CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0174 |
0.0098 |
1.0% |
1.0053 |
| High |
1.0128 |
1.0174 |
0.0046 |
0.5% |
1.0134 |
| Low |
1.0076 |
1.0174 |
0.0098 |
1.0% |
1.0053 |
| Close |
1.0128 |
1.0174 |
0.0046 |
0.5% |
1.0093 |
| Range |
0.0052 |
0.0000 |
-0.0052 |
-100.0% |
0.0081 |
| ATR |
0.0045 |
0.0045 |
0.0000 |
0.1% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
39 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0174 |
1.0174 |
1.0174 |
|
| R3 |
1.0174 |
1.0174 |
1.0174 |
|
| R2 |
1.0174 |
1.0174 |
1.0174 |
|
| R1 |
1.0174 |
1.0174 |
1.0174 |
1.0174 |
| PP |
1.0174 |
1.0174 |
1.0174 |
1.0174 |
| S1 |
1.0174 |
1.0174 |
1.0174 |
1.0174 |
| S2 |
1.0174 |
1.0174 |
1.0174 |
|
| S3 |
1.0174 |
1.0174 |
1.0174 |
|
| S4 |
1.0174 |
1.0174 |
1.0174 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0296 |
1.0138 |
|
| R3 |
1.0255 |
1.0215 |
1.0115 |
|
| R2 |
1.0174 |
1.0174 |
1.0108 |
|
| R1 |
1.0134 |
1.0134 |
1.0100 |
1.0154 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0104 |
| S1 |
1.0053 |
1.0053 |
1.0086 |
1.0073 |
| S2 |
1.0012 |
1.0012 |
1.0078 |
|
| S3 |
0.9931 |
0.9972 |
1.0071 |
|
| S4 |
0.9850 |
0.9891 |
1.0048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0174 |
1.0068 |
0.0106 |
1.0% |
0.0041 |
0.4% |
100% |
True |
False |
7 |
| 10 |
1.0174 |
1.0040 |
0.0134 |
1.3% |
0.0025 |
0.2% |
100% |
True |
False |
5 |
| 20 |
1.0206 |
1.0040 |
0.0166 |
1.6% |
0.0024 |
0.2% |
81% |
False |
False |
3 |
| 40 |
1.0390 |
1.0040 |
0.0350 |
3.4% |
0.0012 |
0.1% |
38% |
False |
False |
2 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0008 |
0.1% |
37% |
False |
False |
2 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0006 |
0.1% |
37% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0174 |
|
2.618 |
1.0174 |
|
1.618 |
1.0174 |
|
1.000 |
1.0174 |
|
0.618 |
1.0174 |
|
HIGH |
1.0174 |
|
0.618 |
1.0174 |
|
0.500 |
1.0174 |
|
0.382 |
1.0174 |
|
LOW |
1.0174 |
|
0.618 |
1.0174 |
|
1.000 |
1.0174 |
|
1.618 |
1.0174 |
|
2.618 |
1.0174 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0156 |
| PP |
1.0174 |
1.0139 |
| S1 |
1.0174 |
1.0121 |
|