CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0332 |
1.0246 |
-0.0086 |
-0.8% |
1.0230 |
| High |
1.0346 |
1.0257 |
-0.0089 |
-0.9% |
1.0301 |
| Low |
1.0230 |
1.0189 |
-0.0041 |
-0.4% |
1.0179 |
| Close |
1.0257 |
1.0221 |
-0.0036 |
-0.4% |
1.0245 |
| Range |
0.0116 |
0.0068 |
-0.0048 |
-41.4% |
0.0122 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
100,648 |
106,621 |
5,973 |
5.9% |
475,539 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0392 |
1.0258 |
|
| R3 |
1.0358 |
1.0324 |
1.0240 |
|
| R2 |
1.0290 |
1.0290 |
1.0233 |
|
| R1 |
1.0256 |
1.0256 |
1.0227 |
1.0239 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0214 |
| S1 |
1.0188 |
1.0188 |
1.0215 |
1.0171 |
| S2 |
1.0154 |
1.0154 |
1.0209 |
|
| S3 |
1.0086 |
1.0120 |
1.0202 |
|
| S4 |
1.0018 |
1.0052 |
1.0184 |
|
|
| 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 |
1.0189 |
0.0161 |
1.6% |
0.0081 |
0.8% |
20% |
False |
True |
89,941 |
| 10 |
1.0350 |
1.0179 |
0.0171 |
1.7% |
0.0075 |
0.7% |
25% |
False |
False |
93,856 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0088 |
0.9% |
12% |
False |
False |
109,508 |
| 40 |
1.0531 |
1.0128 |
0.0403 |
3.9% |
0.0077 |
0.8% |
23% |
False |
False |
89,380 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0075 |
0.7% |
37% |
False |
False |
60,108 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0068 |
0.7% |
37% |
False |
False |
45,098 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0058 |
0.6% |
37% |
False |
False |
36,085 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0050 |
0.5% |
37% |
False |
False |
30,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0546 |
|
2.618 |
1.0435 |
|
1.618 |
1.0367 |
|
1.000 |
1.0325 |
|
0.618 |
1.0299 |
|
HIGH |
1.0257 |
|
0.618 |
1.0231 |
|
0.500 |
1.0223 |
|
0.382 |
1.0215 |
|
LOW |
1.0189 |
|
0.618 |
1.0147 |
|
1.000 |
1.0121 |
|
1.618 |
1.0079 |
|
2.618 |
1.0011 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0223 |
1.0270 |
| PP |
1.0222 |
1.0253 |
| S1 |
1.0222 |
1.0237 |
|