CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0184 |
-0.0004 |
0.0% |
1.0279 |
| High |
1.0196 |
1.0253 |
0.0057 |
0.6% |
1.0312 |
| Low |
1.0104 |
1.0182 |
0.0078 |
0.8% |
1.0168 |
| Close |
1.0183 |
1.0234 |
0.0051 |
0.5% |
1.0181 |
| Range |
0.0092 |
0.0071 |
-0.0021 |
-22.8% |
0.0144 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
103,162 |
96,474 |
-6,688 |
-6.5% |
584,726 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0406 |
1.0273 |
|
| R3 |
1.0365 |
1.0335 |
1.0254 |
|
| R2 |
1.0294 |
1.0294 |
1.0247 |
|
| R1 |
1.0264 |
1.0264 |
1.0241 |
1.0279 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0231 |
| S1 |
1.0193 |
1.0193 |
1.0227 |
1.0208 |
| S2 |
1.0152 |
1.0152 |
1.0221 |
|
| S3 |
1.0081 |
1.0122 |
1.0214 |
|
| S4 |
1.0010 |
1.0051 |
1.0195 |
|
|
| 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% |
0.0076 |
0.7% |
75% |
False |
False |
103,513 |
| 10 |
1.0347 |
1.0104 |
0.0243 |
2.4% |
0.0079 |
0.8% |
53% |
False |
False |
114,029 |
| 20 |
1.0435 |
1.0104 |
0.0331 |
3.2% |
0.0081 |
0.8% |
39% |
False |
False |
102,418 |
| 40 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0073 |
0.7% |
29% |
False |
False |
95,131 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0069 |
0.7% |
29% |
False |
False |
84,652 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0065 |
0.6% |
29% |
False |
False |
63,922 |
| 100 |
1.0547 |
1.0060 |
0.0487 |
4.8% |
0.0061 |
0.6% |
36% |
False |
False |
51,146 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
40% |
False |
False |
42,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0555 |
|
2.618 |
1.0439 |
|
1.618 |
1.0368 |
|
1.000 |
1.0324 |
|
0.618 |
1.0297 |
|
HIGH |
1.0253 |
|
0.618 |
1.0226 |
|
0.500 |
1.0218 |
|
0.382 |
1.0209 |
|
LOW |
1.0182 |
|
0.618 |
1.0138 |
|
1.000 |
1.0111 |
|
1.618 |
1.0067 |
|
2.618 |
0.9996 |
|
4.250 |
0.9880 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0216 |
| PP |
1.0223 |
1.0197 |
| S1 |
1.0218 |
1.0179 |
|