CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0295 |
1.0362 |
0.0067 |
0.7% |
1.0282 |
| High |
1.0383 |
1.0419 |
0.0036 |
0.3% |
1.0359 |
| Low |
1.0295 |
1.0360 |
0.0065 |
0.6% |
1.0236 |
| Close |
1.0378 |
1.0417 |
0.0039 |
0.4% |
1.0261 |
| Range |
0.0088 |
0.0059 |
-0.0029 |
-33.0% |
0.0123 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.1% |
0.0000 |
| Volume |
187 |
90 |
-97 |
-51.9% |
205 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0555 |
1.0449 |
|
| R3 |
1.0517 |
1.0496 |
1.0433 |
|
| R2 |
1.0458 |
1.0458 |
1.0428 |
|
| R1 |
1.0437 |
1.0437 |
1.0422 |
1.0448 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0404 |
| S1 |
1.0378 |
1.0378 |
1.0412 |
1.0389 |
| S2 |
1.0340 |
1.0340 |
1.0406 |
|
| S3 |
1.0281 |
1.0319 |
1.0401 |
|
| S4 |
1.0222 |
1.0260 |
1.0385 |
|
|
| 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 |
1.0419 |
1.0230 |
0.0189 |
1.8% |
0.0073 |
0.7% |
99% |
True |
False |
98 |
| 10 |
1.0419 |
1.0230 |
0.0189 |
1.8% |
0.0053 |
0.5% |
99% |
True |
False |
70 |
| 20 |
1.0419 |
1.0150 |
0.0269 |
2.6% |
0.0041 |
0.4% |
99% |
True |
False |
41 |
| 40 |
1.0419 |
1.0040 |
0.0379 |
3.6% |
0.0033 |
0.3% |
99% |
True |
False |
22 |
| 60 |
1.0419 |
1.0040 |
0.0379 |
3.6% |
0.0022 |
0.2% |
99% |
True |
False |
15 |
| 80 |
1.0419 |
1.0040 |
0.0379 |
3.6% |
0.0017 |
0.2% |
99% |
True |
False |
11 |
| 100 |
1.0419 |
1.0040 |
0.0379 |
3.6% |
0.0013 |
0.1% |
99% |
True |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0573 |
|
1.618 |
1.0514 |
|
1.000 |
1.0478 |
|
0.618 |
1.0455 |
|
HIGH |
1.0419 |
|
0.618 |
1.0396 |
|
0.500 |
1.0390 |
|
0.382 |
1.0383 |
|
LOW |
1.0360 |
|
0.618 |
1.0324 |
|
1.000 |
1.0301 |
|
1.618 |
1.0265 |
|
2.618 |
1.0206 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0386 |
| PP |
1.0399 |
1.0355 |
| S1 |
1.0390 |
1.0325 |
|