CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0077 |
-0.0075 |
-0.7% |
1.0168 |
| High |
1.0152 |
1.0118 |
-0.0034 |
-0.3% |
1.0283 |
| Low |
1.0066 |
1.0070 |
0.0004 |
0.0% |
1.0125 |
| Close |
1.0094 |
1.0083 |
-0.0011 |
-0.1% |
1.0217 |
| Range |
0.0086 |
0.0048 |
-0.0038 |
-44.2% |
0.0158 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
390 |
2,166 |
1,776 |
455.4% |
627 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0234 |
1.0207 |
1.0109 |
|
| R3 |
1.0186 |
1.0159 |
1.0096 |
|
| R2 |
1.0138 |
1.0138 |
1.0092 |
|
| R1 |
1.0111 |
1.0111 |
1.0087 |
1.0125 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0097 |
| S1 |
1.0063 |
1.0063 |
1.0079 |
1.0077 |
| S2 |
1.0042 |
1.0042 |
1.0074 |
|
| S3 |
0.9994 |
1.0015 |
1.0070 |
|
| S4 |
0.9946 |
0.9967 |
1.0057 |
|
|
| 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 |
1.0223 |
1.0066 |
0.0157 |
1.6% |
0.0067 |
0.7% |
11% |
False |
False |
624 |
| 10 |
1.0283 |
1.0066 |
0.0217 |
2.2% |
0.0068 |
0.7% |
8% |
False |
False |
383 |
| 20 |
1.0454 |
1.0066 |
0.0388 |
3.8% |
0.0076 |
0.8% |
4% |
False |
False |
287 |
| 40 |
1.0454 |
1.0066 |
0.0388 |
3.8% |
0.0059 |
0.6% |
4% |
False |
False |
164 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0047 |
0.5% |
10% |
False |
False |
110 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0036 |
0.4% |
10% |
False |
False |
83 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0029 |
0.3% |
10% |
False |
False |
67 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0024 |
0.2% |
10% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0322 |
|
2.618 |
1.0244 |
|
1.618 |
1.0196 |
|
1.000 |
1.0166 |
|
0.618 |
1.0148 |
|
HIGH |
1.0118 |
|
0.618 |
1.0100 |
|
0.500 |
1.0094 |
|
0.382 |
1.0088 |
|
LOW |
1.0070 |
|
0.618 |
1.0040 |
|
1.000 |
1.0022 |
|
1.618 |
0.9992 |
|
2.618 |
0.9944 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0137 |
| PP |
1.0090 |
1.0119 |
| S1 |
1.0087 |
1.0101 |
|