CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0244 |
0.0060 |
0.6% |
1.0279 |
| High |
1.0253 |
1.0293 |
0.0040 |
0.4% |
1.0312 |
| Low |
1.0182 |
1.0223 |
0.0041 |
0.4% |
1.0168 |
| Close |
1.0234 |
1.0234 |
0.0000 |
0.0% |
1.0181 |
| Range |
0.0071 |
0.0070 |
-0.0001 |
-1.4% |
0.0144 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
96,474 |
96,881 |
407 |
0.4% |
584,726 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0460 |
1.0417 |
1.0273 |
|
| R3 |
1.0390 |
1.0347 |
1.0253 |
|
| R2 |
1.0320 |
1.0320 |
1.0247 |
|
| R1 |
1.0277 |
1.0277 |
1.0240 |
1.0264 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0243 |
| S1 |
1.0207 |
1.0207 |
1.0228 |
1.0194 |
| S2 |
1.0180 |
1.0180 |
1.0221 |
|
| S3 |
1.0110 |
1.0137 |
1.0215 |
|
| S4 |
1.0040 |
1.0067 |
1.0196 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0561 |
1.0260 |
|
| R3 |
1.0508 |
1.0417 |
1.0221 |
|
| R2 |
1.0364 |
1.0364 |
1.0207 |
|
| R1 |
1.0273 |
1.0273 |
1.0194 |
1.0247 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0207 |
| S1 |
1.0129 |
1.0129 |
1.0168 |
1.0103 |
| S2 |
1.0076 |
1.0076 |
1.0155 |
|
| S3 |
0.9932 |
0.9985 |
1.0141 |
|
| S4 |
0.9788 |
0.9841 |
1.0102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0293 |
1.0104 |
0.0189 |
1.8% |
0.0077 |
0.8% |
69% |
True |
False |
100,318 |
| 10 |
1.0324 |
1.0104 |
0.0220 |
2.1% |
0.0073 |
0.7% |
59% |
False |
False |
110,835 |
| 20 |
1.0369 |
1.0104 |
0.0265 |
2.6% |
0.0079 |
0.8% |
49% |
False |
False |
101,917 |
| 40 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0073 |
0.7% |
29% |
False |
False |
95,624 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0069 |
0.7% |
29% |
False |
False |
86,104 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0065 |
0.6% |
29% |
False |
False |
65,131 |
| 100 |
1.0547 |
1.0085 |
0.0462 |
4.5% |
0.0061 |
0.6% |
32% |
False |
False |
52,115 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
40% |
False |
False |
43,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0591 |
|
2.618 |
1.0476 |
|
1.618 |
1.0406 |
|
1.000 |
1.0363 |
|
0.618 |
1.0336 |
|
HIGH |
1.0293 |
|
0.618 |
1.0266 |
|
0.500 |
1.0258 |
|
0.382 |
1.0250 |
|
LOW |
1.0223 |
|
0.618 |
1.0180 |
|
1.000 |
1.0153 |
|
1.618 |
1.0110 |
|
2.618 |
1.0040 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0222 |
| PP |
1.0250 |
1.0210 |
| S1 |
1.0242 |
1.0199 |
|