CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0171 |
1.0204 |
0.0033 |
0.3% |
1.0168 |
| High |
1.0231 |
1.0218 |
-0.0013 |
-0.1% |
1.0231 |
| Low |
1.0171 |
1.0165 |
-0.0006 |
-0.1% |
1.0114 |
| Close |
1.0192 |
1.0180 |
-0.0012 |
-0.1% |
1.0180 |
| Range |
0.0060 |
0.0053 |
-0.0007 |
-11.7% |
0.0117 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
243 |
205 |
-38 |
-15.6% |
1,149 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0316 |
1.0209 |
|
| R3 |
1.0294 |
1.0263 |
1.0195 |
|
| R2 |
1.0241 |
1.0241 |
1.0190 |
|
| R1 |
1.0210 |
1.0210 |
1.0185 |
1.0199 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0182 |
| S1 |
1.0157 |
1.0157 |
1.0175 |
1.0146 |
| S2 |
1.0135 |
1.0135 |
1.0170 |
|
| S3 |
1.0082 |
1.0104 |
1.0165 |
|
| S4 |
1.0029 |
1.0051 |
1.0151 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0470 |
1.0244 |
|
| R3 |
1.0409 |
1.0353 |
1.0212 |
|
| R2 |
1.0292 |
1.0292 |
1.0201 |
|
| R1 |
1.0236 |
1.0236 |
1.0191 |
1.0264 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0189 |
| S1 |
1.0119 |
1.0119 |
1.0169 |
1.0147 |
| S2 |
1.0058 |
1.0058 |
1.0159 |
|
| S3 |
0.9941 |
1.0002 |
1.0148 |
|
| S4 |
0.9824 |
0.9885 |
1.0116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0231 |
1.0114 |
0.0117 |
1.1% |
0.0056 |
0.6% |
56% |
False |
False |
229 |
| 10 |
1.0399 |
1.0114 |
0.0285 |
2.8% |
0.0083 |
0.8% |
23% |
False |
False |
225 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0070 |
0.7% |
19% |
False |
False |
148 |
| 40 |
1.0454 |
1.0050 |
0.0404 |
4.0% |
0.0050 |
0.5% |
32% |
False |
False |
81 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0038 |
0.4% |
34% |
False |
False |
54 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0029 |
0.3% |
34% |
False |
False |
41 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0023 |
0.2% |
34% |
False |
False |
33 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0019 |
0.2% |
34% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0443 |
|
2.618 |
1.0357 |
|
1.618 |
1.0304 |
|
1.000 |
1.0271 |
|
0.618 |
1.0251 |
|
HIGH |
1.0218 |
|
0.618 |
1.0198 |
|
0.500 |
1.0192 |
|
0.382 |
1.0185 |
|
LOW |
1.0165 |
|
0.618 |
1.0132 |
|
1.000 |
1.0112 |
|
1.618 |
1.0079 |
|
2.618 |
1.0026 |
|
4.250 |
0.9940 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0192 |
1.0183 |
| PP |
1.0188 |
1.0182 |
| S1 |
1.0184 |
1.0181 |
|