CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0276 |
0.0061 |
0.6% |
1.0248 |
| High |
1.0292 |
1.0277 |
-0.0015 |
-0.1% |
1.0350 |
| Low |
1.0208 |
1.0190 |
-0.0018 |
-0.2% |
1.0189 |
| Close |
1.0282 |
1.0212 |
-0.0070 |
-0.7% |
1.0282 |
| Range |
0.0084 |
0.0087 |
0.0003 |
3.6% |
0.0161 |
| ATR |
0.0081 |
0.0081 |
0.0001 |
1.0% |
0.0000 |
| Volume |
107,318 |
78,914 |
-28,404 |
-26.5% |
465,310 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0437 |
1.0260 |
|
| R3 |
1.0400 |
1.0350 |
1.0236 |
|
| R2 |
1.0313 |
1.0313 |
1.0228 |
|
| R1 |
1.0263 |
1.0263 |
1.0220 |
1.0245 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0217 |
| S1 |
1.0176 |
1.0176 |
1.0204 |
1.0158 |
| S2 |
1.0139 |
1.0139 |
1.0196 |
|
| S3 |
1.0052 |
1.0089 |
1.0188 |
|
| S4 |
0.9965 |
1.0002 |
1.0164 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0680 |
1.0371 |
|
| R3 |
1.0596 |
1.0519 |
1.0326 |
|
| R2 |
1.0435 |
1.0435 |
1.0312 |
|
| R1 |
1.0358 |
1.0358 |
1.0297 |
1.0397 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0293 |
| S1 |
1.0197 |
1.0197 |
1.0267 |
1.0236 |
| S2 |
1.0113 |
1.0113 |
1.0252 |
|
| S3 |
0.9952 |
1.0036 |
1.0238 |
|
| S4 |
0.9791 |
0.9875 |
1.0193 |
|
|
| 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% |
0.0083 |
0.8% |
14% |
False |
False |
94,354 |
| 10 |
1.0350 |
1.0179 |
0.0171 |
1.7% |
0.0076 |
0.7% |
19% |
False |
False |
91,934 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0089 |
0.9% |
9% |
False |
False |
108,271 |
| 40 |
1.0531 |
1.0128 |
0.0403 |
3.9% |
0.0078 |
0.8% |
21% |
False |
False |
93,191 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0075 |
0.7% |
35% |
False |
False |
63,207 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0070 |
0.7% |
35% |
False |
False |
47,425 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0060 |
0.6% |
35% |
False |
False |
37,946 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0051 |
0.5% |
35% |
False |
False |
31,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0647 |
|
2.618 |
1.0505 |
|
1.618 |
1.0418 |
|
1.000 |
1.0364 |
|
0.618 |
1.0331 |
|
HIGH |
1.0277 |
|
0.618 |
1.0244 |
|
0.500 |
1.0234 |
|
0.382 |
1.0223 |
|
LOW |
1.0190 |
|
0.618 |
1.0136 |
|
1.000 |
1.0103 |
|
1.618 |
1.0049 |
|
2.618 |
0.9962 |
|
4.250 |
0.9820 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0241 |
| PP |
1.0226 |
1.0231 |
| S1 |
1.0219 |
1.0222 |
|