CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0392 |
1.0418 |
0.0026 |
0.3% |
1.0290 |
| High |
1.0432 |
1.0425 |
-0.0007 |
-0.1% |
1.0394 |
| Low |
1.0382 |
1.0356 |
-0.0026 |
-0.3% |
1.0273 |
| Close |
1.0425 |
1.0383 |
-0.0042 |
-0.4% |
1.0377 |
| Range |
0.0050 |
0.0069 |
0.0019 |
38.0% |
0.0121 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
0.4% |
0.0000 |
| Volume |
66,620 |
79,538 |
12,918 |
19.4% |
427,537 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0558 |
1.0421 |
|
| R3 |
1.0526 |
1.0489 |
1.0402 |
|
| R2 |
1.0457 |
1.0457 |
1.0396 |
|
| R1 |
1.0420 |
1.0420 |
1.0389 |
1.0404 |
| PP |
1.0388 |
1.0388 |
1.0388 |
1.0380 |
| S1 |
1.0351 |
1.0351 |
1.0377 |
1.0335 |
| S2 |
1.0319 |
1.0319 |
1.0370 |
|
| S3 |
1.0250 |
1.0282 |
1.0364 |
|
| S4 |
1.0181 |
1.0213 |
1.0345 |
|
|
| 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 |
1.0432 |
1.0296 |
0.0136 |
1.3% |
0.0060 |
0.6% |
64% |
False |
False |
81,870 |
| 10 |
1.0432 |
1.0215 |
0.0217 |
2.1% |
0.0064 |
0.6% |
77% |
False |
False |
80,118 |
| 20 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0068 |
0.7% |
88% |
False |
False |
49,420 |
| 40 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0068 |
0.7% |
88% |
False |
False |
24,855 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0059 |
0.6% |
79% |
False |
False |
16,589 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0048 |
0.5% |
79% |
False |
False |
12,447 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0039 |
0.4% |
79% |
False |
False |
9,958 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0033 |
0.3% |
82% |
False |
False |
8,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0718 |
|
2.618 |
1.0606 |
|
1.618 |
1.0537 |
|
1.000 |
1.0494 |
|
0.618 |
1.0468 |
|
HIGH |
1.0425 |
|
0.618 |
1.0399 |
|
0.500 |
1.0391 |
|
0.382 |
1.0382 |
|
LOW |
1.0356 |
|
0.618 |
1.0313 |
|
1.000 |
1.0287 |
|
1.618 |
1.0244 |
|
2.618 |
1.0175 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0394 |
| PP |
1.0388 |
1.0390 |
| S1 |
1.0386 |
1.0387 |
|