CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0212 |
-0.0053 |
-0.5% |
1.0188 |
| High |
1.0285 |
1.0279 |
-0.0006 |
-0.1% |
1.0293 |
| Low |
1.0205 |
1.0199 |
-0.0006 |
-0.1% |
1.0104 |
| Close |
1.0230 |
1.0266 |
0.0036 |
0.4% |
1.0230 |
| Range |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0189 |
| ATR |
0.0077 |
0.0077 |
0.0000 |
0.3% |
0.0000 |
| Volume |
130,462 |
97,709 |
-32,753 |
-25.1% |
509,298 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0488 |
1.0457 |
1.0310 |
|
| R3 |
1.0408 |
1.0377 |
1.0288 |
|
| R2 |
1.0328 |
1.0328 |
1.0281 |
|
| R1 |
1.0297 |
1.0297 |
1.0273 |
1.0313 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0256 |
| S1 |
1.0217 |
1.0217 |
1.0259 |
1.0233 |
| S2 |
1.0168 |
1.0168 |
1.0251 |
|
| S3 |
1.0088 |
1.0137 |
1.0244 |
|
| S4 |
1.0008 |
1.0057 |
1.0222 |
|
|
| 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 |
1.0182 |
0.0111 |
1.1% |
0.0074 |
0.7% |
76% |
False |
False |
100,769 |
| 10 |
1.0293 |
1.0104 |
0.0189 |
1.8% |
0.0077 |
0.8% |
86% |
False |
False |
107,046 |
| 20 |
1.0353 |
1.0104 |
0.0249 |
2.4% |
0.0078 |
0.8% |
65% |
False |
False |
101,330 |
| 40 |
1.0545 |
1.0104 |
0.0441 |
4.3% |
0.0074 |
0.7% |
37% |
False |
False |
96,425 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0070 |
0.7% |
37% |
False |
False |
89,925 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0066 |
0.6% |
37% |
False |
False |
69,008 |
| 100 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0062 |
0.6% |
37% |
False |
False |
55,219 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
46% |
False |
False |
46,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0619 |
|
2.618 |
1.0488 |
|
1.618 |
1.0408 |
|
1.000 |
1.0359 |
|
0.618 |
1.0328 |
|
HIGH |
1.0279 |
|
0.618 |
1.0248 |
|
0.500 |
1.0239 |
|
0.382 |
1.0230 |
|
LOW |
1.0199 |
|
0.618 |
1.0150 |
|
1.000 |
1.0119 |
|
1.618 |
1.0070 |
|
2.618 |
0.9990 |
|
4.250 |
0.9859 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0257 |
1.0258 |
| PP |
1.0248 |
1.0250 |
| S1 |
1.0239 |
1.0242 |
|