CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0312 |
-0.0018 |
-0.2% |
1.0253 |
| High |
1.0334 |
1.0312 |
-0.0022 |
-0.2% |
1.0310 |
| Low |
1.0298 |
1.0270 |
-0.0028 |
-0.3% |
1.0215 |
| Close |
1.0313 |
1.0283 |
-0.0030 |
-0.3% |
1.0306 |
| Range |
0.0036 |
0.0042 |
0.0006 |
16.7% |
0.0095 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.2% |
0.0000 |
| Volume |
16 |
90 |
74 |
462.5% |
75 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0391 |
1.0306 |
|
| R3 |
1.0372 |
1.0349 |
1.0295 |
|
| R2 |
1.0330 |
1.0330 |
1.0291 |
|
| R1 |
1.0307 |
1.0307 |
1.0287 |
1.0298 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0284 |
| S1 |
1.0265 |
1.0265 |
1.0279 |
1.0256 |
| S2 |
1.0246 |
1.0246 |
1.0275 |
|
| S3 |
1.0204 |
1.0223 |
1.0271 |
|
| S4 |
1.0162 |
1.0181 |
1.0260 |
|
|
| 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 |
1.0270 |
0.0084 |
0.8% |
0.0033 |
0.3% |
15% |
False |
True |
36 |
| 10 |
1.0354 |
1.0215 |
0.0139 |
1.4% |
0.0031 |
0.3% |
49% |
False |
False |
22 |
| 20 |
1.0354 |
1.0050 |
0.0304 |
3.0% |
0.0029 |
0.3% |
77% |
False |
False |
13 |
| 40 |
1.0354 |
1.0040 |
0.0314 |
3.1% |
0.0022 |
0.2% |
77% |
False |
False |
7 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0015 |
0.1% |
66% |
False |
False |
5 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0011 |
0.1% |
66% |
False |
False |
4 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0009 |
0.1% |
66% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0422 |
|
1.618 |
1.0380 |
|
1.000 |
1.0354 |
|
0.618 |
1.0338 |
|
HIGH |
1.0312 |
|
0.618 |
1.0296 |
|
0.500 |
1.0291 |
|
0.382 |
1.0286 |
|
LOW |
1.0270 |
|
0.618 |
1.0244 |
|
1.000 |
1.0228 |
|
1.618 |
1.0202 |
|
2.618 |
1.0160 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0312 |
| PP |
1.0288 |
1.0302 |
| S1 |
1.0286 |
1.0293 |
|