CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0395 |
-0.0028 |
-0.3% |
1.0242 |
| High |
1.0431 |
1.0399 |
-0.0032 |
-0.3% |
1.0454 |
| Low |
1.0367 |
1.0171 |
-0.0196 |
-1.9% |
1.0230 |
| Close |
1.0383 |
1.0203 |
-0.0180 |
-1.7% |
1.0383 |
| Range |
0.0064 |
0.0228 |
0.0164 |
256.3% |
0.0224 |
| ATR |
0.0053 |
0.0066 |
0.0012 |
23.5% |
0.0000 |
| Volume |
53 |
169 |
116 |
218.9% |
505 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0942 |
1.0800 |
1.0328 |
|
| R3 |
1.0714 |
1.0572 |
1.0266 |
|
| R2 |
1.0486 |
1.0486 |
1.0245 |
|
| R1 |
1.0344 |
1.0344 |
1.0224 |
1.0301 |
| PP |
1.0258 |
1.0258 |
1.0258 |
1.0236 |
| S1 |
1.0116 |
1.0116 |
1.0182 |
1.0073 |
| S2 |
1.0030 |
1.0030 |
1.0161 |
|
| S3 |
0.9802 |
0.9888 |
1.0140 |
|
| S4 |
0.9574 |
0.9660 |
1.0078 |
|
|
| 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 |
1.0171 |
0.0283 |
2.8% |
0.0101 |
1.0% |
11% |
False |
True |
110 |
| 10 |
1.0454 |
1.0171 |
0.0283 |
2.8% |
0.0079 |
0.8% |
11% |
False |
True |
82 |
| 20 |
1.0454 |
1.0171 |
0.0283 |
2.8% |
0.0055 |
0.5% |
11% |
False |
True |
54 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0039 |
0.4% |
39% |
False |
False |
29 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0028 |
0.3% |
39% |
False |
False |
20 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0021 |
0.2% |
39% |
False |
False |
15 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0017 |
0.2% |
39% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1368 |
|
2.618 |
1.0996 |
|
1.618 |
1.0768 |
|
1.000 |
1.0627 |
|
0.618 |
1.0540 |
|
HIGH |
1.0399 |
|
0.618 |
1.0312 |
|
0.500 |
1.0285 |
|
0.382 |
1.0258 |
|
LOW |
1.0171 |
|
0.618 |
1.0030 |
|
1.000 |
0.9943 |
|
1.618 |
0.9802 |
|
2.618 |
0.9574 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0285 |
1.0313 |
| PP |
1.0258 |
1.0276 |
| S1 |
1.0230 |
1.0240 |
|