CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0242 |
1.0295 |
0.0053 |
0.5% |
1.0282 |
| High |
1.0295 |
1.0383 |
0.0088 |
0.9% |
1.0359 |
| Low |
1.0230 |
1.0295 |
0.0065 |
0.6% |
1.0236 |
| Close |
1.0285 |
1.0378 |
0.0093 |
0.9% |
1.0261 |
| Range |
0.0065 |
0.0088 |
0.0023 |
35.4% |
0.0123 |
| ATR |
0.0047 |
0.0051 |
0.0004 |
7.7% |
0.0000 |
| Volume |
120 |
187 |
67 |
55.8% |
205 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0616 |
1.0585 |
1.0426 |
|
| R3 |
1.0528 |
1.0497 |
1.0402 |
|
| R2 |
1.0440 |
1.0440 |
1.0394 |
|
| R1 |
1.0409 |
1.0409 |
1.0386 |
1.0425 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0360 |
| S1 |
1.0321 |
1.0321 |
1.0370 |
1.0337 |
| S2 |
1.0264 |
1.0264 |
1.0362 |
|
| S3 |
1.0176 |
1.0233 |
1.0354 |
|
| S4 |
1.0088 |
1.0145 |
1.0330 |
|
|
| 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 |
1.0383 |
1.0230 |
0.0153 |
1.5% |
0.0069 |
0.7% |
97% |
True |
False |
90 |
| 10 |
1.0383 |
1.0230 |
0.0153 |
1.5% |
0.0050 |
0.5% |
97% |
True |
False |
64 |
| 20 |
1.0383 |
1.0150 |
0.0233 |
2.2% |
0.0038 |
0.4% |
98% |
True |
False |
36 |
| 40 |
1.0383 |
1.0040 |
0.0343 |
3.3% |
0.0031 |
0.3% |
99% |
True |
False |
20 |
| 60 |
1.0390 |
1.0040 |
0.0350 |
3.4% |
0.0021 |
0.2% |
97% |
False |
False |
14 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0016 |
0.2% |
92% |
False |
False |
10 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0013 |
0.1% |
92% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0757 |
|
2.618 |
1.0613 |
|
1.618 |
1.0525 |
|
1.000 |
1.0471 |
|
0.618 |
1.0437 |
|
HIGH |
1.0383 |
|
0.618 |
1.0349 |
|
0.500 |
1.0339 |
|
0.382 |
1.0329 |
|
LOW |
1.0295 |
|
0.618 |
1.0241 |
|
1.000 |
1.0207 |
|
1.618 |
1.0153 |
|
2.618 |
1.0065 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0365 |
1.0354 |
| PP |
1.0352 |
1.0330 |
| S1 |
1.0339 |
1.0307 |
|