CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0151 |
-0.0031 |
-0.3% |
1.0218 |
| High |
1.0221 |
1.0212 |
-0.0009 |
-0.1% |
1.0236 |
| Low |
1.0154 |
1.0141 |
-0.0013 |
-0.1% |
1.0103 |
| Close |
1.0164 |
1.0200 |
0.0036 |
0.4% |
1.0113 |
| Range |
0.0067 |
0.0071 |
0.0004 |
6.0% |
0.0133 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
10,341 |
13,664 |
3,323 |
32.1% |
4,056 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0370 |
1.0239 |
|
| R3 |
1.0326 |
1.0299 |
1.0220 |
|
| R2 |
1.0255 |
1.0255 |
1.0213 |
|
| R1 |
1.0228 |
1.0228 |
1.0207 |
1.0242 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0191 |
| S1 |
1.0157 |
1.0157 |
1.0193 |
1.0171 |
| S2 |
1.0113 |
1.0113 |
1.0187 |
|
| S3 |
1.0042 |
1.0086 |
1.0180 |
|
| S4 |
0.9971 |
1.0015 |
1.0161 |
|
|
| 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% |
0.0070 |
0.7% |
89% |
False |
False |
7,758 |
| 10 |
1.0254 |
1.0038 |
0.0216 |
2.1% |
0.0071 |
0.7% |
75% |
False |
False |
4,220 |
| 20 |
1.0275 |
1.0038 |
0.0237 |
2.3% |
0.0070 |
0.7% |
68% |
False |
False |
2,244 |
| 40 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0060 |
0.6% |
37% |
False |
False |
1,157 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0047 |
0.5% |
37% |
False |
False |
781 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0036 |
0.4% |
37% |
False |
False |
589 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0030 |
0.3% |
37% |
False |
False |
471 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0026 |
0.3% |
45% |
False |
False |
393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0514 |
|
2.618 |
1.0398 |
|
1.618 |
1.0327 |
|
1.000 |
1.0283 |
|
0.618 |
1.0256 |
|
HIGH |
1.0212 |
|
0.618 |
1.0185 |
|
0.500 |
1.0177 |
|
0.382 |
1.0168 |
|
LOW |
1.0141 |
|
0.618 |
1.0097 |
|
1.000 |
1.0070 |
|
1.618 |
1.0026 |
|
2.618 |
0.9955 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0192 |
1.0189 |
| PP |
1.0184 |
1.0179 |
| S1 |
1.0177 |
1.0168 |
|