CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0306 |
0.0058 |
0.6% |
1.0230 |
| High |
1.0321 |
1.0350 |
0.0029 |
0.3% |
1.0301 |
| Low |
1.0234 |
1.0292 |
0.0058 |
0.6% |
1.0179 |
| Close |
1.0320 |
1.0325 |
0.0005 |
0.0% |
1.0245 |
| Range |
0.0087 |
0.0058 |
-0.0029 |
-33.3% |
0.0122 |
| ATR |
0.0080 |
0.0079 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
72,450 |
78,273 |
5,823 |
8.0% |
475,539 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0469 |
1.0357 |
|
| R3 |
1.0438 |
1.0411 |
1.0341 |
|
| R2 |
1.0380 |
1.0380 |
1.0336 |
|
| R1 |
1.0353 |
1.0353 |
1.0330 |
1.0367 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0329 |
| S1 |
1.0295 |
1.0295 |
1.0320 |
1.0309 |
| S2 |
1.0264 |
1.0264 |
1.0314 |
|
| S3 |
1.0206 |
1.0237 |
1.0309 |
|
| S4 |
1.0148 |
1.0179 |
1.0293 |
|
|
| 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 |
1.0350 |
1.0193 |
0.0157 |
1.5% |
0.0071 |
0.7% |
84% |
True |
False |
83,785 |
| 10 |
1.0350 |
1.0179 |
0.0171 |
1.7% |
0.0075 |
0.7% |
85% |
True |
False |
99,611 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0087 |
0.8% |
41% |
False |
False |
110,106 |
| 40 |
1.0531 |
1.0115 |
0.0416 |
4.0% |
0.0076 |
0.7% |
50% |
False |
False |
84,521 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0074 |
0.7% |
58% |
False |
False |
56,657 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0067 |
0.6% |
58% |
False |
False |
42,508 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0056 |
0.5% |
58% |
False |
False |
34,013 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0048 |
0.5% |
58% |
False |
False |
28,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0597 |
|
2.618 |
1.0502 |
|
1.618 |
1.0444 |
|
1.000 |
1.0408 |
|
0.618 |
1.0386 |
|
HIGH |
1.0350 |
|
0.618 |
1.0328 |
|
0.500 |
1.0321 |
|
0.382 |
1.0314 |
|
LOW |
1.0292 |
|
0.618 |
1.0256 |
|
1.000 |
1.0234 |
|
1.618 |
1.0198 |
|
2.618 |
1.0140 |
|
4.250 |
1.0046 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0312 |
| PP |
1.0322 |
1.0300 |
| S1 |
1.0321 |
1.0287 |
|