CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0175 |
-0.0090 |
-0.9% |
1.0168 |
| High |
1.0269 |
1.0175 |
-0.0094 |
-0.9% |
1.0231 |
| Low |
1.0172 |
1.0125 |
-0.0047 |
-0.5% |
1.0114 |
| Close |
1.0192 |
1.0157 |
-0.0035 |
-0.3% |
1.0180 |
| Range |
0.0097 |
0.0050 |
-0.0047 |
-48.5% |
0.0117 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
134 |
224 |
90 |
67.2% |
1,149 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0302 |
1.0280 |
1.0185 |
|
| R3 |
1.0252 |
1.0230 |
1.0171 |
|
| R2 |
1.0202 |
1.0202 |
1.0166 |
|
| R1 |
1.0180 |
1.0180 |
1.0162 |
1.0166 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0146 |
| S1 |
1.0130 |
1.0130 |
1.0152 |
1.0116 |
| S2 |
1.0102 |
1.0102 |
1.0148 |
|
| S3 |
1.0052 |
1.0080 |
1.0143 |
|
| S4 |
1.0002 |
1.0030 |
1.0130 |
|
|
| 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 |
1.0283 |
1.0125 |
0.0158 |
1.6% |
0.0068 |
0.7% |
20% |
False |
True |
137 |
| 10 |
1.0283 |
1.0114 |
0.0169 |
1.7% |
0.0064 |
0.6% |
25% |
False |
False |
179 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0076 |
0.7% |
13% |
False |
False |
165 |
| 40 |
1.0454 |
1.0068 |
0.0386 |
3.8% |
0.0056 |
0.6% |
23% |
False |
False |
92 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0043 |
0.4% |
28% |
False |
False |
62 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0032 |
0.3% |
28% |
False |
False |
47 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0026 |
0.3% |
28% |
False |
False |
38 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0021 |
0.2% |
28% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0388 |
|
2.618 |
1.0306 |
|
1.618 |
1.0256 |
|
1.000 |
1.0225 |
|
0.618 |
1.0206 |
|
HIGH |
1.0175 |
|
0.618 |
1.0156 |
|
0.500 |
1.0150 |
|
0.382 |
1.0144 |
|
LOW |
1.0125 |
|
0.618 |
1.0094 |
|
1.000 |
1.0075 |
|
1.618 |
1.0044 |
|
2.618 |
0.9994 |
|
4.250 |
0.9913 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0155 |
1.0204 |
| PP |
1.0152 |
1.0188 |
| S1 |
1.0150 |
1.0173 |
|