CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0077 |
1.0100 |
0.0023 |
0.2% |
1.0168 |
| High |
1.0118 |
1.0184 |
0.0066 |
0.7% |
1.0283 |
| Low |
1.0070 |
0.9961 |
-0.0109 |
-1.1% |
1.0125 |
| Close |
1.0083 |
0.9967 |
-0.0116 |
-1.2% |
1.0217 |
| Range |
0.0048 |
0.0223 |
0.0175 |
364.6% |
0.0158 |
| ATR |
0.0069 |
0.0080 |
0.0011 |
15.9% |
0.0000 |
| Volume |
2,166 |
454 |
-1,712 |
-79.0% |
627 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0706 |
1.0560 |
1.0090 |
|
| R3 |
1.0483 |
1.0337 |
1.0028 |
|
| R2 |
1.0260 |
1.0260 |
1.0008 |
|
| R1 |
1.0114 |
1.0114 |
0.9987 |
1.0076 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0018 |
| S1 |
0.9891 |
0.9891 |
0.9947 |
0.9853 |
| S2 |
0.9814 |
0.9814 |
0.9926 |
|
| S3 |
0.9591 |
0.9668 |
0.9906 |
|
| S4 |
0.9368 |
0.9445 |
0.9844 |
|
|
| 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 |
1.0223 |
0.9961 |
0.0262 |
2.6% |
0.0101 |
1.0% |
2% |
False |
True |
670 |
| 10 |
1.0283 |
0.9961 |
0.0322 |
3.2% |
0.0085 |
0.8% |
2% |
False |
True |
404 |
| 20 |
1.0431 |
0.9961 |
0.0470 |
4.7% |
0.0084 |
0.8% |
1% |
False |
True |
307 |
| 40 |
1.0454 |
0.9961 |
0.0493 |
4.9% |
0.0064 |
0.6% |
1% |
False |
True |
175 |
| 60 |
1.0454 |
0.9961 |
0.0493 |
4.9% |
0.0050 |
0.5% |
1% |
False |
True |
118 |
| 80 |
1.0454 |
0.9961 |
0.0493 |
4.9% |
0.0038 |
0.4% |
1% |
False |
True |
89 |
| 100 |
1.0454 |
0.9961 |
0.0493 |
4.9% |
0.0031 |
0.3% |
1% |
False |
True |
71 |
| 120 |
1.0454 |
0.9961 |
0.0493 |
4.9% |
0.0026 |
0.3% |
1% |
False |
True |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1132 |
|
2.618 |
1.0768 |
|
1.618 |
1.0545 |
|
1.000 |
1.0407 |
|
0.618 |
1.0322 |
|
HIGH |
1.0184 |
|
0.618 |
1.0099 |
|
0.500 |
1.0073 |
|
0.382 |
1.0046 |
|
LOW |
0.9961 |
|
0.618 |
0.9823 |
|
1.000 |
0.9738 |
|
1.618 |
0.9600 |
|
2.618 |
0.9377 |
|
4.250 |
0.9013 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0073 |
| PP |
1.0037 |
1.0037 |
| S1 |
1.0002 |
1.0002 |
|