CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0282 |
1.0325 |
0.0043 |
0.4% |
1.0309 |
| High |
1.0300 |
1.0344 |
0.0044 |
0.4% |
1.0354 |
| Low |
1.0282 |
1.0317 |
0.0035 |
0.3% |
1.0270 |
| Close |
1.0296 |
1.0317 |
0.0021 |
0.2% |
1.0283 |
| Range |
0.0018 |
0.0027 |
0.0009 |
50.0% |
0.0084 |
| ATR |
0.0040 |
0.0041 |
0.0001 |
1.4% |
0.0000 |
| Volume |
51 |
10 |
-41 |
-80.4% |
140 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0389 |
1.0332 |
|
| R3 |
1.0380 |
1.0362 |
1.0324 |
|
| R2 |
1.0353 |
1.0353 |
1.0322 |
|
| R1 |
1.0335 |
1.0335 |
1.0319 |
1.0331 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0324 |
| S1 |
1.0308 |
1.0308 |
1.0315 |
1.0304 |
| S2 |
1.0299 |
1.0299 |
1.0312 |
|
| S3 |
1.0272 |
1.0281 |
1.0310 |
|
| S4 |
1.0245 |
1.0254 |
1.0302 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0503 |
1.0329 |
|
| R3 |
1.0470 |
1.0419 |
1.0306 |
|
| R2 |
1.0386 |
1.0386 |
1.0298 |
|
| R1 |
1.0335 |
1.0335 |
1.0291 |
1.0319 |
| PP |
1.0302 |
1.0302 |
1.0302 |
1.0294 |
| S1 |
1.0251 |
1.0251 |
1.0275 |
1.0235 |
| S2 |
1.0218 |
1.0218 |
1.0268 |
|
| S3 |
1.0134 |
1.0167 |
1.0260 |
|
| S4 |
1.0050 |
1.0083 |
1.0237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0354 |
1.0270 |
0.0084 |
0.8% |
0.0031 |
0.3% |
56% |
False |
False |
38 |
| 10 |
1.0354 |
1.0215 |
0.0139 |
1.3% |
0.0034 |
0.3% |
73% |
False |
False |
27 |
| 20 |
1.0354 |
1.0068 |
0.0286 |
2.8% |
0.0032 |
0.3% |
87% |
False |
False |
16 |
| 40 |
1.0354 |
1.0040 |
0.0314 |
3.0% |
0.0023 |
0.2% |
88% |
False |
False |
9 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0015 |
0.1% |
76% |
False |
False |
6 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0012 |
0.1% |
76% |
False |
False |
5 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0009 |
0.1% |
76% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0415 |
|
1.618 |
1.0388 |
|
1.000 |
1.0371 |
|
0.618 |
1.0361 |
|
HIGH |
1.0344 |
|
0.618 |
1.0334 |
|
0.500 |
1.0331 |
|
0.382 |
1.0327 |
|
LOW |
1.0317 |
|
0.618 |
1.0300 |
|
1.000 |
1.0290 |
|
1.618 |
1.0273 |
|
2.618 |
1.0246 |
|
4.250 |
1.0202 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0331 |
1.0314 |
| PP |
1.0326 |
1.0310 |
| S1 |
1.0322 |
1.0307 |
|