CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 03-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0105 |
1.0182 |
0.0077 |
0.8% |
1.0190 |
High |
1.0105 |
1.0192 |
0.0087 |
0.9% |
1.0197 |
Low |
1.0097 |
1.0156 |
0.0059 |
0.6% |
1.0097 |
Close |
1.0097 |
1.0156 |
0.0059 |
0.6% |
1.0156 |
Range |
0.0008 |
0.0036 |
0.0028 |
350.0% |
0.0100 |
ATR |
0.0044 |
0.0047 |
0.0004 |
8.4% |
0.0000 |
Volume |
6 |
1 |
-5 |
-83.3% |
11 |
|
Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0276 |
1.0252 |
1.0176 |
|
R3 |
1.0240 |
1.0216 |
1.0166 |
|
R2 |
1.0204 |
1.0204 |
1.0163 |
|
R1 |
1.0180 |
1.0180 |
1.0159 |
1.0174 |
PP |
1.0168 |
1.0168 |
1.0168 |
1.0165 |
S1 |
1.0144 |
1.0144 |
1.0153 |
1.0138 |
S2 |
1.0132 |
1.0132 |
1.0149 |
|
S3 |
1.0096 |
1.0108 |
1.0146 |
|
S4 |
1.0060 |
1.0072 |
1.0136 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0450 |
1.0403 |
1.0211 |
|
R3 |
1.0350 |
1.0303 |
1.0184 |
|
R2 |
1.0250 |
1.0250 |
1.0174 |
|
R1 |
1.0203 |
1.0203 |
1.0165 |
1.0177 |
PP |
1.0150 |
1.0150 |
1.0150 |
1.0137 |
S1 |
1.0103 |
1.0103 |
1.0147 |
1.0077 |
S2 |
1.0050 |
1.0050 |
1.0138 |
|
S3 |
0.9950 |
1.0003 |
1.0129 |
|
S4 |
0.9850 |
0.9903 |
1.0101 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0197 |
1.0097 |
0.0100 |
1.0% |
0.0024 |
0.2% |
59% |
False |
False |
2 |
10 |
1.0197 |
1.0060 |
0.0137 |
1.3% |
0.0021 |
0.2% |
70% |
False |
False |
2 |
20 |
1.0359 |
1.0060 |
0.0299 |
2.9% |
0.0013 |
0.1% |
32% |
False |
False |
1 |
40 |
1.0359 |
1.0025 |
0.0334 |
3.3% |
0.0007 |
0.1% |
39% |
False |
False |
1 |
60 |
1.0359 |
0.9987 |
0.0372 |
3.7% |
0.0005 |
0.1% |
45% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0345 |
2.618 |
1.0286 |
1.618 |
1.0250 |
1.000 |
1.0228 |
0.618 |
1.0214 |
HIGH |
1.0192 |
0.618 |
1.0178 |
0.500 |
1.0174 |
0.382 |
1.0170 |
LOW |
1.0156 |
0.618 |
1.0134 |
1.000 |
1.0120 |
1.618 |
1.0098 |
2.618 |
1.0062 |
4.250 |
1.0003 |
|
|
Fisher Pivots for day following 03-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0174 |
1.0152 |
PP |
1.0168 |
1.0148 |
S1 |
1.0162 |
1.0145 |
|