CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0244 |
1.0221 |
-0.0023 |
-0.2% |
1.0279 |
| High |
1.0293 |
1.0283 |
-0.0010 |
-0.1% |
1.0312 |
| Low |
1.0223 |
1.0212 |
-0.0011 |
-0.1% |
1.0168 |
| Close |
1.0234 |
1.0270 |
0.0036 |
0.4% |
1.0181 |
| Range |
0.0070 |
0.0071 |
0.0001 |
1.4% |
0.0144 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
96,881 |
82,319 |
-14,562 |
-15.0% |
584,726 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0440 |
1.0309 |
|
| R3 |
1.0397 |
1.0369 |
1.0290 |
|
| R2 |
1.0326 |
1.0326 |
1.0283 |
|
| R1 |
1.0298 |
1.0298 |
1.0277 |
1.0312 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0262 |
| S1 |
1.0227 |
1.0227 |
1.0263 |
1.0241 |
| S2 |
1.0184 |
1.0184 |
1.0257 |
|
| S3 |
1.0113 |
1.0156 |
1.0250 |
|
| S4 |
1.0042 |
1.0085 |
1.0231 |
|
|
| 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 |
1.0293 |
1.0104 |
0.0189 |
1.8% |
0.0073 |
0.7% |
88% |
False |
False |
96,412 |
| 10 |
1.0324 |
1.0104 |
0.0220 |
2.1% |
0.0076 |
0.7% |
75% |
False |
False |
107,135 |
| 20 |
1.0353 |
1.0104 |
0.0249 |
2.4% |
0.0078 |
0.8% |
67% |
False |
False |
99,926 |
| 40 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0074 |
0.7% |
37% |
False |
False |
95,901 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0069 |
0.7% |
37% |
False |
False |
87,374 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0066 |
0.6% |
37% |
False |
False |
66,160 |
| 100 |
1.0547 |
1.0100 |
0.0447 |
4.4% |
0.0061 |
0.6% |
38% |
False |
False |
52,938 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
47% |
False |
False |
44,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0585 |
|
2.618 |
1.0469 |
|
1.618 |
1.0398 |
|
1.000 |
1.0354 |
|
0.618 |
1.0327 |
|
HIGH |
1.0283 |
|
0.618 |
1.0256 |
|
0.500 |
1.0248 |
|
0.382 |
1.0239 |
|
LOW |
1.0212 |
|
0.618 |
1.0168 |
|
1.000 |
1.0141 |
|
1.618 |
1.0097 |
|
2.618 |
1.0026 |
|
4.250 |
0.9910 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0263 |
1.0259 |
| PP |
1.0255 |
1.0248 |
| S1 |
1.0248 |
1.0238 |
|