CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0207 |
1.0188 |
-0.0019 |
-0.2% |
1.0279 |
| High |
1.0230 |
1.0196 |
-0.0034 |
-0.3% |
1.0312 |
| Low |
1.0170 |
1.0104 |
-0.0066 |
-0.6% |
1.0168 |
| Close |
1.0181 |
1.0183 |
0.0002 |
0.0% |
1.0181 |
| Range |
0.0060 |
0.0092 |
0.0032 |
53.3% |
0.0144 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.4% |
0.0000 |
| Volume |
103,225 |
103,162 |
-63 |
-0.1% |
584,726 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0437 |
1.0402 |
1.0234 |
|
| R3 |
1.0345 |
1.0310 |
1.0208 |
|
| R2 |
1.0253 |
1.0253 |
1.0200 |
|
| R1 |
1.0218 |
1.0218 |
1.0191 |
1.0190 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0147 |
| S1 |
1.0126 |
1.0126 |
1.0175 |
1.0098 |
| S2 |
1.0069 |
1.0069 |
1.0166 |
|
| S3 |
0.9977 |
1.0034 |
1.0158 |
|
| S4 |
0.9885 |
0.9942 |
1.0132 |
|
|
| 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 |
1.0278 |
1.0104 |
0.0174 |
1.7% |
0.0080 |
0.8% |
45% |
False |
True |
113,323 |
| 10 |
1.0348 |
1.0104 |
0.0244 |
2.4% |
0.0082 |
0.8% |
32% |
False |
True |
115,574 |
| 20 |
1.0435 |
1.0104 |
0.0331 |
3.3% |
0.0079 |
0.8% |
24% |
False |
True |
100,933 |
| 40 |
1.0547 |
1.0104 |
0.0443 |
4.4% |
0.0073 |
0.7% |
18% |
False |
True |
95,483 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.4% |
0.0068 |
0.7% |
18% |
False |
True |
83,337 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.4% |
0.0065 |
0.6% |
18% |
False |
True |
62,716 |
| 100 |
1.0547 |
1.0060 |
0.0487 |
4.8% |
0.0060 |
0.6% |
25% |
False |
False |
50,181 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0059 |
0.6% |
30% |
False |
False |
41,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0587 |
|
2.618 |
1.0437 |
|
1.618 |
1.0345 |
|
1.000 |
1.0288 |
|
0.618 |
1.0253 |
|
HIGH |
1.0196 |
|
0.618 |
1.0161 |
|
0.500 |
1.0150 |
|
0.382 |
1.0139 |
|
LOW |
1.0104 |
|
0.618 |
1.0047 |
|
1.000 |
1.0012 |
|
1.618 |
0.9955 |
|
2.618 |
0.9863 |
|
4.250 |
0.9713 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0191 |
| PP |
1.0161 |
1.0188 |
| S1 |
1.0150 |
1.0186 |
|