CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0164 |
-0.0004 |
0.0% |
1.0395 |
| High |
1.0190 |
1.0164 |
-0.0026 |
-0.3% |
1.0399 |
| Low |
1.0130 |
1.0114 |
-0.0016 |
-0.2% |
1.0155 |
| Close |
1.0158 |
1.0147 |
-0.0011 |
-0.1% |
1.0168 |
| Range |
0.0060 |
0.0050 |
-0.0010 |
-16.7% |
0.0244 |
| ATR |
0.0069 |
0.0067 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
311 |
103 |
-208 |
-66.9% |
1,107 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0292 |
1.0269 |
1.0175 |
|
| R3 |
1.0242 |
1.0219 |
1.0161 |
|
| R2 |
1.0192 |
1.0192 |
1.0156 |
|
| R1 |
1.0169 |
1.0169 |
1.0152 |
1.0156 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0135 |
| S1 |
1.0119 |
1.0119 |
1.0142 |
1.0106 |
| S2 |
1.0092 |
1.0092 |
1.0138 |
|
| S3 |
1.0042 |
1.0069 |
1.0133 |
|
| S4 |
0.9992 |
1.0019 |
1.0120 |
|
|
| 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 |
1.0258 |
1.0114 |
0.0144 |
1.4% |
0.0069 |
0.7% |
23% |
False |
True |
203 |
| 10 |
1.0454 |
1.0114 |
0.0340 |
3.4% |
0.0084 |
0.8% |
10% |
False |
True |
171 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.4% |
0.0067 |
0.7% |
10% |
False |
True |
118 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0046 |
0.5% |
26% |
False |
False |
62 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0035 |
0.3% |
26% |
False |
False |
42 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0026 |
0.3% |
26% |
False |
False |
32 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0021 |
0.2% |
26% |
False |
False |
25 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0018 |
0.2% |
26% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0377 |
|
2.618 |
1.0295 |
|
1.618 |
1.0245 |
|
1.000 |
1.0214 |
|
0.618 |
1.0195 |
|
HIGH |
1.0164 |
|
0.618 |
1.0145 |
|
0.500 |
1.0139 |
|
0.382 |
1.0133 |
|
LOW |
1.0114 |
|
0.618 |
1.0083 |
|
1.000 |
1.0064 |
|
1.618 |
1.0033 |
|
2.618 |
0.9983 |
|
4.250 |
0.9902 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0144 |
1.0176 |
| PP |
1.0142 |
1.0166 |
| S1 |
1.0139 |
1.0157 |
|