CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0090 |
1.0090 |
0.0000 |
0.0% |
1.0190 |
| High |
1.0090 |
1.0090 |
0.0000 |
0.0% |
1.0197 |
| Low |
1.0088 |
1.0028 |
-0.0060 |
-0.6% |
1.0097 |
| Close |
1.0088 |
1.0036 |
-0.0052 |
-0.5% |
1.0156 |
| Range |
0.0002 |
0.0062 |
0.0060 |
3,000.0% |
0.0100 |
| ATR |
0.0049 |
0.0050 |
0.0001 |
1.9% |
0.0000 |
| Volume |
4 |
10 |
6 |
150.0% |
11 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0199 |
1.0070 |
|
| R3 |
1.0175 |
1.0137 |
1.0053 |
|
| R2 |
1.0113 |
1.0113 |
1.0047 |
|
| R1 |
1.0075 |
1.0075 |
1.0042 |
1.0063 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0046 |
| S1 |
1.0013 |
1.0013 |
1.0030 |
1.0001 |
| S2 |
0.9989 |
0.9989 |
1.0025 |
|
| S3 |
0.9927 |
0.9951 |
1.0019 |
|
| S4 |
0.9865 |
0.9889 |
1.0002 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0403 |
1.0211 |
|
| R3 |
1.0350 |
1.0303 |
1.0184 |
|
| R2 |
1.0250 |
1.0250 |
1.0174 |
|
| R1 |
1.0203 |
1.0203 |
1.0165 |
1.0177 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0137 |
| S1 |
1.0103 |
1.0103 |
1.0147 |
1.0077 |
| S2 |
1.0050 |
1.0050 |
1.0138 |
|
| S3 |
0.9950 |
1.0003 |
1.0129 |
|
| S4 |
0.9850 |
0.9903 |
1.0101 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0192 |
1.0028 |
0.0164 |
1.6% |
0.0031 |
0.3% |
5% |
False |
True |
4 |
| 10 |
1.0197 |
1.0028 |
0.0169 |
1.7% |
0.0021 |
0.2% |
5% |
False |
True |
3 |
| 20 |
1.0359 |
1.0028 |
0.0331 |
3.3% |
0.0015 |
0.2% |
2% |
False |
True |
2 |
| 40 |
1.0359 |
1.0028 |
0.0331 |
3.3% |
0.0009 |
0.1% |
2% |
False |
True |
1 |
| 60 |
1.0359 |
0.9987 |
0.0372 |
3.7% |
0.0006 |
0.1% |
13% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0354 |
|
2.618 |
1.0252 |
|
1.618 |
1.0190 |
|
1.000 |
1.0152 |
|
0.618 |
1.0128 |
|
HIGH |
1.0090 |
|
0.618 |
1.0066 |
|
0.500 |
1.0059 |
|
0.382 |
1.0052 |
|
LOW |
1.0028 |
|
0.618 |
0.9990 |
|
1.000 |
0.9966 |
|
1.618 |
0.9928 |
|
2.618 |
0.9866 |
|
4.250 |
0.9765 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0110 |
| PP |
1.0051 |
1.0085 |
| S1 |
1.0044 |
1.0061 |
|