CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0309 |
1.0323 |
0.0014 |
0.1% |
1.0253 |
| High |
1.0341 |
1.0354 |
0.0013 |
0.1% |
1.0310 |
| Low |
1.0306 |
1.0323 |
0.0017 |
0.2% |
1.0215 |
| Close |
1.0322 |
1.0354 |
0.0032 |
0.3% |
1.0306 |
| Range |
0.0035 |
0.0031 |
-0.0004 |
-11.4% |
0.0095 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
10 |
24 |
14 |
140.0% |
75 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0426 |
1.0371 |
|
| R3 |
1.0406 |
1.0395 |
1.0363 |
|
| R2 |
1.0375 |
1.0375 |
1.0360 |
|
| R1 |
1.0364 |
1.0364 |
1.0357 |
1.0370 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0346 |
| S1 |
1.0333 |
1.0333 |
1.0351 |
1.0339 |
| S2 |
1.0313 |
1.0313 |
1.0348 |
|
| S3 |
1.0282 |
1.0302 |
1.0345 |
|
| S4 |
1.0251 |
1.0271 |
1.0337 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0529 |
1.0358 |
|
| R3 |
1.0467 |
1.0434 |
1.0332 |
|
| R2 |
1.0372 |
1.0372 |
1.0323 |
|
| R1 |
1.0339 |
1.0339 |
1.0315 |
1.0356 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0285 |
| S1 |
1.0244 |
1.0244 |
1.0297 |
1.0261 |
| S2 |
1.0182 |
1.0182 |
1.0289 |
|
| S3 |
1.0087 |
1.0149 |
1.0280 |
|
| S4 |
0.9992 |
1.0054 |
1.0254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0354 |
1.0233 |
0.0121 |
1.2% |
0.0037 |
0.4% |
100% |
True |
False |
21 |
| 10 |
1.0354 |
1.0150 |
0.0204 |
2.0% |
0.0030 |
0.3% |
100% |
True |
False |
11 |
| 20 |
1.0354 |
1.0040 |
0.0314 |
3.0% |
0.0027 |
0.3% |
100% |
True |
False |
8 |
| 40 |
1.0354 |
1.0040 |
0.0314 |
3.0% |
0.0020 |
0.2% |
100% |
True |
False |
5 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0013 |
0.1% |
86% |
False |
False |
3 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0010 |
0.1% |
86% |
False |
False |
3 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0008 |
0.1% |
86% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0486 |
|
2.618 |
1.0435 |
|
1.618 |
1.0404 |
|
1.000 |
1.0385 |
|
0.618 |
1.0373 |
|
HIGH |
1.0354 |
|
0.618 |
1.0342 |
|
0.500 |
1.0339 |
|
0.382 |
1.0335 |
|
LOW |
1.0323 |
|
0.618 |
1.0304 |
|
1.000 |
1.0292 |
|
1.618 |
1.0273 |
|
2.618 |
1.0242 |
|
4.250 |
1.0191 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0349 |
1.0343 |
| PP |
1.0344 |
1.0332 |
| S1 |
1.0339 |
1.0321 |
|