CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0290 |
-0.0018 |
-0.2% |
1.0142 |
| High |
1.0344 |
1.0339 |
-0.0005 |
0.0% |
1.0344 |
| Low |
1.0288 |
1.0273 |
-0.0015 |
-0.1% |
1.0128 |
| Close |
1.0333 |
1.0325 |
-0.0008 |
-0.1% |
1.0333 |
| Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0216 |
| ATR |
0.0072 |
0.0071 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
80,803 |
86,109 |
5,306 |
6.6% |
276,513 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0484 |
1.0361 |
|
| R3 |
1.0444 |
1.0418 |
1.0343 |
|
| R2 |
1.0378 |
1.0378 |
1.0337 |
|
| R1 |
1.0352 |
1.0352 |
1.0331 |
1.0365 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0319 |
| S1 |
1.0286 |
1.0286 |
1.0319 |
1.0299 |
| S2 |
1.0246 |
1.0246 |
1.0313 |
|
| S3 |
1.0180 |
1.0220 |
1.0307 |
|
| S4 |
1.0114 |
1.0154 |
1.0289 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0841 |
1.0452 |
|
| R3 |
1.0700 |
1.0625 |
1.0392 |
|
| R2 |
1.0484 |
1.0484 |
1.0373 |
|
| R1 |
1.0409 |
1.0409 |
1.0353 |
1.0447 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0287 |
| S1 |
1.0193 |
1.0193 |
1.0313 |
1.0231 |
| S2 |
1.0052 |
1.0052 |
1.0293 |
|
| S3 |
0.9836 |
0.9977 |
1.0274 |
|
| S4 |
0.9620 |
0.9761 |
1.0214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0344 |
1.0191 |
0.0153 |
1.5% |
0.0071 |
0.7% |
88% |
False |
False |
64,421 |
| 10 |
1.0344 |
1.0115 |
0.0229 |
2.2% |
0.0072 |
0.7% |
92% |
False |
False |
40,934 |
| 20 |
1.0344 |
1.0038 |
0.0306 |
3.0% |
0.0074 |
0.7% |
94% |
False |
False |
21,291 |
| 40 |
1.0460 |
1.0038 |
0.0422 |
4.1% |
0.0065 |
0.6% |
68% |
False |
False |
10,717 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0055 |
0.5% |
66% |
False |
False |
7,160 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0043 |
0.4% |
66% |
False |
False |
5,373 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0035 |
0.3% |
66% |
False |
False |
4,299 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0030 |
0.3% |
70% |
False |
False |
3,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0512 |
|
1.618 |
1.0446 |
|
1.000 |
1.0405 |
|
0.618 |
1.0380 |
|
HIGH |
1.0339 |
|
0.618 |
1.0314 |
|
0.500 |
1.0306 |
|
0.382 |
1.0298 |
|
LOW |
1.0273 |
|
0.618 |
1.0232 |
|
1.000 |
1.0207 |
|
1.618 |
1.0166 |
|
2.618 |
1.0100 |
|
4.250 |
0.9993 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0319 |
1.0310 |
| PP |
1.0312 |
1.0295 |
| S1 |
1.0306 |
1.0280 |
|