CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0312 |
1.0282 |
-0.0030 |
-0.3% |
1.0309 |
| High |
1.0312 |
1.0300 |
-0.0012 |
-0.1% |
1.0354 |
| Low |
1.0270 |
1.0282 |
0.0012 |
0.1% |
1.0270 |
| Close |
1.0283 |
1.0296 |
0.0013 |
0.1% |
1.0283 |
| Range |
0.0042 |
0.0018 |
-0.0024 |
-57.1% |
0.0084 |
| ATR |
0.0042 |
0.0040 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
90 |
51 |
-39 |
-43.3% |
140 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0339 |
1.0306 |
|
| R3 |
1.0329 |
1.0321 |
1.0301 |
|
| R2 |
1.0311 |
1.0311 |
1.0299 |
|
| R1 |
1.0303 |
1.0303 |
1.0298 |
1.0307 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0295 |
| S1 |
1.0285 |
1.0285 |
1.0294 |
1.0289 |
| S2 |
1.0275 |
1.0275 |
1.0293 |
|
| S3 |
1.0257 |
1.0267 |
1.0291 |
|
| S4 |
1.0239 |
1.0249 |
1.0286 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0503 |
1.0329 |
|
| R3 |
1.0470 |
1.0419 |
1.0306 |
|
| R2 |
1.0386 |
1.0386 |
1.0298 |
|
| R1 |
1.0335 |
1.0335 |
1.0291 |
1.0319 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0294 |
| S1 |
1.0251 |
1.0251 |
1.0275 |
1.0235 |
| S2 |
1.0218 |
1.0218 |
1.0268 |
|
| S3 |
1.0134 |
1.0167 |
1.0260 |
|
| S4 |
1.0050 |
1.0083 |
1.0237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0354 |
1.0270 |
0.0084 |
0.8% |
0.0032 |
0.3% |
31% |
False |
False |
38 |
| 10 |
1.0354 |
1.0215 |
0.0139 |
1.4% |
0.0031 |
0.3% |
58% |
False |
False |
26 |
| 20 |
1.0354 |
1.0053 |
0.0301 |
2.9% |
0.0030 |
0.3% |
81% |
False |
False |
15 |
| 40 |
1.0354 |
1.0040 |
0.0314 |
3.0% |
0.0022 |
0.2% |
82% |
False |
False |
8 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0015 |
0.1% |
70% |
False |
False |
6 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0011 |
0.1% |
70% |
False |
False |
5 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0009 |
0.1% |
70% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0377 |
|
2.618 |
1.0347 |
|
1.618 |
1.0329 |
|
1.000 |
1.0318 |
|
0.618 |
1.0311 |
|
HIGH |
1.0300 |
|
0.618 |
1.0293 |
|
0.500 |
1.0291 |
|
0.382 |
1.0289 |
|
LOW |
1.0282 |
|
0.618 |
1.0271 |
|
1.000 |
1.0264 |
|
1.618 |
1.0253 |
|
2.618 |
1.0235 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0294 |
1.0302 |
| PP |
1.0293 |
1.0300 |
| S1 |
1.0291 |
1.0298 |
|