CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0201 |
1.0246 |
0.0045 |
0.4% |
1.0120 |
| High |
1.0260 |
1.0259 |
-0.0001 |
0.0% |
1.0221 |
| Low |
1.0191 |
1.0207 |
0.0016 |
0.2% |
1.0038 |
| Close |
1.0243 |
1.0234 |
-0.0009 |
-0.1% |
1.0160 |
| Range |
0.0069 |
0.0052 |
-0.0017 |
-24.6% |
0.0183 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
48,489 |
38,352 |
-10,137 |
-20.9% |
57,456 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0389 |
1.0364 |
1.0263 |
|
| R3 |
1.0337 |
1.0312 |
1.0248 |
|
| R2 |
1.0285 |
1.0285 |
1.0244 |
|
| R1 |
1.0260 |
1.0260 |
1.0239 |
1.0247 |
| PP |
1.0233 |
1.0233 |
1.0233 |
1.0227 |
| S1 |
1.0208 |
1.0208 |
1.0229 |
1.0195 |
| S2 |
1.0181 |
1.0181 |
1.0224 |
|
| S3 |
1.0129 |
1.0156 |
1.0220 |
|
| S4 |
1.0077 |
1.0104 |
1.0205 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0607 |
1.0261 |
|
| R3 |
1.0506 |
1.0424 |
1.0210 |
|
| R2 |
1.0323 |
1.0323 |
1.0194 |
|
| R1 |
1.0241 |
1.0241 |
1.0177 |
1.0282 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0160 |
| S1 |
1.0058 |
1.0058 |
1.0143 |
1.0099 |
| S2 |
0.9957 |
0.9957 |
1.0126 |
|
| S3 |
0.9774 |
0.9875 |
1.0110 |
|
| S4 |
0.9591 |
0.9692 |
1.0059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0260 |
1.0128 |
0.0132 |
1.3% |
0.0070 |
0.7% |
80% |
False |
False |
32,227 |
| 10 |
1.0260 |
1.0038 |
0.0222 |
2.2% |
0.0072 |
0.7% |
88% |
False |
False |
18,722 |
| 20 |
1.0275 |
1.0038 |
0.0237 |
2.3% |
0.0069 |
0.7% |
83% |
False |
False |
9,570 |
| 40 |
1.0460 |
1.0038 |
0.0422 |
4.1% |
0.0063 |
0.6% |
46% |
False |
False |
4,838 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0051 |
0.5% |
45% |
False |
False |
3,239 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0040 |
0.4% |
45% |
False |
False |
2,432 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0033 |
0.3% |
45% |
False |
False |
1,946 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0028 |
0.3% |
52% |
False |
False |
1,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0480 |
|
2.618 |
1.0395 |
|
1.618 |
1.0343 |
|
1.000 |
1.0311 |
|
0.618 |
1.0291 |
|
HIGH |
1.0259 |
|
0.618 |
1.0239 |
|
0.500 |
1.0233 |
|
0.382 |
1.0227 |
|
LOW |
1.0207 |
|
0.618 |
1.0175 |
|
1.000 |
1.0155 |
|
1.618 |
1.0123 |
|
2.618 |
1.0071 |
|
4.250 |
0.9986 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0221 |
| PP |
1.0233 |
1.0207 |
| S1 |
1.0233 |
1.0194 |
|