CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 25-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0119 |
1.0155 |
0.0036 |
0.4% |
1.0137 |
High |
1.0119 |
1.0155 |
0.0036 |
0.4% |
1.0199 |
Low |
1.0119 |
1.0130 |
0.0011 |
0.1% |
1.0104 |
Close |
1.0119 |
1.0130 |
0.0011 |
0.1% |
1.0104 |
Range |
0.0000 |
0.0025 |
0.0025 |
|
0.0095 |
ATR |
0.0042 |
0.0041 |
0.0000 |
-1.0% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0213 |
1.0197 |
1.0144 |
|
R3 |
1.0188 |
1.0172 |
1.0137 |
|
R2 |
1.0163 |
1.0163 |
1.0135 |
|
R1 |
1.0147 |
1.0147 |
1.0132 |
1.0143 |
PP |
1.0138 |
1.0138 |
1.0138 |
1.0136 |
S1 |
1.0122 |
1.0122 |
1.0128 |
1.0118 |
S2 |
1.0113 |
1.0113 |
1.0125 |
|
S3 |
1.0088 |
1.0097 |
1.0123 |
|
S4 |
1.0063 |
1.0072 |
1.0116 |
|
|
Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0421 |
1.0357 |
1.0156 |
|
R3 |
1.0326 |
1.0262 |
1.0130 |
|
R2 |
1.0231 |
1.0231 |
1.0121 |
|
R1 |
1.0167 |
1.0167 |
1.0113 |
1.0152 |
PP |
1.0136 |
1.0136 |
1.0136 |
1.0128 |
S1 |
1.0072 |
1.0072 |
1.0095 |
1.0057 |
S2 |
1.0041 |
1.0041 |
1.0087 |
|
S3 |
0.9946 |
0.9977 |
1.0078 |
|
S4 |
0.9851 |
0.9882 |
1.0052 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0155 |
1.0060 |
0.0095 |
0.9% |
0.0020 |
0.2% |
74% |
True |
False |
2 |
10 |
1.0330 |
1.0060 |
0.0270 |
2.7% |
0.0012 |
0.1% |
26% |
False |
False |
1 |
20 |
1.0359 |
1.0060 |
0.0299 |
3.0% |
0.0008 |
0.1% |
23% |
False |
False |
1 |
40 |
1.0359 |
0.9987 |
0.0372 |
3.7% |
0.0005 |
0.0% |
38% |
False |
False |
1 |
60 |
1.0359 |
0.9987 |
0.0372 |
3.7% |
0.0003 |
0.0% |
38% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0261 |
2.618 |
1.0220 |
1.618 |
1.0195 |
1.000 |
1.0180 |
0.618 |
1.0170 |
HIGH |
1.0155 |
0.618 |
1.0145 |
0.500 |
1.0143 |
0.382 |
1.0140 |
LOW |
1.0130 |
0.618 |
1.0115 |
1.000 |
1.0105 |
1.618 |
1.0090 |
2.618 |
1.0065 |
4.250 |
1.0024 |
|
|
Fisher Pivots for day following 25-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0143 |
1.0123 |
PP |
1.0138 |
1.0115 |
S1 |
1.0134 |
1.0108 |
|