CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0171 |
0.0029 |
0.3% |
1.0395 |
| High |
1.0192 |
1.0231 |
0.0039 |
0.4% |
1.0399 |
| Low |
1.0134 |
1.0171 |
0.0037 |
0.4% |
1.0155 |
| Close |
1.0180 |
1.0192 |
0.0012 |
0.1% |
1.0168 |
| Range |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0244 |
| ATR |
0.0067 |
0.0066 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
287 |
243 |
-44 |
-15.3% |
1,107 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0378 |
1.0345 |
1.0225 |
|
| R3 |
1.0318 |
1.0285 |
1.0209 |
|
| R2 |
1.0258 |
1.0258 |
1.0203 |
|
| R1 |
1.0225 |
1.0225 |
1.0198 |
1.0242 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0206 |
| S1 |
1.0165 |
1.0165 |
1.0187 |
1.0182 |
| S2 |
1.0138 |
1.0138 |
1.0181 |
|
| S3 |
1.0078 |
1.0105 |
1.0176 |
|
| S4 |
1.0018 |
1.0045 |
1.0159 |
|
|
| 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 |
1.0237 |
1.0114 |
0.0123 |
1.2% |
0.0060 |
0.6% |
63% |
False |
False |
220 |
| 10 |
1.0431 |
1.0114 |
0.0317 |
3.1% |
0.0084 |
0.8% |
25% |
False |
False |
210 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0070 |
0.7% |
23% |
False |
False |
142 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0049 |
0.5% |
37% |
False |
False |
75 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0037 |
0.4% |
37% |
False |
False |
51 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0028 |
0.3% |
37% |
False |
False |
38 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0022 |
0.2% |
37% |
False |
False |
31 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0019 |
0.2% |
37% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0486 |
|
2.618 |
1.0388 |
|
1.618 |
1.0328 |
|
1.000 |
1.0291 |
|
0.618 |
1.0268 |
|
HIGH |
1.0231 |
|
0.618 |
1.0208 |
|
0.500 |
1.0201 |
|
0.382 |
1.0194 |
|
LOW |
1.0171 |
|
0.618 |
1.0134 |
|
1.000 |
1.0111 |
|
1.618 |
1.0074 |
|
2.618 |
1.0014 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0186 |
| PP |
1.0198 |
1.0179 |
| S1 |
1.0195 |
1.0173 |
|