CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0158 |
-0.0017 |
-0.2% |
1.0168 |
| High |
1.0175 |
1.0223 |
0.0048 |
0.5% |
1.0283 |
| Low |
1.0125 |
1.0150 |
0.0025 |
0.2% |
1.0125 |
| Close |
1.0157 |
1.0217 |
0.0060 |
0.6% |
1.0217 |
| Range |
0.0050 |
0.0073 |
0.0023 |
46.0% |
0.0158 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.5% |
0.0000 |
| Volume |
224 |
143 |
-81 |
-36.2% |
627 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0389 |
1.0257 |
|
| R3 |
1.0343 |
1.0316 |
1.0237 |
|
| R2 |
1.0270 |
1.0270 |
1.0230 |
|
| R1 |
1.0243 |
1.0243 |
1.0224 |
1.0257 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0203 |
| S1 |
1.0170 |
1.0170 |
1.0210 |
1.0184 |
| S2 |
1.0124 |
1.0124 |
1.0204 |
|
| S3 |
1.0051 |
1.0097 |
1.0197 |
|
| S4 |
0.9978 |
1.0024 |
1.0177 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0608 |
1.0304 |
|
| R3 |
1.0524 |
1.0450 |
1.0260 |
|
| R2 |
1.0366 |
1.0366 |
1.0246 |
|
| R1 |
1.0292 |
1.0292 |
1.0231 |
1.0329 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0227 |
| S1 |
1.0134 |
1.0134 |
1.0203 |
1.0171 |
| S2 |
1.0050 |
1.0050 |
1.0188 |
|
| S3 |
0.9892 |
0.9976 |
1.0174 |
|
| S4 |
0.9734 |
0.9818 |
1.0130 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0283 |
1.0125 |
0.0158 |
1.5% |
0.0072 |
0.7% |
58% |
False |
False |
125 |
| 10 |
1.0283 |
1.0114 |
0.0169 |
1.7% |
0.0064 |
0.6% |
61% |
False |
False |
177 |
| 20 |
1.0454 |
1.0114 |
0.0340 |
3.3% |
0.0076 |
0.7% |
30% |
False |
False |
169 |
| 40 |
1.0454 |
1.0068 |
0.0386 |
3.8% |
0.0056 |
0.6% |
39% |
False |
False |
95 |
| 60 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0044 |
0.4% |
43% |
False |
False |
64 |
| 80 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0033 |
0.3% |
43% |
False |
False |
49 |
| 100 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0026 |
0.3% |
43% |
False |
False |
39 |
| 120 |
1.0454 |
1.0040 |
0.0414 |
4.1% |
0.0022 |
0.2% |
43% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0414 |
|
1.618 |
1.0341 |
|
1.000 |
1.0296 |
|
0.618 |
1.0268 |
|
HIGH |
1.0223 |
|
0.618 |
1.0195 |
|
0.500 |
1.0187 |
|
0.382 |
1.0178 |
|
LOW |
1.0150 |
|
0.618 |
1.0105 |
|
1.000 |
1.0077 |
|
1.618 |
1.0032 |
|
2.618 |
0.9959 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0210 |
| PP |
1.0197 |
1.0204 |
| S1 |
1.0187 |
1.0197 |
|