| Close |
1.0245 |
1.0320 |
0.0075 |
0.7% |
1.0245 |
| Range |
0.0074 |
0.0087 |
0.0013 |
17.6% |
0.0122 |
| ATR |
0.0080 |
0.0080 |
0.0001 |
0.6% |
0.0000 |
| Volume |
91,714 |
72,450 |
-19,264 |
-21.0% |
475,539 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0523 |
1.0368 |
|
| R3 |
1.0466 |
1.0436 |
1.0344 |
|
| R2 |
1.0379 |
1.0379 |
1.0336 |
|
| R1 |
1.0349 |
1.0349 |
1.0328 |
1.0364 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0299 |
| S1 |
1.0262 |
1.0262 |
1.0312 |
1.0277 |
| S2 |
1.0205 |
1.0205 |
1.0304 |
|
| S3 |
1.0118 |
1.0175 |
1.0296 |
|
| S4 |
1.0031 |
1.0088 |
1.0272 |
|
|
| 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 |
1.0321 |
1.0179 |
0.0142 |
1.4% |
0.0070 |
0.7% |
99% |
True |
False |
89,515 |
| 10 |
1.0349 |
1.0179 |
0.0170 |
1.6% |
0.0078 |
0.8% |
83% |
False |
False |
107,047 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0087 |
0.8% |
40% |
False |
False |
109,875 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0077 |
0.7% |
57% |
False |
False |
82,833 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0074 |
0.7% |
57% |
False |
False |
55,355 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0067 |
0.6% |
57% |
False |
False |
41,531 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0057 |
0.5% |
57% |
False |
False |
33,231 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0048 |
0.5% |
57% |
False |
False |
27,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0691 |
|
2.618 |
1.0549 |
|
1.618 |
1.0462 |
|
1.000 |
1.0408 |
|
0.618 |
1.0375 |
|
HIGH |
1.0321 |
|
0.618 |
1.0288 |
|
0.500 |
1.0278 |
|
0.382 |
1.0267 |
|
LOW |
1.0234 |
|
0.618 |
1.0180 |
|
1.000 |
1.0147 |
|
1.618 |
1.0093 |
|
2.618 |
1.0006 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0306 |
1.0304 |
| PP |
1.0292 |
1.0288 |
| S1 |
1.0278 |
1.0273 |
|