CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0395 |
1.0219 |
-0.0176 |
-1.7% |
1.0242 |
| High |
1.0399 |
1.0279 |
-0.0120 |
-1.2% |
1.0454 |
| Low |
1.0171 |
1.0196 |
0.0025 |
0.2% |
1.0230 |
| Close |
1.0203 |
1.0265 |
0.0062 |
0.6% |
1.0383 |
| Range |
0.0228 |
0.0083 |
-0.0145 |
-63.6% |
0.0224 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.9% |
0.0000 |
| Volume |
169 |
337 |
168 |
99.4% |
505 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0463 |
1.0311 |
|
| R3 |
1.0413 |
1.0380 |
1.0288 |
|
| R2 |
1.0330 |
1.0330 |
1.0280 |
|
| R1 |
1.0297 |
1.0297 |
1.0273 |
1.0314 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0255 |
| S1 |
1.0214 |
1.0214 |
1.0257 |
1.0231 |
| S2 |
1.0164 |
1.0164 |
1.0250 |
|
| S3 |
1.0081 |
1.0131 |
1.0242 |
|
| S4 |
0.9998 |
1.0048 |
1.0219 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1028 |
1.0929 |
1.0506 |
|
| R3 |
1.0804 |
1.0705 |
1.0445 |
|
| R2 |
1.0580 |
1.0580 |
1.0424 |
|
| R1 |
1.0481 |
1.0481 |
1.0404 |
1.0531 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0380 |
| S1 |
1.0257 |
1.0257 |
1.0362 |
1.0307 |
| S2 |
1.0132 |
1.0132 |
1.0342 |
|
| S3 |
0.9908 |
1.0033 |
1.0321 |
|
| S4 |
0.9684 |
0.9809 |
1.0260 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0454 |
1.0171 |
0.0283 |
2.8% |
0.0100 |
1.0% |
33% |
False |
False |
140 |
| 10 |
1.0454 |
1.0171 |
0.0283 |
2.8% |
0.0084 |
0.8% |
33% |
False |
False |
115 |
| 20 |
1.0454 |
1.0171 |
0.0283 |
2.8% |
0.0059 |
0.6% |
33% |
False |
False |
71 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0041 |
0.4% |
54% |
False |
False |
37 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0029 |
0.3% |
54% |
False |
False |
25 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0022 |
0.2% |
54% |
False |
False |
19 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0018 |
0.2% |
54% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0632 |
|
2.618 |
1.0496 |
|
1.618 |
1.0413 |
|
1.000 |
1.0362 |
|
0.618 |
1.0330 |
|
HIGH |
1.0279 |
|
0.618 |
1.0247 |
|
0.500 |
1.0238 |
|
0.382 |
1.0228 |
|
LOW |
1.0196 |
|
0.618 |
1.0145 |
|
1.000 |
1.0113 |
|
1.618 |
1.0062 |
|
2.618 |
0.9979 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0301 |
| PP |
1.0247 |
1.0289 |
| S1 |
1.0238 |
1.0277 |
|