CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0250 |
0.0082 |
0.8% |
1.0168 |
| High |
1.0254 |
1.0283 |
0.0029 |
0.3% |
1.0231 |
| Low |
1.0168 |
1.0229 |
0.0061 |
0.6% |
1.0114 |
| Close |
1.0254 |
1.0259 |
0.0005 |
0.0% |
1.0180 |
| Range |
0.0086 |
0.0054 |
-0.0032 |
-37.2% |
0.0117 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
54 |
72 |
18 |
33.3% |
1,149 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0393 |
1.0289 |
|
| R3 |
1.0365 |
1.0339 |
1.0274 |
|
| R2 |
1.0311 |
1.0311 |
1.0269 |
|
| R1 |
1.0285 |
1.0285 |
1.0264 |
1.0298 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0264 |
| S1 |
1.0231 |
1.0231 |
1.0254 |
1.0244 |
| S2 |
1.0203 |
1.0203 |
1.0249 |
|
| S3 |
1.0149 |
1.0177 |
1.0244 |
|
| S4 |
1.0095 |
1.0123 |
1.0229 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0470 |
1.0244 |
|
| R3 |
1.0409 |
1.0353 |
1.0212 |
|
| R2 |
1.0292 |
1.0292 |
1.0201 |
|
| R1 |
1.0236 |
1.0236 |
1.0191 |
1.0264 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0189 |
| S1 |
1.0119 |
1.0119 |
1.0169 |
1.0147 |
| S2 |
1.0058 |
1.0058 |
1.0159 |
|
| S3 |
0.9941 |
1.0002 |
1.0148 |
|
| S4 |
0.9824 |
0.9885 |
1.0116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0283 |
1.0134 |
0.0149 |
1.5% |
0.0062 |
0.6% |
84% |
True |
False |
172 |
| 10 |
1.0283 |
1.0114 |
0.0169 |
1.6% |
0.0066 |
0.6% |
86% |
True |
False |
187 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0075 |
0.7% |
43% |
False |
False |
151 |
| 40 |
1.0454 |
1.0068 |
0.0386 |
3.8% |
0.0053 |
0.5% |
49% |
False |
False |
83 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0040 |
0.4% |
53% |
False |
False |
56 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0030 |
0.3% |
53% |
False |
False |
42 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0024 |
0.2% |
53% |
False |
False |
34 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.0% |
0.0020 |
0.2% |
53% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0513 |
|
2.618 |
1.0424 |
|
1.618 |
1.0370 |
|
1.000 |
1.0337 |
|
0.618 |
1.0316 |
|
HIGH |
1.0283 |
|
0.618 |
1.0262 |
|
0.500 |
1.0256 |
|
0.382 |
1.0250 |
|
LOW |
1.0229 |
|
0.618 |
1.0196 |
|
1.000 |
1.0175 |
|
1.618 |
1.0142 |
|
2.618 |
1.0088 |
|
4.250 |
1.0000 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0247 |
| PP |
1.0257 |
1.0236 |
| S1 |
1.0256 |
1.0224 |
|