CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0181 |
-0.0007 |
-0.1% |
1.0395 |
| High |
1.0222 |
1.0237 |
0.0015 |
0.1% |
1.0399 |
| Low |
1.0155 |
1.0165 |
0.0010 |
0.1% |
1.0155 |
| Close |
1.0170 |
1.0168 |
-0.0002 |
0.0% |
1.0168 |
| Range |
0.0067 |
0.0072 |
0.0005 |
7.5% |
0.0244 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.3% |
0.0000 |
| Volume |
157 |
157 |
0 |
0.0% |
1,107 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0406 |
1.0359 |
1.0208 |
|
| R3 |
1.0334 |
1.0287 |
1.0188 |
|
| R2 |
1.0262 |
1.0262 |
1.0181 |
|
| R1 |
1.0215 |
1.0215 |
1.0175 |
1.0203 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0184 |
| S1 |
1.0143 |
1.0143 |
1.0161 |
1.0131 |
| S2 |
1.0118 |
1.0118 |
1.0155 |
|
| S3 |
1.0046 |
1.0071 |
1.0148 |
|
| S4 |
0.9974 |
0.9999 |
1.0128 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0814 |
1.0302 |
|
| R3 |
1.0729 |
1.0570 |
1.0235 |
|
| R2 |
1.0485 |
1.0485 |
1.0213 |
|
| R1 |
1.0326 |
1.0326 |
1.0190 |
1.0284 |
| PP |
1.0241 |
1.0241 |
1.0241 |
1.0219 |
| S1 |
1.0082 |
1.0082 |
1.0146 |
1.0040 |
| S2 |
0.9997 |
0.9997 |
1.0123 |
|
| S3 |
0.9753 |
0.9838 |
1.0101 |
|
| S4 |
0.9509 |
0.9594 |
1.0034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0399 |
1.0155 |
0.0244 |
2.4% |
0.0109 |
1.1% |
5% |
False |
False |
221 |
| 10 |
1.0454 |
1.0155 |
0.0299 |
2.9% |
0.0089 |
0.9% |
4% |
False |
False |
161 |
| 20 |
1.0454 |
1.0155 |
0.0299 |
2.9% |
0.0064 |
0.6% |
4% |
False |
False |
99 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0044 |
0.4% |
31% |
False |
False |
52 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0033 |
0.3% |
31% |
False |
False |
35 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0025 |
0.2% |
31% |
False |
False |
27 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0020 |
0.2% |
31% |
False |
False |
21 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0017 |
0.2% |
31% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0543 |
|
2.618 |
1.0425 |
|
1.618 |
1.0353 |
|
1.000 |
1.0309 |
|
0.618 |
1.0281 |
|
HIGH |
1.0237 |
|
0.618 |
1.0209 |
|
0.500 |
1.0201 |
|
0.382 |
1.0193 |
|
LOW |
1.0165 |
|
0.618 |
1.0121 |
|
1.000 |
1.0093 |
|
1.618 |
1.0049 |
|
2.618 |
0.9977 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0207 |
| PP |
1.0190 |
1.0194 |
| S1 |
1.0179 |
1.0181 |
|