CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0387 |
0.0091 |
0.9% |
1.0212 |
| High |
1.0400 |
1.0417 |
0.0017 |
0.2% |
1.0417 |
| Low |
1.0286 |
1.0361 |
0.0075 |
0.7% |
1.0199 |
| Close |
1.0381 |
1.0405 |
0.0024 |
0.2% |
1.0405 |
| Range |
0.0114 |
0.0056 |
-0.0058 |
-50.9% |
0.0218 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
127,594 |
24,111 |
-103,483 |
-81.1% |
466,367 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0540 |
1.0436 |
|
| R3 |
1.0506 |
1.0484 |
1.0420 |
|
| R2 |
1.0450 |
1.0450 |
1.0415 |
|
| R1 |
1.0428 |
1.0428 |
1.0410 |
1.0439 |
| PP |
1.0394 |
1.0394 |
1.0394 |
1.0400 |
| S1 |
1.0372 |
1.0372 |
1.0400 |
1.0383 |
| S2 |
1.0338 |
1.0338 |
1.0395 |
|
| S3 |
1.0282 |
1.0316 |
1.0390 |
|
| S4 |
1.0226 |
1.0260 |
1.0374 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0994 |
1.0918 |
1.0525 |
|
| R3 |
1.0776 |
1.0700 |
1.0465 |
|
| R2 |
1.0558 |
1.0558 |
1.0445 |
|
| R1 |
1.0482 |
1.0482 |
1.0425 |
1.0520 |
| PP |
1.0340 |
1.0340 |
1.0340 |
1.0360 |
| S1 |
1.0264 |
1.0264 |
1.0385 |
1.0302 |
| S2 |
1.0122 |
1.0122 |
1.0365 |
|
| S3 |
0.9904 |
1.0046 |
1.0345 |
|
| S4 |
0.9686 |
0.9828 |
1.0285 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0417 |
1.0199 |
0.0218 |
2.1% |
0.0074 |
0.7% |
94% |
True |
False |
93,273 |
| 10 |
1.0417 |
1.0104 |
0.0313 |
3.0% |
0.0076 |
0.7% |
96% |
True |
False |
97,566 |
| 20 |
1.0417 |
1.0104 |
0.0313 |
3.0% |
0.0078 |
0.8% |
96% |
True |
False |
105,271 |
| 40 |
1.0535 |
1.0104 |
0.0431 |
4.1% |
0.0076 |
0.7% |
70% |
False |
False |
98,019 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0071 |
0.7% |
68% |
False |
False |
90,082 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0067 |
0.6% |
68% |
False |
False |
73,610 |
| 100 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0063 |
0.6% |
68% |
False |
False |
58,903 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0061 |
0.6% |
73% |
False |
False |
49,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0564 |
|
1.618 |
1.0508 |
|
1.000 |
1.0473 |
|
0.618 |
1.0452 |
|
HIGH |
1.0417 |
|
0.618 |
1.0396 |
|
0.500 |
1.0389 |
|
0.382 |
1.0382 |
|
LOW |
1.0361 |
|
0.618 |
1.0326 |
|
1.000 |
1.0305 |
|
1.618 |
1.0270 |
|
2.618 |
1.0214 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0386 |
| PP |
1.0394 |
1.0367 |
| S1 |
1.0389 |
1.0348 |
|