CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0242 |
-0.0058 |
-0.6% |
1.0282 |
| High |
1.0301 |
1.0295 |
-0.0006 |
-0.1% |
1.0359 |
| Low |
1.0236 |
1.0230 |
-0.0006 |
-0.1% |
1.0236 |
| Close |
1.0261 |
1.0285 |
0.0024 |
0.2% |
1.0261 |
| Range |
0.0065 |
0.0065 |
0.0000 |
0.0% |
0.0123 |
| ATR |
0.0046 |
0.0047 |
0.0001 |
3.0% |
0.0000 |
| Volume |
58 |
120 |
62 |
106.9% |
205 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0440 |
1.0321 |
|
| R3 |
1.0400 |
1.0375 |
1.0303 |
|
| R2 |
1.0335 |
1.0335 |
1.0297 |
|
| R1 |
1.0310 |
1.0310 |
1.0291 |
1.0323 |
| PP |
1.0270 |
1.0270 |
1.0270 |
1.0276 |
| S1 |
1.0245 |
1.0245 |
1.0279 |
1.0258 |
| S2 |
1.0205 |
1.0205 |
1.0273 |
|
| S3 |
1.0140 |
1.0180 |
1.0267 |
|
| S4 |
1.0075 |
1.0115 |
1.0249 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0654 |
1.0581 |
1.0329 |
|
| R3 |
1.0531 |
1.0458 |
1.0295 |
|
| R2 |
1.0408 |
1.0408 |
1.0284 |
|
| R1 |
1.0335 |
1.0335 |
1.0272 |
1.0310 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0273 |
| S1 |
1.0212 |
1.0212 |
1.0250 |
1.0187 |
| S2 |
1.0162 |
1.0162 |
1.0238 |
|
| S3 |
1.0039 |
1.0089 |
1.0227 |
|
| S4 |
0.9916 |
0.9966 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0359 |
1.0230 |
0.0129 |
1.3% |
0.0057 |
0.6% |
43% |
False |
True |
54 |
| 10 |
1.0359 |
1.0230 |
0.0129 |
1.3% |
0.0045 |
0.4% |
43% |
False |
True |
46 |
| 20 |
1.0359 |
1.0076 |
0.0283 |
2.8% |
0.0037 |
0.4% |
74% |
False |
False |
27 |
| 40 |
1.0359 |
1.0040 |
0.0319 |
3.1% |
0.0029 |
0.3% |
77% |
False |
False |
15 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0020 |
0.2% |
67% |
False |
False |
10 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0015 |
0.1% |
67% |
False |
False |
8 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0012 |
0.1% |
67% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0571 |
|
2.618 |
1.0465 |
|
1.618 |
1.0400 |
|
1.000 |
1.0360 |
|
0.618 |
1.0335 |
|
HIGH |
1.0295 |
|
0.618 |
1.0270 |
|
0.500 |
1.0263 |
|
0.382 |
1.0255 |
|
LOW |
1.0230 |
|
0.618 |
1.0190 |
|
1.000 |
1.0165 |
|
1.618 |
1.0125 |
|
2.618 |
1.0060 |
|
4.250 |
0.9954 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0278 |
1.0290 |
| PP |
1.0270 |
1.0288 |
| S1 |
1.0263 |
1.0287 |
|