CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0323 |
1.0350 |
0.0027 |
0.3% |
1.0309 |
| High |
1.0359 |
1.0350 |
-0.0009 |
-0.1% |
1.0354 |
| Low |
1.0322 |
1.0261 |
-0.0061 |
-0.6% |
1.0270 |
| Close |
1.0334 |
1.0300 |
-0.0034 |
-0.3% |
1.0283 |
| Range |
0.0037 |
0.0089 |
0.0052 |
140.5% |
0.0084 |
| ATR |
0.0041 |
0.0044 |
0.0003 |
8.4% |
0.0000 |
| Volume |
51 |
35 |
-16 |
-31.4% |
140 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0571 |
1.0524 |
1.0349 |
|
| R3 |
1.0482 |
1.0435 |
1.0324 |
|
| R2 |
1.0393 |
1.0393 |
1.0316 |
|
| R1 |
1.0346 |
1.0346 |
1.0308 |
1.0325 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0293 |
| S1 |
1.0257 |
1.0257 |
1.0292 |
1.0236 |
| S2 |
1.0215 |
1.0215 |
1.0284 |
|
| S3 |
1.0126 |
1.0168 |
1.0276 |
|
| S4 |
1.0037 |
1.0079 |
1.0251 |
|
|
| 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 |
1.0261 |
0.0098 |
1.0% |
0.0043 |
0.4% |
40% |
False |
True |
47 |
| 10 |
1.0359 |
1.0234 |
0.0125 |
1.2% |
0.0041 |
0.4% |
53% |
False |
False |
35 |
| 20 |
1.0359 |
1.0068 |
0.0291 |
2.8% |
0.0036 |
0.4% |
80% |
False |
False |
20 |
| 40 |
1.0359 |
1.0040 |
0.0319 |
3.1% |
0.0026 |
0.3% |
82% |
False |
False |
11 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0017 |
0.2% |
71% |
False |
False |
8 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0013 |
0.1% |
71% |
False |
False |
6 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0010 |
0.1% |
71% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0728 |
|
2.618 |
1.0583 |
|
1.618 |
1.0494 |
|
1.000 |
1.0439 |
|
0.618 |
1.0405 |
|
HIGH |
1.0350 |
|
0.618 |
1.0316 |
|
0.500 |
1.0306 |
|
0.382 |
1.0295 |
|
LOW |
1.0261 |
|
0.618 |
1.0206 |
|
1.000 |
1.0172 |
|
1.618 |
1.0117 |
|
2.618 |
1.0028 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0306 |
1.0310 |
| PP |
1.0304 |
1.0307 |
| S1 |
1.0302 |
1.0303 |
|