CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0120 |
-0.0016 |
-0.2% |
1.0218 |
| High |
1.0161 |
1.0127 |
-0.0034 |
-0.3% |
1.0236 |
| Low |
1.0104 |
1.0038 |
-0.0066 |
-0.7% |
1.0103 |
| Close |
1.0113 |
1.0115 |
0.0002 |
0.0% |
1.0113 |
| Range |
0.0057 |
0.0089 |
0.0032 |
56.1% |
0.0133 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
2.1% |
0.0000 |
| Volume |
1,453 |
10,736 |
9,283 |
638.9% |
4,056 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0327 |
1.0164 |
|
| R3 |
1.0271 |
1.0238 |
1.0139 |
|
| R2 |
1.0182 |
1.0182 |
1.0131 |
|
| R1 |
1.0149 |
1.0149 |
1.0123 |
1.0121 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0080 |
| S1 |
1.0060 |
1.0060 |
1.0107 |
1.0032 |
| S2 |
1.0004 |
1.0004 |
1.0099 |
|
| S3 |
0.9915 |
0.9971 |
1.0091 |
|
| S4 |
0.9826 |
0.9882 |
1.0066 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0464 |
1.0186 |
|
| R3 |
1.0417 |
1.0331 |
1.0150 |
|
| R2 |
1.0284 |
1.0284 |
1.0137 |
|
| R1 |
1.0198 |
1.0198 |
1.0125 |
1.0175 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0139 |
| S1 |
1.0065 |
1.0065 |
1.0101 |
1.0042 |
| S2 |
1.0018 |
1.0018 |
1.0089 |
|
| S3 |
0.9885 |
0.9932 |
1.0076 |
|
| S4 |
0.9752 |
0.9799 |
1.0040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0208 |
1.0038 |
0.0170 |
1.7% |
0.0075 |
0.7% |
45% |
False |
True |
2,842 |
| 10 |
1.0273 |
1.0038 |
0.0235 |
2.3% |
0.0076 |
0.7% |
33% |
False |
True |
1,648 |
| 20 |
1.0377 |
1.0038 |
0.0339 |
3.4% |
0.0071 |
0.7% |
23% |
False |
True |
929 |
| 40 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0058 |
0.6% |
18% |
False |
True |
494 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0044 |
0.4% |
18% |
False |
True |
342 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0034 |
0.3% |
18% |
False |
True |
257 |
| 100 |
1.0474 |
1.0021 |
0.0453 |
4.5% |
0.0028 |
0.3% |
21% |
False |
False |
205 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
5.0% |
0.0024 |
0.2% |
28% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0505 |
|
2.618 |
1.0360 |
|
1.618 |
1.0271 |
|
1.000 |
1.0216 |
|
0.618 |
1.0182 |
|
HIGH |
1.0127 |
|
0.618 |
1.0093 |
|
0.500 |
1.0083 |
|
0.382 |
1.0072 |
|
LOW |
1.0038 |
|
0.618 |
0.9983 |
|
1.000 |
0.9949 |
|
1.618 |
0.9894 |
|
2.618 |
0.9805 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0104 |
1.0123 |
| PP |
1.0093 |
1.0120 |
| S1 |
1.0083 |
1.0118 |
|