CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0219 |
1.0251 |
0.0032 |
0.3% |
1.0242 |
| High |
1.0279 |
1.0258 |
-0.0021 |
-0.2% |
1.0454 |
| Low |
1.0196 |
1.0163 |
-0.0033 |
-0.3% |
1.0230 |
| Close |
1.0265 |
1.0177 |
-0.0088 |
-0.9% |
1.0383 |
| Range |
0.0083 |
0.0095 |
0.0012 |
14.5% |
0.0224 |
| ATR |
0.0067 |
0.0069 |
0.0003 |
3.8% |
0.0000 |
| Volume |
337 |
287 |
-50 |
-14.8% |
505 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0426 |
1.0229 |
|
| R3 |
1.0389 |
1.0331 |
1.0203 |
|
| R2 |
1.0294 |
1.0294 |
1.0194 |
|
| R1 |
1.0236 |
1.0236 |
1.0186 |
1.0218 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0190 |
| S1 |
1.0141 |
1.0141 |
1.0168 |
1.0123 |
| S2 |
1.0104 |
1.0104 |
1.0160 |
|
| S3 |
1.0009 |
1.0046 |
1.0151 |
|
| S4 |
0.9914 |
0.9951 |
1.0125 |
|
|
| 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 |
1.0163 |
0.0291 |
2.9% |
0.0107 |
1.0% |
5% |
False |
True |
180 |
| 10 |
1.0454 |
1.0163 |
0.0291 |
2.9% |
0.0090 |
0.9% |
5% |
False |
True |
139 |
| 20 |
1.0454 |
1.0163 |
0.0291 |
2.9% |
0.0062 |
0.6% |
5% |
False |
True |
85 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0042 |
0.4% |
33% |
False |
False |
44 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0031 |
0.3% |
33% |
False |
False |
30 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0023 |
0.2% |
33% |
False |
False |
23 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0019 |
0.2% |
33% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0662 |
|
2.618 |
1.0507 |
|
1.618 |
1.0412 |
|
1.000 |
1.0353 |
|
0.618 |
1.0317 |
|
HIGH |
1.0258 |
|
0.618 |
1.0222 |
|
0.500 |
1.0211 |
|
0.382 |
1.0199 |
|
LOW |
1.0163 |
|
0.618 |
1.0104 |
|
1.000 |
1.0068 |
|
1.618 |
1.0009 |
|
2.618 |
0.9914 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0281 |
| PP |
1.0199 |
1.0246 |
| S1 |
1.0188 |
1.0212 |
|