CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0350 |
1.0300 |
-0.0050 |
-0.5% |
1.0282 |
| High |
1.0350 |
1.0301 |
-0.0049 |
-0.5% |
1.0359 |
| Low |
1.0261 |
1.0236 |
-0.0025 |
-0.2% |
1.0236 |
| Close |
1.0300 |
1.0261 |
-0.0039 |
-0.4% |
1.0261 |
| Range |
0.0089 |
0.0065 |
-0.0024 |
-27.0% |
0.0123 |
| ATR |
0.0044 |
0.0046 |
0.0001 |
3.3% |
0.0000 |
| Volume |
35 |
58 |
23 |
65.7% |
205 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0461 |
1.0426 |
1.0297 |
|
| R3 |
1.0396 |
1.0361 |
1.0279 |
|
| R2 |
1.0331 |
1.0331 |
1.0273 |
|
| R1 |
1.0296 |
1.0296 |
1.0267 |
1.0281 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0259 |
| S1 |
1.0231 |
1.0231 |
1.0255 |
1.0216 |
| S2 |
1.0201 |
1.0201 |
1.0249 |
|
| S3 |
1.0136 |
1.0166 |
1.0243 |
|
| S4 |
1.0071 |
1.0101 |
1.0225 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0654 |
1.0581 |
1.0329 |
|
| R3 |
1.0531 |
1.0458 |
1.0295 |
|
| R2 |
1.0408 |
1.0408 |
1.0284 |
|
| R1 |
1.0335 |
1.0335 |
1.0272 |
1.0310 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0273 |
| S1 |
1.0212 |
1.0212 |
1.0250 |
1.0187 |
| S2 |
1.0162 |
1.0162 |
1.0238 |
|
| S3 |
1.0039 |
1.0089 |
1.0227 |
|
| S4 |
0.9916 |
0.9966 |
1.0193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0359 |
1.0236 |
0.0123 |
1.2% |
0.0047 |
0.5% |
20% |
False |
True |
41 |
| 10 |
1.0359 |
1.0236 |
0.0123 |
1.2% |
0.0040 |
0.4% |
20% |
False |
True |
38 |
| 20 |
1.0359 |
1.0068 |
0.0291 |
2.8% |
0.0036 |
0.4% |
66% |
False |
False |
22 |
| 40 |
1.0359 |
1.0040 |
0.0319 |
3.1% |
0.0027 |
0.3% |
69% |
False |
False |
12 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0019 |
0.2% |
60% |
False |
False |
8 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0014 |
0.1% |
60% |
False |
False |
6 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0011 |
0.1% |
60% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0577 |
|
2.618 |
1.0471 |
|
1.618 |
1.0406 |
|
1.000 |
1.0366 |
|
0.618 |
1.0341 |
|
HIGH |
1.0301 |
|
0.618 |
1.0276 |
|
0.500 |
1.0269 |
|
0.382 |
1.0261 |
|
LOW |
1.0236 |
|
0.618 |
1.0196 |
|
1.000 |
1.0171 |
|
1.618 |
1.0131 |
|
2.618 |
1.0066 |
|
4.250 |
0.9960 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0269 |
1.0298 |
| PP |
1.0266 |
1.0285 |
| S1 |
1.0264 |
1.0273 |
|