CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0387 |
1.0355 |
-0.0032 |
-0.3% |
1.0212 |
| High |
1.0417 |
1.0405 |
-0.0012 |
-0.1% |
1.0417 |
| Low |
1.0361 |
1.0348 |
-0.0013 |
-0.1% |
1.0199 |
| Close |
1.0405 |
1.0391 |
-0.0014 |
-0.1% |
1.0405 |
| Range |
0.0056 |
0.0057 |
0.0001 |
1.8% |
0.0218 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
24,111 |
1,932 |
-22,179 |
-92.0% |
466,367 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0529 |
1.0422 |
|
| R3 |
1.0495 |
1.0472 |
1.0407 |
|
| R2 |
1.0438 |
1.0438 |
1.0401 |
|
| R1 |
1.0415 |
1.0415 |
1.0396 |
1.0427 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0387 |
| S1 |
1.0358 |
1.0358 |
1.0386 |
1.0370 |
| S2 |
1.0324 |
1.0324 |
1.0381 |
|
| S3 |
1.0267 |
1.0301 |
1.0375 |
|
| S4 |
1.0210 |
1.0244 |
1.0360 |
|
|
| 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 |
1.0263 |
0.0154 |
1.5% |
0.0070 |
0.7% |
83% |
False |
False |
74,118 |
| 10 |
1.0417 |
1.0182 |
0.0235 |
2.3% |
0.0072 |
0.7% |
89% |
False |
False |
87,443 |
| 20 |
1.0417 |
1.0104 |
0.0313 |
3.0% |
0.0077 |
0.7% |
92% |
False |
False |
101,509 |
| 40 |
1.0535 |
1.0104 |
0.0431 |
4.1% |
0.0075 |
0.7% |
67% |
False |
False |
95,550 |
| 60 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0071 |
0.7% |
65% |
False |
False |
88,842 |
| 80 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0067 |
0.6% |
65% |
False |
False |
73,632 |
| 100 |
1.0547 |
1.0104 |
0.0443 |
4.3% |
0.0063 |
0.6% |
65% |
False |
False |
58,922 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0061 |
0.6% |
70% |
False |
False |
49,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0647 |
|
2.618 |
1.0554 |
|
1.618 |
1.0497 |
|
1.000 |
1.0462 |
|
0.618 |
1.0440 |
|
HIGH |
1.0405 |
|
0.618 |
1.0383 |
|
0.500 |
1.0377 |
|
0.382 |
1.0370 |
|
LOW |
1.0348 |
|
0.618 |
1.0313 |
|
1.000 |
1.0291 |
|
1.618 |
1.0256 |
|
2.618 |
1.0199 |
|
4.250 |
1.0106 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0378 |
| PP |
1.0381 |
1.0365 |
| S1 |
1.0377 |
1.0352 |
|