CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0204 |
1.0168 |
-0.0036 |
-0.4% |
1.0168 |
| High |
1.0218 |
1.0254 |
0.0036 |
0.4% |
1.0231 |
| Low |
1.0165 |
1.0168 |
0.0003 |
0.0% |
1.0114 |
| Close |
1.0180 |
1.0254 |
0.0074 |
0.7% |
1.0180 |
| Range |
0.0053 |
0.0086 |
0.0033 |
62.3% |
0.0117 |
| ATR |
0.0065 |
0.0067 |
0.0001 |
2.3% |
0.0000 |
| Volume |
205 |
54 |
-151 |
-73.7% |
1,149 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0483 |
1.0455 |
1.0301 |
|
| R3 |
1.0397 |
1.0369 |
1.0278 |
|
| R2 |
1.0311 |
1.0311 |
1.0270 |
|
| R1 |
1.0283 |
1.0283 |
1.0262 |
1.0297 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0233 |
| S1 |
1.0197 |
1.0197 |
1.0246 |
1.0211 |
| S2 |
1.0139 |
1.0139 |
1.0238 |
|
| S3 |
1.0053 |
1.0111 |
1.0230 |
|
| S4 |
0.9967 |
1.0025 |
1.0207 |
|
|
| 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 |
1.0254 |
1.0114 |
0.0140 |
1.4% |
0.0061 |
0.6% |
100% |
True |
False |
178 |
| 10 |
1.0279 |
1.0114 |
0.0165 |
1.6% |
0.0068 |
0.7% |
85% |
False |
False |
214 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0074 |
0.7% |
41% |
False |
False |
148 |
| 40 |
1.0454 |
1.0053 |
0.0401 |
3.9% |
0.0052 |
0.5% |
50% |
False |
False |
82 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0039 |
0.4% |
52% |
False |
False |
55 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0030 |
0.3% |
52% |
False |
False |
41 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0024 |
0.2% |
52% |
False |
False |
33 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0020 |
0.2% |
52% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0479 |
|
1.618 |
1.0393 |
|
1.000 |
1.0340 |
|
0.618 |
1.0307 |
|
HIGH |
1.0254 |
|
0.618 |
1.0221 |
|
0.500 |
1.0211 |
|
0.382 |
1.0201 |
|
LOW |
1.0168 |
|
0.618 |
1.0115 |
|
1.000 |
1.0082 |
|
1.618 |
1.0029 |
|
2.618 |
0.9943 |
|
4.250 |
0.9803 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0240 |
1.0239 |
| PP |
1.0225 |
1.0224 |
| S1 |
1.0211 |
1.0210 |
|