CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0419 |
1.0423 |
0.0004 |
0.0% |
1.0242 |
| High |
1.0454 |
1.0431 |
-0.0023 |
-0.2% |
1.0454 |
| Low |
1.0390 |
1.0367 |
-0.0023 |
-0.2% |
1.0230 |
| Close |
1.0427 |
1.0383 |
-0.0044 |
-0.4% |
1.0383 |
| Range |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0224 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
1.6% |
0.0000 |
| Volume |
55 |
53 |
-2 |
-3.6% |
505 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0548 |
1.0418 |
|
| R3 |
1.0522 |
1.0484 |
1.0401 |
|
| R2 |
1.0458 |
1.0458 |
1.0395 |
|
| R1 |
1.0420 |
1.0420 |
1.0389 |
1.0407 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0387 |
| S1 |
1.0356 |
1.0356 |
1.0377 |
1.0343 |
| S2 |
1.0330 |
1.0330 |
1.0371 |
|
| S3 |
1.0266 |
1.0292 |
1.0365 |
|
| S4 |
1.0202 |
1.0228 |
1.0348 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.0929 |
1.0506 |
|
| R3 |
1.0804 |
1.0705 |
1.0445 |
|
| R2 |
1.0580 |
1.0580 |
1.0424 |
|
| R1 |
1.0481 |
1.0481 |
1.0404 |
1.0531 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0380 |
| S1 |
1.0257 |
1.0257 |
1.0362 |
1.0307 |
| S2 |
1.0132 |
1.0132 |
1.0342 |
|
| S3 |
0.9908 |
1.0033 |
1.0321 |
|
| S4 |
0.9684 |
0.9809 |
1.0260 |
|
|
| 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 |
2.2% |
0.0068 |
0.7% |
68% |
False |
False |
101 |
| 10 |
1.0454 |
1.0230 |
0.0224 |
2.2% |
0.0058 |
0.6% |
68% |
False |
False |
71 |
| 20 |
1.0454 |
1.0215 |
0.0239 |
2.3% |
0.0044 |
0.4% |
70% |
False |
False |
46 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0034 |
0.3% |
83% |
False |
False |
24 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0024 |
0.2% |
83% |
False |
False |
17 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0018 |
0.2% |
83% |
False |
False |
13 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0015 |
0.1% |
83% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0599 |
|
1.618 |
1.0535 |
|
1.000 |
1.0495 |
|
0.618 |
1.0471 |
|
HIGH |
1.0431 |
|
0.618 |
1.0407 |
|
0.500 |
1.0399 |
|
0.382 |
1.0391 |
|
LOW |
1.0367 |
|
0.618 |
1.0327 |
|
1.000 |
1.0303 |
|
1.618 |
1.0263 |
|
2.618 |
1.0199 |
|
4.250 |
1.0095 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0399 |
1.0407 |
| PP |
1.0394 |
1.0399 |
| S1 |
1.0388 |
1.0391 |
|