CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0490 |
0.0001 |
0.0% |
1.0319 |
| High |
1.0531 |
1.0510 |
-0.0021 |
-0.2% |
1.0531 |
| Low |
1.0448 |
1.0428 |
-0.0020 |
-0.2% |
1.0294 |
| Close |
1.0499 |
1.0453 |
-0.0046 |
-0.4% |
1.0453 |
| Range |
0.0083 |
0.0082 |
-0.0001 |
-1.2% |
0.0237 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.0% |
0.0000 |
| Volume |
98,883 |
90,808 |
-8,075 |
-8.2% |
495,283 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0710 |
1.0663 |
1.0498 |
|
| R3 |
1.0628 |
1.0581 |
1.0476 |
|
| R2 |
1.0546 |
1.0546 |
1.0468 |
|
| R1 |
1.0499 |
1.0499 |
1.0461 |
1.0482 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0455 |
| S1 |
1.0417 |
1.0417 |
1.0445 |
1.0400 |
| S2 |
1.0382 |
1.0382 |
1.0438 |
|
| S3 |
1.0300 |
1.0335 |
1.0430 |
|
| S4 |
1.0218 |
1.0253 |
1.0408 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1137 |
1.1032 |
1.0583 |
|
| R3 |
1.0900 |
1.0795 |
1.0518 |
|
| R2 |
1.0663 |
1.0663 |
1.0496 |
|
| R1 |
1.0558 |
1.0558 |
1.0475 |
1.0611 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0452 |
| S1 |
1.0321 |
1.0321 |
1.0431 |
1.0374 |
| S2 |
1.0189 |
1.0189 |
1.0410 |
|
| S3 |
0.9952 |
1.0084 |
1.0388 |
|
| S4 |
0.9715 |
0.9847 |
1.0323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0531 |
1.0294 |
0.0237 |
2.3% |
0.0085 |
0.8% |
67% |
False |
False |
99,056 |
| 10 |
1.0531 |
1.0294 |
0.0237 |
2.3% |
0.0077 |
0.7% |
67% |
False |
False |
95,202 |
| 20 |
1.0531 |
1.0273 |
0.0258 |
2.5% |
0.0068 |
0.6% |
70% |
False |
False |
88,860 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0070 |
0.7% |
84% |
False |
False |
50,917 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0066 |
0.6% |
84% |
False |
False |
33,984 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0057 |
0.5% |
84% |
False |
False |
25,498 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0047 |
0.4% |
84% |
False |
False |
20,401 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.7% |
0.0040 |
0.4% |
84% |
False |
False |
17,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0859 |
|
2.618 |
1.0725 |
|
1.618 |
1.0643 |
|
1.000 |
1.0592 |
|
0.618 |
1.0561 |
|
HIGH |
1.0510 |
|
0.618 |
1.0479 |
|
0.500 |
1.0469 |
|
0.382 |
1.0459 |
|
LOW |
1.0428 |
|
0.618 |
1.0377 |
|
1.000 |
1.0346 |
|
1.618 |
1.0295 |
|
2.618 |
1.0213 |
|
4.250 |
1.0080 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0476 |
| PP |
1.0464 |
1.0468 |
| S1 |
1.0458 |
1.0461 |
|