CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0110 |
0.0010 |
0.1% |
1.0118 |
| High |
1.0100 |
1.0110 |
0.0010 |
0.1% |
1.0136 |
| Low |
1.0100 |
1.0080 |
-0.0020 |
-0.2% |
1.0040 |
| Close |
1.0100 |
1.0099 |
-0.0001 |
0.0% |
1.0051 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0096 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
12 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0173 |
1.0116 |
|
| R3 |
1.0156 |
1.0143 |
1.0107 |
|
| R2 |
1.0126 |
1.0126 |
1.0105 |
|
| R1 |
1.0113 |
1.0113 |
1.0102 |
1.0105 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0092 |
| S1 |
1.0083 |
1.0083 |
1.0096 |
1.0075 |
| S2 |
1.0066 |
1.0066 |
1.0094 |
|
| S3 |
1.0036 |
1.0053 |
1.0091 |
|
| S4 |
1.0006 |
1.0023 |
1.0083 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0303 |
1.0104 |
|
| R3 |
1.0268 |
1.0207 |
1.0077 |
|
| R2 |
1.0172 |
1.0172 |
1.0069 |
|
| R1 |
1.0111 |
1.0111 |
1.0060 |
1.0094 |
| PP |
1.0076 |
1.0076 |
1.0076 |
1.0067 |
| S1 |
1.0015 |
1.0015 |
1.0042 |
0.9998 |
| S2 |
0.9980 |
0.9980 |
1.0033 |
|
| S3 |
0.9884 |
0.9919 |
1.0025 |
|
| S4 |
0.9788 |
0.9823 |
0.9998 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0110 |
1.0040 |
0.0070 |
0.7% |
0.0014 |
0.1% |
84% |
True |
False |
3 |
| 10 |
1.0173 |
1.0040 |
0.0133 |
1.3% |
0.0013 |
0.1% |
44% |
False |
False |
2 |
| 20 |
1.0206 |
1.0040 |
0.0166 |
1.6% |
0.0015 |
0.2% |
36% |
False |
False |
2 |
| 40 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0008 |
0.1% |
16% |
False |
False |
1 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0005 |
0.1% |
16% |
False |
False |
1 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0004 |
0.0% |
16% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0238 |
|
2.618 |
1.0189 |
|
1.618 |
1.0159 |
|
1.000 |
1.0140 |
|
0.618 |
1.0129 |
|
HIGH |
1.0110 |
|
0.618 |
1.0099 |
|
0.500 |
1.0095 |
|
0.382 |
1.0091 |
|
LOW |
1.0080 |
|
0.618 |
1.0061 |
|
1.000 |
1.0050 |
|
1.618 |
1.0031 |
|
2.618 |
1.0001 |
|
4.250 |
0.9953 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0098 |
1.0093 |
| PP |
1.0096 |
1.0087 |
| S1 |
1.0095 |
1.0082 |
|