CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0136 |
-0.0007 |
-0.1% |
1.0218 |
| High |
1.0208 |
1.0161 |
-0.0047 |
-0.5% |
1.0236 |
| Low |
1.0121 |
1.0104 |
-0.0017 |
-0.2% |
1.0103 |
| Close |
1.0140 |
1.0113 |
-0.0027 |
-0.3% |
1.0113 |
| Range |
0.0087 |
0.0057 |
-0.0030 |
-34.5% |
0.0133 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
956 |
1,453 |
497 |
52.0% |
4,056 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0262 |
1.0144 |
|
| R3 |
1.0240 |
1.0205 |
1.0129 |
|
| R2 |
1.0183 |
1.0183 |
1.0123 |
|
| R1 |
1.0148 |
1.0148 |
1.0118 |
1.0137 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0121 |
| S1 |
1.0091 |
1.0091 |
1.0108 |
1.0080 |
| S2 |
1.0069 |
1.0069 |
1.0103 |
|
| S3 |
1.0012 |
1.0034 |
1.0097 |
|
| S4 |
0.9955 |
0.9977 |
1.0082 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0464 |
1.0186 |
|
| R3 |
1.0417 |
1.0331 |
1.0150 |
|
| R2 |
1.0284 |
1.0284 |
1.0137 |
|
| R1 |
1.0198 |
1.0198 |
1.0125 |
1.0175 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0139 |
| S1 |
1.0065 |
1.0065 |
1.0101 |
1.0042 |
| S2 |
1.0018 |
1.0018 |
1.0089 |
|
| S3 |
0.9885 |
0.9932 |
1.0076 |
|
| S4 |
0.9752 |
0.9799 |
1.0040 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0236 |
1.0103 |
0.0133 |
1.3% |
0.0071 |
0.7% |
8% |
False |
False |
811 |
| 10 |
1.0275 |
1.0103 |
0.0172 |
1.7% |
0.0074 |
0.7% |
6% |
False |
False |
601 |
| 20 |
1.0377 |
1.0103 |
0.0274 |
2.7% |
0.0070 |
0.7% |
4% |
False |
False |
399 |
| 40 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0057 |
0.6% |
3% |
False |
False |
230 |
| 60 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0043 |
0.4% |
3% |
False |
False |
163 |
| 80 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0033 |
0.3% |
3% |
False |
False |
122 |
| 100 |
1.0474 |
1.0021 |
0.0453 |
4.5% |
0.0027 |
0.3% |
20% |
False |
False |
98 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
5.0% |
0.0024 |
0.2% |
28% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0403 |
|
2.618 |
1.0310 |
|
1.618 |
1.0253 |
|
1.000 |
1.0218 |
|
0.618 |
1.0196 |
|
HIGH |
1.0161 |
|
0.618 |
1.0139 |
|
0.500 |
1.0133 |
|
0.382 |
1.0126 |
|
LOW |
1.0104 |
|
0.618 |
1.0069 |
|
1.000 |
1.0047 |
|
1.618 |
1.0012 |
|
2.618 |
0.9955 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0133 |
1.0156 |
| PP |
1.0126 |
1.0141 |
| S1 |
1.0120 |
1.0127 |
|