CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0209 |
1.0207 |
-0.0002 |
0.0% |
1.0279 |
| High |
1.0278 |
1.0230 |
-0.0048 |
-0.5% |
1.0312 |
| Low |
1.0186 |
1.0170 |
-0.0016 |
-0.2% |
1.0168 |
| Close |
1.0208 |
1.0181 |
-0.0027 |
-0.3% |
1.0181 |
| Range |
0.0092 |
0.0060 |
-0.0032 |
-34.8% |
0.0144 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
101,848 |
103,225 |
1,377 |
1.4% |
584,726 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0374 |
1.0337 |
1.0214 |
|
| R3 |
1.0314 |
1.0277 |
1.0198 |
|
| R2 |
1.0254 |
1.0254 |
1.0192 |
|
| R1 |
1.0217 |
1.0217 |
1.0187 |
1.0206 |
| PP |
1.0194 |
1.0194 |
1.0194 |
1.0188 |
| S1 |
1.0157 |
1.0157 |
1.0176 |
1.0146 |
| S2 |
1.0134 |
1.0134 |
1.0170 |
|
| S3 |
1.0074 |
1.0097 |
1.0165 |
|
| S4 |
1.0014 |
1.0037 |
1.0148 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0561 |
1.0260 |
|
| R3 |
1.0508 |
1.0417 |
1.0221 |
|
| R2 |
1.0364 |
1.0364 |
1.0207 |
|
| R1 |
1.0273 |
1.0273 |
1.0194 |
1.0247 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0207 |
| S1 |
1.0129 |
1.0129 |
1.0168 |
1.0103 |
| S2 |
1.0076 |
1.0076 |
1.0155 |
|
| S3 |
0.9932 |
0.9985 |
1.0141 |
|
| S4 |
0.9788 |
0.9841 |
1.0102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0312 |
1.0168 |
0.0144 |
1.4% |
0.0077 |
0.8% |
9% |
False |
False |
116,945 |
| 10 |
1.0353 |
1.0168 |
0.0185 |
1.8% |
0.0081 |
0.8% |
7% |
False |
False |
112,976 |
| 20 |
1.0435 |
1.0168 |
0.0267 |
2.6% |
0.0078 |
0.8% |
5% |
False |
False |
101,395 |
| 40 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0072 |
0.7% |
3% |
False |
False |
95,091 |
| 60 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0068 |
0.7% |
3% |
False |
False |
81,723 |
| 80 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0064 |
0.6% |
3% |
False |
False |
61,427 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
30% |
False |
False |
49,150 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0058 |
0.6% |
30% |
False |
False |
40,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0485 |
|
2.618 |
1.0387 |
|
1.618 |
1.0327 |
|
1.000 |
1.0290 |
|
0.618 |
1.0267 |
|
HIGH |
1.0230 |
|
0.618 |
1.0207 |
|
0.500 |
1.0200 |
|
0.382 |
1.0193 |
|
LOW |
1.0170 |
|
0.618 |
1.0133 |
|
1.000 |
1.0110 |
|
1.618 |
1.0073 |
|
2.618 |
1.0013 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0223 |
| PP |
1.0194 |
1.0209 |
| S1 |
1.0187 |
1.0195 |
|