CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0319 |
-0.0058 |
-0.6% |
1.0354 |
| High |
1.0383 |
1.0370 |
-0.0013 |
-0.1% |
1.0438 |
| Low |
1.0298 |
1.0294 |
-0.0004 |
0.0% |
1.0298 |
| Close |
1.0331 |
1.0356 |
0.0025 |
0.2% |
1.0331 |
| Range |
0.0085 |
0.0076 |
-0.0009 |
-10.6% |
0.0140 |
| ATR |
0.0067 |
0.0068 |
0.0001 |
0.9% |
0.0000 |
| Volume |
126,381 |
84,598 |
-41,783 |
-33.1% |
456,738 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0538 |
1.0398 |
|
| R3 |
1.0492 |
1.0462 |
1.0377 |
|
| R2 |
1.0416 |
1.0416 |
1.0370 |
|
| R1 |
1.0386 |
1.0386 |
1.0363 |
1.0401 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0348 |
| S1 |
1.0310 |
1.0310 |
1.0349 |
1.0325 |
| S2 |
1.0264 |
1.0264 |
1.0342 |
|
| S3 |
1.0188 |
1.0234 |
1.0335 |
|
| S4 |
1.0112 |
1.0158 |
1.0314 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0693 |
1.0408 |
|
| R3 |
1.0636 |
1.0553 |
1.0370 |
|
| R2 |
1.0496 |
1.0496 |
1.0357 |
|
| R1 |
1.0413 |
1.0413 |
1.0344 |
1.0385 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0341 |
| S1 |
1.0273 |
1.0273 |
1.0318 |
1.0245 |
| S2 |
1.0216 |
1.0216 |
1.0305 |
|
| S3 |
1.0076 |
1.0133 |
1.0293 |
|
| S4 |
0.9936 |
0.9993 |
1.0254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0438 |
1.0294 |
0.0144 |
1.4% |
0.0075 |
0.7% |
43% |
False |
True |
100,771 |
| 10 |
1.0438 |
1.0294 |
0.0144 |
1.4% |
0.0065 |
0.6% |
43% |
False |
True |
85,817 |
| 20 |
1.0438 |
1.0128 |
0.0310 |
3.0% |
0.0066 |
0.6% |
74% |
False |
False |
78,111 |
| 40 |
1.0438 |
1.0038 |
0.0400 |
3.9% |
0.0068 |
0.7% |
80% |
False |
False |
40,675 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0063 |
0.6% |
73% |
False |
False |
27,143 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0053 |
0.5% |
73% |
False |
False |
20,365 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0043 |
0.4% |
73% |
False |
False |
16,295 |
| 120 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0037 |
0.4% |
73% |
False |
False |
13,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0569 |
|
1.618 |
1.0493 |
|
1.000 |
1.0446 |
|
0.618 |
1.0417 |
|
HIGH |
1.0370 |
|
0.618 |
1.0341 |
|
0.500 |
1.0332 |
|
0.382 |
1.0323 |
|
LOW |
1.0294 |
|
0.618 |
1.0247 |
|
1.000 |
1.0218 |
|
1.618 |
1.0171 |
|
2.618 |
1.0095 |
|
4.250 |
0.9971 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0348 |
1.0365 |
| PP |
1.0340 |
1.0362 |
| S1 |
1.0332 |
1.0359 |
|