CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0182 |
1.0090 |
-0.0092 |
-0.9% |
1.0190 |
High |
1.0192 |
1.0090 |
-0.0102 |
-1.0% |
1.0197 |
Low |
1.0156 |
1.0088 |
-0.0068 |
-0.7% |
1.0097 |
Close |
1.0156 |
1.0088 |
-0.0068 |
-0.7% |
1.0156 |
Range |
0.0036 |
0.0002 |
-0.0034 |
-94.4% |
0.0100 |
ATR |
0.0047 |
0.0049 |
0.0001 |
3.1% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
11 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0095 |
1.0093 |
1.0089 |
|
R3 |
1.0093 |
1.0091 |
1.0089 |
|
R2 |
1.0091 |
1.0091 |
1.0088 |
|
R1 |
1.0089 |
1.0089 |
1.0088 |
1.0089 |
PP |
1.0089 |
1.0089 |
1.0089 |
1.0089 |
S1 |
1.0087 |
1.0087 |
1.0088 |
1.0087 |
S2 |
1.0087 |
1.0087 |
1.0088 |
|
S3 |
1.0085 |
1.0085 |
1.0087 |
|
S4 |
1.0083 |
1.0083 |
1.0087 |
|
|
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 |
1.0088 |
0.0109 |
1.1% |
0.0024 |
0.2% |
0% |
False |
True |
2 |
10 |
1.0197 |
1.0060 |
0.0137 |
1.4% |
0.0020 |
0.2% |
20% |
False |
False |
2 |
20 |
1.0359 |
1.0060 |
0.0299 |
3.0% |
0.0014 |
0.1% |
9% |
False |
False |
1 |
40 |
1.0359 |
1.0059 |
0.0300 |
3.0% |
0.0007 |
0.1% |
10% |
False |
False |
1 |
60 |
1.0359 |
0.9987 |
0.0372 |
3.7% |
0.0005 |
0.1% |
27% |
False |
False |
3 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0099 |
2.618 |
1.0095 |
1.618 |
1.0093 |
1.000 |
1.0092 |
0.618 |
1.0091 |
HIGH |
1.0090 |
0.618 |
1.0089 |
0.500 |
1.0089 |
0.382 |
1.0089 |
LOW |
1.0088 |
0.618 |
1.0087 |
1.000 |
1.0086 |
1.618 |
1.0085 |
2.618 |
1.0083 |
4.250 |
1.0080 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0089 |
1.0140 |
PP |
1.0089 |
1.0123 |
S1 |
1.0088 |
1.0105 |
|