CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0296 |
-0.0022 |
-0.2% |
1.0188 |
| High |
1.0331 |
1.0400 |
0.0069 |
0.7% |
1.0293 |
| Low |
1.0278 |
1.0286 |
0.0008 |
0.1% |
1.0104 |
| Close |
1.0305 |
1.0381 |
0.0076 |
0.7% |
1.0230 |
| Range |
0.0053 |
0.0114 |
0.0061 |
115.1% |
0.0189 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.7% |
0.0000 |
| Volume |
96,810 |
127,594 |
30,784 |
31.8% |
509,298 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0698 |
1.0653 |
1.0444 |
|
| R3 |
1.0584 |
1.0539 |
1.0412 |
|
| R2 |
1.0470 |
1.0470 |
1.0402 |
|
| R1 |
1.0425 |
1.0425 |
1.0391 |
1.0448 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0367 |
| S1 |
1.0311 |
1.0311 |
1.0371 |
1.0334 |
| S2 |
1.0242 |
1.0242 |
1.0360 |
|
| S3 |
1.0128 |
1.0197 |
1.0350 |
|
| S4 |
1.0014 |
1.0083 |
1.0318 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0692 |
1.0334 |
|
| R3 |
1.0587 |
1.0503 |
1.0282 |
|
| R2 |
1.0398 |
1.0398 |
1.0265 |
|
| R1 |
1.0314 |
1.0314 |
1.0247 |
1.0356 |
| PP |
1.0209 |
1.0209 |
1.0209 |
1.0230 |
| S1 |
1.0125 |
1.0125 |
1.0213 |
1.0167 |
| S2 |
1.0020 |
1.0020 |
1.0195 |
|
| S3 |
0.9831 |
0.9936 |
1.0178 |
|
| S4 |
0.9642 |
0.9747 |
1.0126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0400 |
1.0199 |
0.0201 |
1.9% |
0.0079 |
0.8% |
91% |
True |
False |
114,543 |
| 10 |
1.0400 |
1.0104 |
0.0296 |
2.9% |
0.0076 |
0.7% |
94% |
True |
False |
105,477 |
| 20 |
1.0400 |
1.0104 |
0.0296 |
2.9% |
0.0078 |
0.7% |
94% |
True |
False |
107,525 |
| 40 |
1.0535 |
1.0104 |
0.0431 |
4.2% |
0.0076 |
0.7% |
64% |
False |
False |
99,324 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0071 |
0.7% |
63% |
False |
False |
90,794 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0067 |
0.6% |
63% |
False |
False |
73,312 |
| 100 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0063 |
0.6% |
63% |
False |
False |
58,663 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0061 |
0.6% |
68% |
False |
False |
48,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0885 |
|
2.618 |
1.0698 |
|
1.618 |
1.0584 |
|
1.000 |
1.0514 |
|
0.618 |
1.0470 |
|
HIGH |
1.0400 |
|
0.618 |
1.0356 |
|
0.500 |
1.0343 |
|
0.382 |
1.0330 |
|
LOW |
1.0286 |
|
0.618 |
1.0216 |
|
1.000 |
1.0172 |
|
1.618 |
1.0102 |
|
2.618 |
0.9988 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0368 |
1.0365 |
| PP |
1.0356 |
1.0348 |
| S1 |
1.0343 |
1.0332 |
|