CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0362 |
1.0419 |
0.0057 |
0.6% |
1.0282 |
| High |
1.0419 |
1.0454 |
0.0035 |
0.3% |
1.0359 |
| Low |
1.0360 |
1.0390 |
0.0030 |
0.3% |
1.0236 |
| Close |
1.0417 |
1.0427 |
0.0010 |
0.1% |
1.0261 |
| Range |
0.0059 |
0.0064 |
0.0005 |
8.5% |
0.0123 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.7% |
0.0000 |
| Volume |
90 |
55 |
-35 |
-38.9% |
205 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0616 |
1.0585 |
1.0462 |
|
| R3 |
1.0552 |
1.0521 |
1.0445 |
|
| R2 |
1.0488 |
1.0488 |
1.0439 |
|
| R1 |
1.0457 |
1.0457 |
1.0433 |
1.0473 |
| PP |
1.0424 |
1.0424 |
1.0424 |
1.0431 |
| S1 |
1.0393 |
1.0393 |
1.0421 |
1.0409 |
| S2 |
1.0360 |
1.0360 |
1.0415 |
|
| S3 |
1.0296 |
1.0329 |
1.0409 |
|
| S4 |
1.0232 |
1.0265 |
1.0392 |
|
|
| 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 |
1.0454 |
1.0230 |
0.0224 |
2.1% |
0.0068 |
0.7% |
88% |
True |
False |
102 |
| 10 |
1.0454 |
1.0230 |
0.0224 |
2.1% |
0.0055 |
0.5% |
88% |
True |
False |
74 |
| 20 |
1.0454 |
1.0185 |
0.0269 |
2.6% |
0.0044 |
0.4% |
90% |
True |
False |
44 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0033 |
0.3% |
93% |
True |
False |
23 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0023 |
0.2% |
93% |
True |
False |
16 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0017 |
0.2% |
93% |
True |
False |
12 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0014 |
0.1% |
93% |
True |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0726 |
|
2.618 |
1.0622 |
|
1.618 |
1.0558 |
|
1.000 |
1.0518 |
|
0.618 |
1.0494 |
|
HIGH |
1.0454 |
|
0.618 |
1.0430 |
|
0.500 |
1.0422 |
|
0.382 |
1.0414 |
|
LOW |
1.0390 |
|
0.618 |
1.0350 |
|
1.000 |
1.0326 |
|
1.618 |
1.0286 |
|
2.618 |
1.0222 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0410 |
| PP |
1.0424 |
1.0392 |
| S1 |
1.0422 |
1.0375 |
|