CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0367 |
0.0056 |
0.5% |
1.0290 |
| High |
1.0392 |
1.0394 |
0.0002 |
0.0% |
1.0394 |
| Low |
1.0296 |
1.0354 |
0.0058 |
0.6% |
1.0273 |
| Close |
1.0382 |
1.0377 |
-0.0005 |
0.0% |
1.0377 |
| Range |
0.0096 |
0.0040 |
-0.0056 |
-58.3% |
0.0121 |
| ATR |
0.0071 |
0.0068 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
107,859 |
77,002 |
-30,857 |
-28.6% |
427,537 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0495 |
1.0476 |
1.0399 |
|
| R3 |
1.0455 |
1.0436 |
1.0388 |
|
| R2 |
1.0415 |
1.0415 |
1.0384 |
|
| R1 |
1.0396 |
1.0396 |
1.0381 |
1.0406 |
| PP |
1.0375 |
1.0375 |
1.0375 |
1.0380 |
| S1 |
1.0356 |
1.0356 |
1.0373 |
1.0366 |
| S2 |
1.0335 |
1.0335 |
1.0370 |
|
| S3 |
1.0295 |
1.0316 |
1.0366 |
|
| S4 |
1.0255 |
1.0276 |
1.0355 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0711 |
1.0665 |
1.0444 |
|
| R3 |
1.0590 |
1.0544 |
1.0410 |
|
| R2 |
1.0469 |
1.0469 |
1.0399 |
|
| R1 |
1.0423 |
1.0423 |
1.0388 |
1.0446 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0360 |
| S1 |
1.0302 |
1.0302 |
1.0366 |
1.0325 |
| S2 |
1.0227 |
1.0227 |
1.0355 |
|
| S3 |
1.0106 |
1.0181 |
1.0344 |
|
| S4 |
0.9985 |
1.0060 |
1.0310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0394 |
1.0273 |
0.0121 |
1.2% |
0.0061 |
0.6% |
86% |
True |
False |
85,507 |
| 10 |
1.0394 |
1.0128 |
0.0266 |
2.6% |
0.0068 |
0.7% |
94% |
True |
False |
70,405 |
| 20 |
1.0394 |
1.0038 |
0.0356 |
3.4% |
0.0070 |
0.7% |
95% |
True |
False |
38,278 |
| 40 |
1.0394 |
1.0038 |
0.0356 |
3.4% |
0.0067 |
0.6% |
95% |
True |
False |
19,248 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0057 |
0.6% |
78% |
False |
False |
12,848 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0046 |
0.4% |
78% |
False |
False |
9,641 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0037 |
0.4% |
78% |
False |
False |
7,713 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0032 |
0.3% |
81% |
False |
False |
6,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0564 |
|
2.618 |
1.0499 |
|
1.618 |
1.0459 |
|
1.000 |
1.0434 |
|
0.618 |
1.0419 |
|
HIGH |
1.0394 |
|
0.618 |
1.0379 |
|
0.500 |
1.0374 |
|
0.382 |
1.0369 |
|
LOW |
1.0354 |
|
0.618 |
1.0329 |
|
1.000 |
1.0314 |
|
1.618 |
1.0289 |
|
2.618 |
1.0249 |
|
4.250 |
1.0184 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0376 |
1.0365 |
| PP |
1.0375 |
1.0352 |
| S1 |
1.0374 |
1.0340 |
|