CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0221 |
1.0265 |
0.0044 |
0.4% |
1.0188 |
| High |
1.0283 |
1.0285 |
0.0002 |
0.0% |
1.0293 |
| Low |
1.0212 |
1.0205 |
-0.0007 |
-0.1% |
1.0104 |
| Close |
1.0270 |
1.0230 |
-0.0040 |
-0.4% |
1.0230 |
| Range |
0.0071 |
0.0080 |
0.0009 |
12.7% |
0.0189 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
82,319 |
130,462 |
48,143 |
58.5% |
509,298 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0480 |
1.0435 |
1.0274 |
|
| R3 |
1.0400 |
1.0355 |
1.0252 |
|
| R2 |
1.0320 |
1.0320 |
1.0245 |
|
| R1 |
1.0275 |
1.0275 |
1.0237 |
1.0258 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0231 |
| S1 |
1.0195 |
1.0195 |
1.0223 |
1.0178 |
| S2 |
1.0160 |
1.0160 |
1.0215 |
|
| S3 |
1.0080 |
1.0115 |
1.0208 |
|
| S4 |
1.0000 |
1.0035 |
1.0186 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0692 |
1.0334 |
|
| R3 |
1.0587 |
1.0503 |
1.0282 |
|
| R2 |
1.0398 |
1.0398 |
1.0265 |
|
| R1 |
1.0314 |
1.0314 |
1.0247 |
1.0356 |
| PP |
1.0209 |
1.0209 |
1.0209 |
1.0230 |
| S1 |
1.0125 |
1.0125 |
1.0213 |
1.0167 |
| S2 |
1.0020 |
1.0020 |
1.0195 |
|
| S3 |
0.9831 |
0.9936 |
1.0178 |
|
| S4 |
0.9642 |
0.9747 |
1.0126 |
|
|
| 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% |
0.0077 |
0.8% |
67% |
False |
False |
101,859 |
| 10 |
1.0312 |
1.0104 |
0.0208 |
2.0% |
0.0077 |
0.8% |
61% |
False |
False |
109,402 |
| 20 |
1.0353 |
1.0104 |
0.0249 |
2.4% |
0.0078 |
0.8% |
51% |
False |
False |
100,817 |
| 40 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0075 |
0.7% |
28% |
False |
False |
97,051 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0070 |
0.7% |
28% |
False |
False |
89,138 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0066 |
0.6% |
28% |
False |
False |
67,789 |
| 100 |
1.0547 |
1.0100 |
0.0447 |
4.4% |
0.0061 |
0.6% |
29% |
False |
False |
54,242 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
39% |
False |
False |
45,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0494 |
|
1.618 |
1.0414 |
|
1.000 |
1.0365 |
|
0.618 |
1.0334 |
|
HIGH |
1.0285 |
|
0.618 |
1.0254 |
|
0.500 |
1.0245 |
|
0.382 |
1.0236 |
|
LOW |
1.0205 |
|
0.618 |
1.0156 |
|
1.000 |
1.0125 |
|
1.618 |
1.0076 |
|
2.618 |
0.9996 |
|
4.250 |
0.9865 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0245 |
1.0249 |
| PP |
1.0240 |
1.0243 |
| S1 |
1.0235 |
1.0236 |
|