CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0142 |
-0.0022 |
-0.2% |
1.0395 |
| High |
1.0164 |
1.0192 |
0.0028 |
0.3% |
1.0399 |
| Low |
1.0114 |
1.0134 |
0.0020 |
0.2% |
1.0155 |
| Close |
1.0147 |
1.0180 |
0.0033 |
0.3% |
1.0168 |
| Range |
0.0050 |
0.0058 |
0.0008 |
16.0% |
0.0244 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
103 |
287 |
184 |
178.6% |
1,107 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0319 |
1.0212 |
|
| R3 |
1.0285 |
1.0261 |
1.0196 |
|
| R2 |
1.0227 |
1.0227 |
1.0191 |
|
| R1 |
1.0203 |
1.0203 |
1.0185 |
1.0215 |
| PP |
1.0169 |
1.0169 |
1.0169 |
1.0175 |
| S1 |
1.0145 |
1.0145 |
1.0175 |
1.0157 |
| S2 |
1.0111 |
1.0111 |
1.0169 |
|
| S3 |
1.0053 |
1.0087 |
1.0164 |
|
| S4 |
0.9995 |
1.0029 |
1.0148 |
|
|
| 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 |
1.0237 |
1.0114 |
0.0123 |
1.2% |
0.0061 |
0.6% |
54% |
False |
False |
203 |
| 10 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0084 |
0.8% |
19% |
False |
False |
191 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0068 |
0.7% |
19% |
False |
False |
131 |
| 40 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0048 |
0.5% |
34% |
False |
False |
69 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0036 |
0.4% |
34% |
False |
False |
47 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0027 |
0.3% |
34% |
False |
False |
35 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0022 |
0.2% |
34% |
False |
False |
28 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0018 |
0.2% |
34% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0439 |
|
2.618 |
1.0344 |
|
1.618 |
1.0286 |
|
1.000 |
1.0250 |
|
0.618 |
1.0228 |
|
HIGH |
1.0192 |
|
0.618 |
1.0170 |
|
0.500 |
1.0163 |
|
0.382 |
1.0156 |
|
LOW |
1.0134 |
|
0.618 |
1.0098 |
|
1.000 |
1.0076 |
|
1.618 |
1.0040 |
|
2.618 |
0.9982 |
|
4.250 |
0.9888 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0171 |
| PP |
1.0169 |
1.0162 |
| S1 |
1.0163 |
1.0153 |
|