CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0325 |
1.0323 |
-0.0002 |
0.0% |
1.0309 |
| High |
1.0344 |
1.0359 |
0.0015 |
0.1% |
1.0354 |
| Low |
1.0317 |
1.0322 |
0.0005 |
0.0% |
1.0270 |
| Close |
1.0317 |
1.0334 |
0.0017 |
0.2% |
1.0283 |
| Range |
0.0027 |
0.0037 |
0.0010 |
37.0% |
0.0084 |
| ATR |
0.0041 |
0.0041 |
0.0000 |
0.2% |
0.0000 |
| Volume |
10 |
51 |
41 |
410.0% |
140 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0449 |
1.0429 |
1.0354 |
|
| R3 |
1.0412 |
1.0392 |
1.0344 |
|
| R2 |
1.0375 |
1.0375 |
1.0341 |
|
| R1 |
1.0355 |
1.0355 |
1.0337 |
1.0365 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0344 |
| S1 |
1.0318 |
1.0318 |
1.0331 |
1.0328 |
| S2 |
1.0301 |
1.0301 |
1.0327 |
|
| S3 |
1.0264 |
1.0281 |
1.0324 |
|
| S4 |
1.0227 |
1.0244 |
1.0314 |
|
|
| 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 |
1.0359 |
1.0270 |
0.0089 |
0.9% |
0.0032 |
0.3% |
72% |
True |
False |
43 |
| 10 |
1.0359 |
1.0233 |
0.0126 |
1.2% |
0.0035 |
0.3% |
80% |
True |
False |
32 |
| 20 |
1.0359 |
1.0068 |
0.0291 |
2.8% |
0.0033 |
0.3% |
91% |
True |
False |
18 |
| 40 |
1.0359 |
1.0040 |
0.0319 |
3.1% |
0.0024 |
0.2% |
92% |
True |
False |
10 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0016 |
0.2% |
80% |
False |
False |
7 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0012 |
0.1% |
80% |
False |
False |
5 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0010 |
0.1% |
80% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0516 |
|
2.618 |
1.0456 |
|
1.618 |
1.0419 |
|
1.000 |
1.0396 |
|
0.618 |
1.0382 |
|
HIGH |
1.0359 |
|
0.618 |
1.0345 |
|
0.500 |
1.0341 |
|
0.382 |
1.0336 |
|
LOW |
1.0322 |
|
0.618 |
1.0299 |
|
1.000 |
1.0285 |
|
1.618 |
1.0262 |
|
2.618 |
1.0225 |
|
4.250 |
1.0165 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0341 |
1.0330 |
| PP |
1.0338 |
1.0325 |
| S1 |
1.0336 |
1.0321 |
|