CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 30-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0190 |
1.0169 |
-0.0021 |
-0.2% |
1.0086 |
High |
1.0192 |
1.0197 |
0.0005 |
0.0% |
1.0155 |
Low |
1.0190 |
1.0169 |
-0.0021 |
-0.2% |
1.0060 |
Close |
1.0192 |
1.0197 |
0.0005 |
0.0% |
1.0119 |
Range |
0.0002 |
0.0028 |
0.0026 |
1,300.0% |
0.0095 |
ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0272 |
1.0262 |
1.0212 |
|
R3 |
1.0244 |
1.0234 |
1.0205 |
|
R2 |
1.0216 |
1.0216 |
1.0202 |
|
R1 |
1.0206 |
1.0206 |
1.0200 |
1.0211 |
PP |
1.0188 |
1.0188 |
1.0188 |
1.0190 |
S1 |
1.0178 |
1.0178 |
1.0194 |
1.0183 |
S2 |
1.0160 |
1.0160 |
1.0192 |
|
S3 |
1.0132 |
1.0150 |
1.0189 |
|
S4 |
1.0104 |
1.0122 |
1.0182 |
|
|
Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0396 |
1.0353 |
1.0171 |
|
R3 |
1.0301 |
1.0258 |
1.0145 |
|
R2 |
1.0206 |
1.0206 |
1.0136 |
|
R1 |
1.0163 |
1.0163 |
1.0128 |
1.0185 |
PP |
1.0111 |
1.0111 |
1.0111 |
1.0122 |
S1 |
1.0068 |
1.0068 |
1.0110 |
1.0090 |
S2 |
1.0016 |
1.0016 |
1.0102 |
|
S3 |
0.9921 |
0.9973 |
1.0093 |
|
S4 |
0.9826 |
0.9878 |
1.0067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0197 |
1.0119 |
0.0078 |
0.8% |
0.0011 |
0.1% |
100% |
True |
False |
1 |
10 |
1.0197 |
1.0060 |
0.0137 |
1.3% |
0.0014 |
0.1% |
100% |
True |
False |
1 |
20 |
1.0359 |
1.0060 |
0.0299 |
2.9% |
0.0009 |
0.1% |
46% |
False |
False |
1 |
40 |
1.0359 |
1.0025 |
0.0334 |
3.3% |
0.0006 |
0.1% |
51% |
False |
False |
1 |
60 |
1.0359 |
0.9987 |
0.0372 |
3.6% |
0.0004 |
0.0% |
56% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0316 |
2.618 |
1.0270 |
1.618 |
1.0242 |
1.000 |
1.0225 |
0.618 |
1.0214 |
HIGH |
1.0197 |
0.618 |
1.0186 |
0.500 |
1.0183 |
0.382 |
1.0180 |
LOW |
1.0169 |
0.618 |
1.0152 |
1.000 |
1.0141 |
1.618 |
1.0124 |
2.618 |
1.0096 |
4.250 |
1.0050 |
|
|
Fisher Pivots for day following 30-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0192 |
1.0184 |
PP |
1.0188 |
1.0171 |
S1 |
1.0183 |
1.0158 |
|