CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0158 |
1.0204 |
0.0046 |
0.5% |
1.0168 |
| High |
1.0223 |
1.0207 |
-0.0016 |
-0.2% |
1.0283 |
| Low |
1.0150 |
1.0130 |
-0.0020 |
-0.2% |
1.0125 |
| Close |
1.0217 |
1.0148 |
-0.0069 |
-0.7% |
1.0217 |
| Range |
0.0073 |
0.0077 |
0.0004 |
5.5% |
0.0158 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
1.9% |
0.0000 |
| Volume |
143 |
200 |
57 |
39.9% |
627 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0393 |
1.0347 |
1.0190 |
|
| R3 |
1.0316 |
1.0270 |
1.0169 |
|
| R2 |
1.0239 |
1.0239 |
1.0162 |
|
| R1 |
1.0193 |
1.0193 |
1.0155 |
1.0178 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0154 |
| S1 |
1.0116 |
1.0116 |
1.0141 |
1.0101 |
| S2 |
1.0085 |
1.0085 |
1.0134 |
|
| S3 |
1.0008 |
1.0039 |
1.0127 |
|
| S4 |
0.9931 |
0.9962 |
1.0106 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0608 |
1.0304 |
|
| R3 |
1.0524 |
1.0450 |
1.0260 |
|
| R2 |
1.0366 |
1.0366 |
1.0246 |
|
| R1 |
1.0292 |
1.0292 |
1.0231 |
1.0329 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0227 |
| S1 |
1.0134 |
1.0134 |
1.0203 |
1.0171 |
| S2 |
1.0050 |
1.0050 |
1.0188 |
|
| S3 |
0.9892 |
0.9976 |
1.0174 |
|
| S4 |
0.9734 |
0.9818 |
1.0130 |
|
|
| 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% |
0.0070 |
0.7% |
15% |
False |
False |
154 |
| 10 |
1.0283 |
1.0114 |
0.0169 |
1.7% |
0.0066 |
0.6% |
20% |
False |
False |
166 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.4% |
0.0077 |
0.8% |
10% |
False |
False |
173 |
| 40 |
1.0454 |
1.0076 |
0.0378 |
3.7% |
0.0057 |
0.6% |
19% |
False |
False |
100 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0045 |
0.4% |
26% |
False |
False |
68 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0034 |
0.3% |
26% |
False |
False |
51 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0027 |
0.3% |
26% |
False |
False |
41 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0023 |
0.2% |
26% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0534 |
|
2.618 |
1.0409 |
|
1.618 |
1.0332 |
|
1.000 |
1.0284 |
|
0.618 |
1.0255 |
|
HIGH |
1.0207 |
|
0.618 |
1.0178 |
|
0.500 |
1.0169 |
|
0.382 |
1.0159 |
|
LOW |
1.0130 |
|
0.618 |
1.0082 |
|
1.000 |
1.0053 |
|
1.618 |
1.0005 |
|
2.618 |
0.9928 |
|
4.250 |
0.9803 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0174 |
| PP |
1.0162 |
1.0165 |
| S1 |
1.0155 |
1.0157 |
|