CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0182 |
0.0063 |
0.6% |
1.0218 |
| High |
1.0182 |
1.0221 |
0.0039 |
0.4% |
1.0236 |
| Low |
1.0115 |
1.0154 |
0.0039 |
0.4% |
1.0103 |
| Close |
1.0164 |
1.0164 |
0.0000 |
0.0% |
1.0113 |
| Range |
0.0067 |
0.0067 |
0.0000 |
0.0% |
0.0133 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2,597 |
10,341 |
7,744 |
298.2% |
4,056 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0381 |
1.0339 |
1.0201 |
|
| R3 |
1.0314 |
1.0272 |
1.0182 |
|
| R2 |
1.0247 |
1.0247 |
1.0176 |
|
| R1 |
1.0205 |
1.0205 |
1.0170 |
1.0193 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0173 |
| S1 |
1.0138 |
1.0138 |
1.0158 |
1.0126 |
| S2 |
1.0113 |
1.0113 |
1.0152 |
|
| S3 |
1.0046 |
1.0071 |
1.0146 |
|
| S4 |
0.9979 |
1.0004 |
1.0127 |
|
|
| 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 |
1.0221 |
1.0038 |
0.0183 |
1.8% |
0.0073 |
0.7% |
69% |
True |
False |
5,216 |
| 10 |
1.0254 |
1.0038 |
0.0216 |
2.1% |
0.0068 |
0.7% |
58% |
False |
False |
2,910 |
| 20 |
1.0295 |
1.0038 |
0.0257 |
2.5% |
0.0071 |
0.7% |
49% |
False |
False |
1,566 |
| 40 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0059 |
0.6% |
29% |
False |
False |
817 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0046 |
0.5% |
29% |
False |
False |
555 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0036 |
0.4% |
29% |
False |
False |
418 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0029 |
0.3% |
29% |
False |
False |
335 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0025 |
0.2% |
38% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0506 |
|
2.618 |
1.0396 |
|
1.618 |
1.0329 |
|
1.000 |
1.0288 |
|
0.618 |
1.0262 |
|
HIGH |
1.0221 |
|
0.618 |
1.0195 |
|
0.500 |
1.0188 |
|
0.382 |
1.0180 |
|
LOW |
1.0154 |
|
0.618 |
1.0113 |
|
1.000 |
1.0087 |
|
1.618 |
1.0046 |
|
2.618 |
0.9979 |
|
4.250 |
0.9869 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0188 |
1.0153 |
| PP |
1.0180 |
1.0141 |
| S1 |
1.0172 |
1.0130 |
|