CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0215 |
-0.0031 |
-0.3% |
1.0248 |
| High |
1.0257 |
1.0292 |
0.0035 |
0.3% |
1.0350 |
| Low |
1.0189 |
1.0208 |
0.0019 |
0.2% |
1.0189 |
| Close |
1.0221 |
1.0282 |
0.0061 |
0.6% |
1.0282 |
| Range |
0.0068 |
0.0084 |
0.0016 |
23.5% |
0.0161 |
| ATR |
0.0080 |
0.0081 |
0.0000 |
0.3% |
0.0000 |
| Volume |
106,621 |
107,318 |
697 |
0.7% |
465,310 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0481 |
1.0328 |
|
| R3 |
1.0429 |
1.0397 |
1.0305 |
|
| R2 |
1.0345 |
1.0345 |
1.0297 |
|
| R1 |
1.0313 |
1.0313 |
1.0290 |
1.0329 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0269 |
| S1 |
1.0229 |
1.0229 |
1.0274 |
1.0245 |
| S2 |
1.0177 |
1.0177 |
1.0267 |
|
| S3 |
1.0093 |
1.0145 |
1.0259 |
|
| S4 |
1.0009 |
1.0061 |
1.0236 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0680 |
1.0371 |
|
| R3 |
1.0596 |
1.0519 |
1.0326 |
|
| R2 |
1.0435 |
1.0435 |
1.0312 |
|
| R1 |
1.0358 |
1.0358 |
1.0297 |
1.0397 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0293 |
| S1 |
1.0197 |
1.0197 |
1.0267 |
1.0236 |
| S2 |
1.0113 |
1.0113 |
1.0252 |
|
| S3 |
0.9952 |
1.0036 |
1.0238 |
|
| S4 |
0.9791 |
0.9875 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0350 |
1.0189 |
0.0161 |
1.6% |
0.0083 |
0.8% |
58% |
False |
False |
93,062 |
| 10 |
1.0350 |
1.0179 |
0.0171 |
1.7% |
0.0075 |
0.7% |
60% |
False |
False |
94,084 |
| 20 |
1.0531 |
1.0179 |
0.0352 |
3.4% |
0.0088 |
0.9% |
29% |
False |
False |
108,555 |
| 40 |
1.0531 |
1.0128 |
0.0403 |
3.9% |
0.0077 |
0.8% |
38% |
False |
False |
91,721 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0075 |
0.7% |
49% |
False |
False |
61,895 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0069 |
0.7% |
49% |
False |
False |
46,439 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0059 |
0.6% |
49% |
False |
False |
37,157 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.8% |
0.0050 |
0.5% |
49% |
False |
False |
30,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0512 |
|
1.618 |
1.0428 |
|
1.000 |
1.0376 |
|
0.618 |
1.0344 |
|
HIGH |
1.0292 |
|
0.618 |
1.0260 |
|
0.500 |
1.0250 |
|
0.382 |
1.0240 |
|
LOW |
1.0208 |
|
0.618 |
1.0156 |
|
1.000 |
1.0124 |
|
1.618 |
1.0072 |
|
2.618 |
0.9988 |
|
4.250 |
0.9851 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0277 |
| PP |
1.0261 |
1.0272 |
| S1 |
1.0250 |
1.0268 |
|