CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0188 |
-0.0063 |
-0.6% |
1.0242 |
| High |
1.0258 |
1.0222 |
-0.0036 |
-0.4% |
1.0454 |
| Low |
1.0163 |
1.0155 |
-0.0008 |
-0.1% |
1.0230 |
| Close |
1.0177 |
1.0170 |
-0.0007 |
-0.1% |
1.0383 |
| Range |
0.0095 |
0.0067 |
-0.0028 |
-29.5% |
0.0224 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
287 |
157 |
-130 |
-45.3% |
505 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0344 |
1.0207 |
|
| R3 |
1.0316 |
1.0277 |
1.0188 |
|
| R2 |
1.0249 |
1.0249 |
1.0182 |
|
| R1 |
1.0210 |
1.0210 |
1.0176 |
1.0196 |
| PP |
1.0182 |
1.0182 |
1.0182 |
1.0176 |
| S1 |
1.0143 |
1.0143 |
1.0164 |
1.0129 |
| S2 |
1.0115 |
1.0115 |
1.0158 |
|
| S3 |
1.0048 |
1.0076 |
1.0152 |
|
| S4 |
0.9981 |
1.0009 |
1.0133 |
|
|
| 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 |
1.0431 |
1.0155 |
0.0276 |
2.7% |
0.0107 |
1.1% |
5% |
False |
True |
200 |
| 10 |
1.0454 |
1.0155 |
0.0299 |
2.9% |
0.0088 |
0.9% |
5% |
False |
True |
151 |
| 20 |
1.0454 |
1.0155 |
0.0299 |
2.9% |
0.0064 |
0.6% |
5% |
False |
True |
93 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0043 |
0.4% |
31% |
False |
False |
48 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0032 |
0.3% |
31% |
False |
False |
33 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0024 |
0.2% |
31% |
False |
False |
25 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0019 |
0.2% |
31% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0507 |
|
2.618 |
1.0397 |
|
1.618 |
1.0330 |
|
1.000 |
1.0289 |
|
0.618 |
1.0263 |
|
HIGH |
1.0222 |
|
0.618 |
1.0196 |
|
0.500 |
1.0189 |
|
0.382 |
1.0181 |
|
LOW |
1.0155 |
|
0.618 |
1.0114 |
|
1.000 |
1.0088 |
|
1.618 |
1.0047 |
|
2.618 |
0.9980 |
|
4.250 |
0.9870 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0189 |
1.0217 |
| PP |
1.0182 |
1.0201 |
| S1 |
1.0176 |
1.0186 |
|