CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0318 |
0.0047 |
0.5% |
1.0188 |
| High |
1.0332 |
1.0331 |
-0.0001 |
0.0% |
1.0293 |
| Low |
1.0263 |
1.0278 |
0.0015 |
0.1% |
1.0104 |
| Close |
1.0314 |
1.0305 |
-0.0009 |
-0.1% |
1.0230 |
| Range |
0.0069 |
0.0053 |
-0.0016 |
-23.2% |
0.0189 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
120,143 |
96,810 |
-23,333 |
-19.4% |
509,298 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0437 |
1.0334 |
|
| R3 |
1.0411 |
1.0384 |
1.0320 |
|
| R2 |
1.0358 |
1.0358 |
1.0315 |
|
| R1 |
1.0331 |
1.0331 |
1.0310 |
1.0318 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0298 |
| S1 |
1.0278 |
1.0278 |
1.0300 |
1.0265 |
| S2 |
1.0252 |
1.0252 |
1.0295 |
|
| S3 |
1.0199 |
1.0225 |
1.0290 |
|
| S4 |
1.0146 |
1.0172 |
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% |
0.0071 |
0.7% |
80% |
False |
False |
105,488 |
| 10 |
1.0332 |
1.0104 |
0.0228 |
2.2% |
0.0074 |
0.7% |
88% |
False |
False |
102,903 |
| 20 |
1.0353 |
1.0104 |
0.0249 |
2.4% |
0.0075 |
0.7% |
81% |
False |
False |
104,854 |
| 40 |
1.0535 |
1.0104 |
0.0431 |
4.2% |
0.0074 |
0.7% |
47% |
False |
False |
98,004 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0070 |
0.7% |
45% |
False |
False |
90,894 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0067 |
0.6% |
45% |
False |
False |
71,719 |
| 100 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0062 |
0.6% |
45% |
False |
False |
57,388 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0061 |
0.6% |
54% |
False |
False |
47,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0556 |
|
2.618 |
1.0470 |
|
1.618 |
1.0417 |
|
1.000 |
1.0384 |
|
0.618 |
1.0364 |
|
HIGH |
1.0331 |
|
0.618 |
1.0311 |
|
0.500 |
1.0305 |
|
0.382 |
1.0298 |
|
LOW |
1.0278 |
|
0.618 |
1.0245 |
|
1.000 |
1.0225 |
|
1.618 |
1.0192 |
|
2.618 |
1.0139 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0305 |
1.0292 |
| PP |
1.0305 |
1.0279 |
| S1 |
1.0305 |
1.0266 |
|