CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0271 |
0.0059 |
0.6% |
1.0188 |
| High |
1.0279 |
1.0332 |
0.0053 |
0.5% |
1.0293 |
| Low |
1.0199 |
1.0263 |
0.0064 |
0.6% |
1.0104 |
| Close |
1.0266 |
1.0314 |
0.0048 |
0.5% |
1.0230 |
| Range |
0.0080 |
0.0069 |
-0.0011 |
-13.8% |
0.0189 |
| ATR |
0.0077 |
0.0077 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
97,709 |
120,143 |
22,434 |
23.0% |
509,298 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0481 |
1.0352 |
|
| R3 |
1.0441 |
1.0412 |
1.0333 |
|
| R2 |
1.0372 |
1.0372 |
1.0327 |
|
| R1 |
1.0343 |
1.0343 |
1.0320 |
1.0358 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0310 |
| S1 |
1.0274 |
1.0274 |
1.0308 |
1.0289 |
| S2 |
1.0234 |
1.0234 |
1.0301 |
|
| S3 |
1.0165 |
1.0205 |
1.0295 |
|
| S4 |
1.0096 |
1.0136 |
1.0276 |
|
|
| 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 |
1.0332 |
1.0199 |
0.0133 |
1.3% |
0.0074 |
0.7% |
86% |
True |
False |
105,502 |
| 10 |
1.0332 |
1.0104 |
0.0228 |
2.2% |
0.0075 |
0.7% |
92% |
True |
False |
104,507 |
| 20 |
1.0353 |
1.0104 |
0.0249 |
2.4% |
0.0078 |
0.8% |
84% |
False |
False |
104,219 |
| 40 |
1.0535 |
1.0104 |
0.0431 |
4.2% |
0.0074 |
0.7% |
49% |
False |
False |
97,253 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0070 |
0.7% |
47% |
False |
False |
90,683 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0067 |
0.6% |
47% |
False |
False |
70,510 |
| 100 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0062 |
0.6% |
47% |
False |
False |
56,420 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0061 |
0.6% |
55% |
False |
False |
47,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0513 |
|
1.618 |
1.0444 |
|
1.000 |
1.0401 |
|
0.618 |
1.0375 |
|
HIGH |
1.0332 |
|
0.618 |
1.0306 |
|
0.500 |
1.0298 |
|
0.382 |
1.0289 |
|
LOW |
1.0263 |
|
0.618 |
1.0220 |
|
1.000 |
1.0194 |
|
1.618 |
1.0151 |
|
2.618 |
1.0082 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0298 |
| PP |
1.0303 |
1.0282 |
| S1 |
1.0298 |
1.0266 |
|