CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0359 |
1.0433 |
0.0074 |
0.7% |
1.0354 |
| High |
1.0455 |
1.0499 |
0.0044 |
0.4% |
1.0438 |
| Low |
1.0351 |
1.0421 |
0.0070 |
0.7% |
1.0298 |
| Close |
1.0449 |
1.0489 |
0.0040 |
0.4% |
1.0331 |
| Range |
0.0104 |
0.0078 |
-0.0026 |
-25.0% |
0.0140 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
0.8% |
0.0000 |
| Volume |
115,019 |
105,975 |
-9,044 |
-7.9% |
456,738 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0674 |
1.0532 |
|
| R3 |
1.0626 |
1.0596 |
1.0510 |
|
| R2 |
1.0548 |
1.0548 |
1.0503 |
|
| R1 |
1.0518 |
1.0518 |
1.0496 |
1.0533 |
| PP |
1.0470 |
1.0470 |
1.0470 |
1.0477 |
| S1 |
1.0440 |
1.0440 |
1.0482 |
1.0455 |
| S2 |
1.0392 |
1.0392 |
1.0475 |
|
| S3 |
1.0314 |
1.0362 |
1.0468 |
|
| S4 |
1.0236 |
1.0284 |
1.0446 |
|
|
| 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 |
1.0499 |
1.0294 |
0.0205 |
2.0% |
0.0090 |
0.9% |
95% |
True |
False |
113,404 |
| 10 |
1.0499 |
1.0294 |
0.0205 |
2.0% |
0.0073 |
0.7% |
95% |
True |
False |
93,422 |
| 20 |
1.0499 |
1.0207 |
0.0292 |
2.8% |
0.0068 |
0.6% |
97% |
True |
False |
84,710 |
| 40 |
1.0499 |
1.0038 |
0.0461 |
4.4% |
0.0069 |
0.7% |
98% |
True |
False |
46,185 |
| 60 |
1.0499 |
1.0038 |
0.0461 |
4.4% |
0.0064 |
0.6% |
98% |
True |
False |
30,823 |
| 80 |
1.0499 |
1.0038 |
0.0461 |
4.4% |
0.0055 |
0.5% |
98% |
True |
False |
23,127 |
| 100 |
1.0499 |
1.0038 |
0.0461 |
4.4% |
0.0045 |
0.4% |
98% |
True |
False |
18,505 |
| 120 |
1.0499 |
1.0038 |
0.0461 |
4.4% |
0.0038 |
0.4% |
98% |
True |
False |
15,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0831 |
|
2.618 |
1.0703 |
|
1.618 |
1.0625 |
|
1.000 |
1.0577 |
|
0.618 |
1.0547 |
|
HIGH |
1.0499 |
|
0.618 |
1.0469 |
|
0.500 |
1.0460 |
|
0.382 |
1.0451 |
|
LOW |
1.0421 |
|
0.618 |
1.0373 |
|
1.000 |
1.0343 |
|
1.618 |
1.0295 |
|
2.618 |
1.0217 |
|
4.250 |
1.0090 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0479 |
1.0458 |
| PP |
1.0470 |
1.0427 |
| S1 |
1.0460 |
1.0397 |
|