CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 01-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0169 |
1.0150 |
-0.0019 |
-0.2% |
1.0086 |
High |
1.0197 |
1.0150 |
-0.0047 |
-0.5% |
1.0155 |
Low |
1.0169 |
1.0102 |
-0.0067 |
-0.7% |
1.0060 |
Close |
1.0197 |
1.0131 |
-0.0066 |
-0.6% |
1.0119 |
Range |
0.0028 |
0.0048 |
0.0020 |
71.4% |
0.0095 |
ATR |
0.0041 |
0.0045 |
0.0004 |
9.6% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
11 |
|
Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0272 |
1.0249 |
1.0157 |
|
R3 |
1.0224 |
1.0201 |
1.0144 |
|
R2 |
1.0176 |
1.0176 |
1.0140 |
|
R1 |
1.0153 |
1.0153 |
1.0135 |
1.0141 |
PP |
1.0128 |
1.0128 |
1.0128 |
1.0121 |
S1 |
1.0105 |
1.0105 |
1.0127 |
1.0093 |
S2 |
1.0080 |
1.0080 |
1.0122 |
|
S3 |
1.0032 |
1.0057 |
1.0118 |
|
S4 |
0.9984 |
1.0009 |
1.0105 |
|
|
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 |
1.0102 |
0.0095 |
0.9% |
0.0021 |
0.2% |
31% |
False |
True |
1 |
10 |
1.0197 |
1.0060 |
0.0137 |
1.4% |
0.0018 |
0.2% |
52% |
False |
False |
1 |
20 |
1.0359 |
1.0060 |
0.0299 |
3.0% |
0.0012 |
0.1% |
24% |
False |
False |
1 |
40 |
1.0359 |
1.0025 |
0.0334 |
3.3% |
0.0007 |
0.1% |
32% |
False |
False |
1 |
60 |
1.0359 |
0.9987 |
0.0372 |
3.7% |
0.0005 |
0.0% |
39% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0354 |
2.618 |
1.0276 |
1.618 |
1.0228 |
1.000 |
1.0198 |
0.618 |
1.0180 |
HIGH |
1.0150 |
0.618 |
1.0132 |
0.500 |
1.0126 |
0.382 |
1.0120 |
LOW |
1.0102 |
0.618 |
1.0072 |
1.000 |
1.0054 |
1.618 |
1.0024 |
2.618 |
0.9976 |
4.250 |
0.9898 |
|
|
Fisher Pivots for day following 01-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0129 |
1.0150 |
PP |
1.0128 |
1.0143 |
S1 |
1.0126 |
1.0137 |
|