CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0265 |
0.0015 |
0.1% |
1.0168 |
| High |
1.0283 |
1.0269 |
-0.0014 |
-0.1% |
1.0231 |
| Low |
1.0229 |
1.0172 |
-0.0057 |
-0.6% |
1.0114 |
| Close |
1.0259 |
1.0192 |
-0.0067 |
-0.7% |
1.0180 |
| Range |
0.0054 |
0.0097 |
0.0043 |
79.6% |
0.0117 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
3.4% |
0.0000 |
| Volume |
72 |
134 |
62 |
86.1% |
1,149 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0502 |
1.0444 |
1.0245 |
|
| R3 |
1.0405 |
1.0347 |
1.0219 |
|
| R2 |
1.0308 |
1.0308 |
1.0210 |
|
| R1 |
1.0250 |
1.0250 |
1.0201 |
1.0231 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0201 |
| S1 |
1.0153 |
1.0153 |
1.0183 |
1.0134 |
| S2 |
1.0114 |
1.0114 |
1.0174 |
|
| S3 |
1.0017 |
1.0056 |
1.0165 |
|
| S4 |
0.9920 |
0.9959 |
1.0139 |
|
|
| 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 |
1.0165 |
0.0118 |
1.2% |
0.0070 |
0.7% |
23% |
False |
False |
141 |
| 10 |
1.0283 |
1.0114 |
0.0169 |
1.7% |
0.0066 |
0.6% |
46% |
False |
False |
172 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0078 |
0.8% |
23% |
False |
False |
155 |
| 40 |
1.0454 |
1.0068 |
0.0386 |
3.8% |
0.0056 |
0.5% |
32% |
False |
False |
87 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0042 |
0.4% |
37% |
False |
False |
58 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0031 |
0.3% |
37% |
False |
False |
44 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0025 |
0.2% |
37% |
False |
False |
35 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0021 |
0.2% |
37% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0681 |
|
2.618 |
1.0523 |
|
1.618 |
1.0426 |
|
1.000 |
1.0366 |
|
0.618 |
1.0329 |
|
HIGH |
1.0269 |
|
0.618 |
1.0232 |
|
0.500 |
1.0221 |
|
0.382 |
1.0209 |
|
LOW |
1.0172 |
|
0.618 |
1.0112 |
|
1.000 |
1.0075 |
|
1.618 |
1.0015 |
|
2.618 |
0.9918 |
|
4.250 |
0.9760 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0221 |
1.0226 |
| PP |
1.0211 |
1.0214 |
| S1 |
1.0202 |
1.0203 |
|