CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0223 |
1.0156 |
-0.0067 |
-0.7% |
1.0248 |
| High |
1.0224 |
1.0181 |
-0.0043 |
-0.4% |
1.0350 |
| Low |
1.0125 |
1.0127 |
0.0002 |
0.0% |
1.0189 |
| Close |
1.0155 |
1.0144 |
-0.0011 |
-0.1% |
1.0282 |
| Range |
0.0099 |
0.0054 |
-0.0045 |
-45.5% |
0.0161 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
128,051 |
105,309 |
-22,742 |
-17.8% |
465,310 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0282 |
1.0174 |
|
| R3 |
1.0259 |
1.0228 |
1.0159 |
|
| R2 |
1.0205 |
1.0205 |
1.0154 |
|
| R1 |
1.0174 |
1.0174 |
1.0149 |
1.0163 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0145 |
| S1 |
1.0120 |
1.0120 |
1.0139 |
1.0109 |
| S2 |
1.0097 |
1.0097 |
1.0134 |
|
| S3 |
1.0043 |
1.0066 |
1.0129 |
|
| S4 |
0.9989 |
1.0012 |
1.0114 |
|
|
| 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 |
1.0292 |
1.0125 |
0.0167 |
1.6% |
0.0078 |
0.8% |
11% |
False |
False |
105,242 |
| 10 |
1.0350 |
1.0125 |
0.0225 |
2.2% |
0.0080 |
0.8% |
8% |
False |
False |
95,229 |
| 20 |
1.0531 |
1.0125 |
0.0406 |
4.0% |
0.0087 |
0.9% |
5% |
False |
False |
108,889 |
| 40 |
1.0531 |
1.0125 |
0.0406 |
4.0% |
0.0078 |
0.8% |
5% |
False |
False |
96,800 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.9% |
0.0075 |
0.7% |
22% |
False |
False |
67,086 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.9% |
0.0070 |
0.7% |
22% |
False |
False |
50,340 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.9% |
0.0061 |
0.6% |
22% |
False |
False |
40,280 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.9% |
0.0052 |
0.5% |
22% |
False |
False |
33,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0411 |
|
2.618 |
1.0322 |
|
1.618 |
1.0268 |
|
1.000 |
1.0235 |
|
0.618 |
1.0214 |
|
HIGH |
1.0181 |
|
0.618 |
1.0160 |
|
0.500 |
1.0154 |
|
0.382 |
1.0148 |
|
LOW |
1.0127 |
|
0.618 |
1.0094 |
|
1.000 |
1.0073 |
|
1.618 |
1.0040 |
|
2.618 |
0.9986 |
|
4.250 |
0.9898 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0201 |
| PP |
1.0151 |
1.0182 |
| S1 |
1.0147 |
1.0163 |
|