CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0204 |
1.0152 |
-0.0052 |
-0.5% |
1.0168 |
| High |
1.0207 |
1.0152 |
-0.0055 |
-0.5% |
1.0283 |
| Low |
1.0130 |
1.0066 |
-0.0064 |
-0.6% |
1.0125 |
| Close |
1.0148 |
1.0094 |
-0.0054 |
-0.5% |
1.0217 |
| Range |
0.0077 |
0.0086 |
0.0009 |
11.7% |
0.0158 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.7% |
0.0000 |
| Volume |
200 |
390 |
190 |
95.0% |
627 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0314 |
1.0141 |
|
| R3 |
1.0276 |
1.0228 |
1.0118 |
|
| R2 |
1.0190 |
1.0190 |
1.0110 |
|
| R1 |
1.0142 |
1.0142 |
1.0102 |
1.0123 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0095 |
| S1 |
1.0056 |
1.0056 |
1.0086 |
1.0037 |
| S2 |
1.0018 |
1.0018 |
1.0078 |
|
| S3 |
0.9932 |
0.9970 |
1.0070 |
|
| S4 |
0.9846 |
0.9884 |
1.0047 |
|
|
| 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 |
1.0269 |
1.0066 |
0.0203 |
2.0% |
0.0077 |
0.8% |
14% |
False |
True |
218 |
| 10 |
1.0283 |
1.0066 |
0.0217 |
2.1% |
0.0069 |
0.7% |
13% |
False |
True |
195 |
| 20 |
1.0454 |
1.0066 |
0.0388 |
3.8% |
0.0077 |
0.8% |
7% |
False |
True |
183 |
| 40 |
1.0454 |
1.0066 |
0.0388 |
3.8% |
0.0058 |
0.6% |
7% |
False |
True |
110 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0046 |
0.5% |
13% |
False |
False |
74 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0035 |
0.3% |
13% |
False |
False |
56 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0028 |
0.3% |
13% |
False |
False |
45 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0023 |
0.2% |
13% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0518 |
|
2.618 |
1.0377 |
|
1.618 |
1.0291 |
|
1.000 |
1.0238 |
|
0.618 |
1.0205 |
|
HIGH |
1.0152 |
|
0.618 |
1.0119 |
|
0.500 |
1.0109 |
|
0.382 |
1.0099 |
|
LOW |
1.0066 |
|
0.618 |
1.0013 |
|
1.000 |
0.9980 |
|
1.618 |
0.9927 |
|
2.618 |
0.9841 |
|
4.250 |
0.9701 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0145 |
| PP |
1.0104 |
1.0128 |
| S1 |
1.0099 |
1.0111 |
|