CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0276 |
1.0223 |
-0.0053 |
-0.5% |
1.0248 |
| High |
1.0277 |
1.0224 |
-0.0053 |
-0.5% |
1.0350 |
| Low |
1.0190 |
1.0125 |
-0.0065 |
-0.6% |
1.0189 |
| Close |
1.0212 |
1.0155 |
-0.0057 |
-0.6% |
1.0282 |
| Range |
0.0087 |
0.0099 |
0.0012 |
13.8% |
0.0161 |
| ATR |
0.0081 |
0.0083 |
0.0001 |
1.5% |
0.0000 |
| Volume |
78,914 |
128,051 |
49,137 |
62.3% |
465,310 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0409 |
1.0209 |
|
| R3 |
1.0366 |
1.0310 |
1.0182 |
|
| R2 |
1.0267 |
1.0267 |
1.0173 |
|
| R1 |
1.0211 |
1.0211 |
1.0164 |
1.0190 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0157 |
| S1 |
1.0112 |
1.0112 |
1.0146 |
1.0091 |
| S2 |
1.0069 |
1.0069 |
1.0137 |
|
| S3 |
0.9970 |
1.0013 |
1.0128 |
|
| S4 |
0.9871 |
0.9914 |
1.0101 |
|
|
| 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 |
1.0346 |
1.0125 |
0.0221 |
2.2% |
0.0091 |
0.9% |
14% |
False |
True |
104,310 |
| 10 |
1.0350 |
1.0125 |
0.0225 |
2.2% |
0.0081 |
0.8% |
13% |
False |
True |
94,047 |
| 20 |
1.0531 |
1.0125 |
0.0406 |
4.0% |
0.0089 |
0.9% |
7% |
False |
True |
108,922 |
| 40 |
1.0531 |
1.0125 |
0.0406 |
4.0% |
0.0078 |
0.8% |
7% |
False |
True |
95,379 |
| 60 |
1.0531 |
1.0038 |
0.0493 |
4.9% |
0.0076 |
0.7% |
24% |
False |
False |
65,335 |
| 80 |
1.0531 |
1.0038 |
0.0493 |
4.9% |
0.0070 |
0.7% |
24% |
False |
False |
49,024 |
| 100 |
1.0531 |
1.0038 |
0.0493 |
4.9% |
0.0061 |
0.6% |
24% |
False |
False |
39,227 |
| 120 |
1.0531 |
1.0038 |
0.0493 |
4.9% |
0.0052 |
0.5% |
24% |
False |
False |
32,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0483 |
|
1.618 |
1.0384 |
|
1.000 |
1.0323 |
|
0.618 |
1.0285 |
|
HIGH |
1.0224 |
|
0.618 |
1.0186 |
|
0.500 |
1.0175 |
|
0.382 |
1.0163 |
|
LOW |
1.0125 |
|
0.618 |
1.0064 |
|
1.000 |
1.0026 |
|
1.618 |
0.9965 |
|
2.618 |
0.9866 |
|
4.250 |
0.9704 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0209 |
| PP |
1.0168 |
1.0191 |
| S1 |
1.0162 |
1.0173 |
|