CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0190 |
0.0071 |
0.7% |
1.0086 |
| High |
1.0119 |
1.0192 |
0.0073 |
0.7% |
1.0155 |
| Low |
1.0119 |
1.0190 |
0.0071 |
0.7% |
1.0060 |
| Close |
1.0119 |
1.0192 |
0.0073 |
0.7% |
1.0119 |
| Range |
0.0000 |
0.0002 |
0.0002 |
|
0.0095 |
| ATR |
0.0039 |
0.0042 |
0.0002 |
6.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
11 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0197 |
1.0197 |
1.0193 |
|
| R3 |
1.0195 |
1.0195 |
1.0193 |
|
| R2 |
1.0193 |
1.0193 |
1.0192 |
|
| R1 |
1.0193 |
1.0193 |
1.0192 |
1.0193 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0192 |
| S1 |
1.0191 |
1.0191 |
1.0192 |
1.0191 |
| S2 |
1.0189 |
1.0189 |
1.0192 |
|
| S3 |
1.0187 |
1.0189 |
1.0191 |
|
| S4 |
1.0185 |
1.0187 |
1.0191 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0396 |
1.0353 |
1.0171 |
|
| R3 |
1.0301 |
1.0258 |
1.0145 |
|
| R2 |
1.0206 |
1.0206 |
1.0136 |
|
| R1 |
1.0163 |
1.0163 |
1.0128 |
1.0185 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0122 |
| S1 |
1.0068 |
1.0068 |
1.0110 |
1.0090 |
| S2 |
1.0016 |
1.0016 |
1.0102 |
|
| S3 |
0.9921 |
0.9973 |
1.0093 |
|
| S4 |
0.9826 |
0.9878 |
1.0067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0192 |
1.0060 |
0.0132 |
1.3% |
0.0015 |
0.1% |
100% |
True |
False |
2 |
| 10 |
1.0199 |
1.0060 |
0.0139 |
1.4% |
0.0011 |
0.1% |
95% |
False |
False |
1 |
| 20 |
1.0359 |
1.0060 |
0.0299 |
2.9% |
0.0008 |
0.1% |
44% |
False |
False |
1 |
| 40 |
1.0359 |
0.9989 |
0.0370 |
3.6% |
0.0005 |
0.0% |
55% |
False |
False |
1 |
| 60 |
1.0359 |
0.9987 |
0.0372 |
3.6% |
0.0003 |
0.0% |
55% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0201 |
|
2.618 |
1.0197 |
|
1.618 |
1.0195 |
|
1.000 |
1.0194 |
|
0.618 |
1.0193 |
|
HIGH |
1.0192 |
|
0.618 |
1.0191 |
|
0.500 |
1.0191 |
|
0.382 |
1.0191 |
|
LOW |
1.0190 |
|
0.618 |
1.0189 |
|
1.000 |
1.0188 |
|
1.618 |
1.0187 |
|
2.618 |
1.0185 |
|
4.250 |
1.0182 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0192 |
1.0180 |
| PP |
1.0191 |
1.0168 |
| S1 |
1.0191 |
1.0156 |
|