CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0257 |
-0.0003 |
0.0% |
1.0452 |
| High |
1.0293 |
1.0315 |
0.0022 |
0.2% |
1.0474 |
| Low |
1.0224 |
1.0230 |
0.0006 |
0.1% |
1.0224 |
| Close |
1.0237 |
1.0235 |
-0.0002 |
0.0% |
1.0235 |
| Range |
0.0069 |
0.0085 |
0.0016 |
23.2% |
0.0250 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.0% |
0.0000 |
| Volume |
121,773 |
105,032 |
-16,741 |
-13.7% |
734,974 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0515 |
1.0460 |
1.0282 |
|
| R3 |
1.0430 |
1.0375 |
1.0258 |
|
| R2 |
1.0345 |
1.0345 |
1.0251 |
|
| R1 |
1.0290 |
1.0290 |
1.0243 |
1.0275 |
| PP |
1.0260 |
1.0260 |
1.0260 |
1.0253 |
| S1 |
1.0205 |
1.0205 |
1.0227 |
1.0190 |
| S2 |
1.0175 |
1.0175 |
1.0219 |
|
| S3 |
1.0090 |
1.0120 |
1.0212 |
|
| S4 |
1.0005 |
1.0035 |
1.0188 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1061 |
1.0898 |
1.0373 |
|
| R3 |
1.0811 |
1.0648 |
1.0304 |
|
| R2 |
1.0561 |
1.0561 |
1.0281 |
|
| R1 |
1.0398 |
1.0398 |
1.0258 |
1.0355 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0289 |
| S1 |
1.0148 |
1.0148 |
1.0212 |
1.0105 |
| S2 |
1.0061 |
1.0061 |
1.0189 |
|
| S3 |
0.9811 |
0.9898 |
1.0166 |
|
| S4 |
0.9561 |
0.9648 |
1.0098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0474 |
1.0224 |
0.0250 |
2.4% |
0.0119 |
1.2% |
4% |
False |
False |
146,994 |
| 10 |
1.0531 |
1.0224 |
0.0307 |
3.0% |
0.0102 |
1.0% |
4% |
False |
False |
123,025 |
| 20 |
1.0531 |
1.0224 |
0.0307 |
3.0% |
0.0081 |
0.8% |
4% |
False |
False |
104,042 |
| 40 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0076 |
0.7% |
40% |
False |
False |
69,255 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0072 |
0.7% |
40% |
False |
False |
46,229 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0063 |
0.6% |
40% |
False |
False |
34,684 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0052 |
0.5% |
40% |
False |
False |
27,751 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0044 |
0.4% |
40% |
False |
False |
23,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0676 |
|
2.618 |
1.0538 |
|
1.618 |
1.0453 |
|
1.000 |
1.0400 |
|
0.618 |
1.0368 |
|
HIGH |
1.0315 |
|
0.618 |
1.0283 |
|
0.500 |
1.0273 |
|
0.382 |
1.0262 |
|
LOW |
1.0230 |
|
0.618 |
1.0177 |
|
1.000 |
1.0145 |
|
1.618 |
1.0092 |
|
2.618 |
1.0007 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0273 |
1.0286 |
| PP |
1.0260 |
1.0269 |
| S1 |
1.0248 |
1.0252 |
|