CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0168 |
-0.0013 |
-0.1% |
1.0395 |
| High |
1.0237 |
1.0190 |
-0.0047 |
-0.5% |
1.0399 |
| Low |
1.0165 |
1.0130 |
-0.0035 |
-0.3% |
1.0155 |
| Close |
1.0168 |
1.0158 |
-0.0010 |
-0.1% |
1.0168 |
| Range |
0.0072 |
0.0060 |
-0.0012 |
-16.7% |
0.0244 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
157 |
311 |
154 |
98.1% |
1,107 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0309 |
1.0191 |
|
| R3 |
1.0279 |
1.0249 |
1.0175 |
|
| R2 |
1.0219 |
1.0219 |
1.0169 |
|
| R1 |
1.0189 |
1.0189 |
1.0164 |
1.0174 |
| PP |
1.0159 |
1.0159 |
1.0159 |
1.0152 |
| S1 |
1.0129 |
1.0129 |
1.0153 |
1.0114 |
| S2 |
1.0099 |
1.0099 |
1.0147 |
|
| S3 |
1.0039 |
1.0069 |
1.0142 |
|
| S4 |
0.9979 |
1.0009 |
1.0125 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0814 |
1.0302 |
|
| R3 |
1.0729 |
1.0570 |
1.0235 |
|
| R2 |
1.0485 |
1.0485 |
1.0213 |
|
| R1 |
1.0326 |
1.0326 |
1.0190 |
1.0284 |
| PP |
1.0241 |
1.0241 |
1.0241 |
1.0219 |
| S1 |
1.0082 |
1.0082 |
1.0146 |
1.0040 |
| S2 |
0.9997 |
0.9997 |
1.0123 |
|
| S3 |
0.9753 |
0.9838 |
1.0101 |
|
| S4 |
0.9509 |
0.9594 |
1.0034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0279 |
1.0130 |
0.0149 |
1.5% |
0.0075 |
0.7% |
19% |
False |
True |
249 |
| 10 |
1.0454 |
1.0130 |
0.0324 |
3.2% |
0.0088 |
0.9% |
9% |
False |
True |
180 |
| 20 |
1.0454 |
1.0130 |
0.0324 |
3.2% |
0.0066 |
0.7% |
9% |
False |
True |
113 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0046 |
0.4% |
29% |
False |
False |
60 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0034 |
0.3% |
29% |
False |
False |
40 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0026 |
0.3% |
29% |
False |
False |
30 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0021 |
0.2% |
29% |
False |
False |
24 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0017 |
0.2% |
29% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0445 |
|
2.618 |
1.0347 |
|
1.618 |
1.0287 |
|
1.000 |
1.0250 |
|
0.618 |
1.0227 |
|
HIGH |
1.0190 |
|
0.618 |
1.0167 |
|
0.500 |
1.0160 |
|
0.382 |
1.0153 |
|
LOW |
1.0130 |
|
0.618 |
1.0093 |
|
1.000 |
1.0070 |
|
1.618 |
1.0033 |
|
2.618 |
0.9973 |
|
4.250 |
0.9875 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0160 |
1.0184 |
| PP |
1.0159 |
1.0175 |
| S1 |
1.0159 |
1.0167 |
|