CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0306 |
1.0332 |
0.0026 |
0.3% |
1.0230 |
| High |
1.0350 |
1.0346 |
-0.0004 |
0.0% |
1.0301 |
| Low |
1.0292 |
1.0230 |
-0.0062 |
-0.6% |
1.0179 |
| Close |
1.0325 |
1.0257 |
-0.0068 |
-0.7% |
1.0245 |
| Range |
0.0058 |
0.0116 |
0.0058 |
100.0% |
0.0122 |
| ATR |
0.0079 |
0.0081 |
0.0003 |
3.4% |
0.0000 |
| Volume |
78,273 |
100,648 |
22,375 |
28.6% |
475,539 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0626 |
1.0557 |
1.0321 |
|
| R3 |
1.0510 |
1.0441 |
1.0289 |
|
| R2 |
1.0394 |
1.0394 |
1.0278 |
|
| R1 |
1.0325 |
1.0325 |
1.0268 |
1.0302 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0266 |
| S1 |
1.0209 |
1.0209 |
1.0246 |
1.0186 |
| S2 |
1.0162 |
1.0162 |
1.0236 |
|
| S3 |
1.0046 |
1.0093 |
1.0225 |
|
| S4 |
0.9930 |
0.9977 |
1.0193 |
|
|
| 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 |
1.0224 |
0.0126 |
1.2% |
0.0081 |
0.8% |
26% |
False |
False |
85,215 |
| 10 |
1.0350 |
1.0179 |
0.0171 |
1.7% |
0.0075 |
0.7% |
46% |
False |
False |
95,371 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0090 |
0.9% |
22% |
False |
False |
110,929 |
| 40 |
1.0531 |
1.0128 |
0.0403 |
3.9% |
0.0077 |
0.8% |
32% |
False |
False |
86,973 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0076 |
0.7% |
44% |
False |
False |
58,334 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0068 |
0.7% |
44% |
False |
False |
43,766 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0058 |
0.6% |
44% |
False |
False |
35,020 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0049 |
0.5% |
44% |
False |
False |
29,184 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0650 |
|
1.618 |
1.0534 |
|
1.000 |
1.0462 |
|
0.618 |
1.0418 |
|
HIGH |
1.0346 |
|
0.618 |
1.0302 |
|
0.500 |
1.0288 |
|
0.382 |
1.0274 |
|
LOW |
1.0230 |
|
0.618 |
1.0158 |
|
1.000 |
1.0114 |
|
1.618 |
1.0042 |
|
2.618 |
0.9926 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0290 |
| PP |
1.0278 |
1.0279 |
| S1 |
1.0267 |
1.0268 |
|