CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0151 |
1.0197 |
0.0046 |
0.5% |
1.0120 |
| High |
1.0212 |
1.0214 |
0.0002 |
0.0% |
1.0221 |
| Low |
1.0141 |
1.0135 |
-0.0006 |
-0.1% |
1.0038 |
| Close |
1.0200 |
1.0160 |
-0.0040 |
-0.4% |
1.0160 |
| Range |
0.0071 |
0.0079 |
0.0008 |
11.3% |
0.0183 |
| ATR |
0.0070 |
0.0070 |
0.0001 |
0.9% |
0.0000 |
| Volume |
13,664 |
20,118 |
6,454 |
47.2% |
57,456 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0362 |
1.0203 |
|
| R3 |
1.0328 |
1.0283 |
1.0182 |
|
| R2 |
1.0249 |
1.0249 |
1.0174 |
|
| R1 |
1.0204 |
1.0204 |
1.0167 |
1.0187 |
| PP |
1.0170 |
1.0170 |
1.0170 |
1.0161 |
| S1 |
1.0125 |
1.0125 |
1.0153 |
1.0108 |
| S2 |
1.0091 |
1.0091 |
1.0146 |
|
| S3 |
1.0012 |
1.0046 |
1.0138 |
|
| S4 |
0.9933 |
0.9967 |
1.0117 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0607 |
1.0261 |
|
| R3 |
1.0506 |
1.0424 |
1.0210 |
|
| R2 |
1.0323 |
1.0323 |
1.0194 |
|
| R1 |
1.0241 |
1.0241 |
1.0177 |
1.0282 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0160 |
| S1 |
1.0058 |
1.0058 |
1.0143 |
1.0099 |
| S2 |
0.9957 |
0.9957 |
1.0126 |
|
| S3 |
0.9774 |
0.9875 |
1.0110 |
|
| S4 |
0.9591 |
0.9692 |
1.0059 |
|
|
| 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% |
0.0075 |
0.7% |
67% |
False |
False |
11,491 |
| 10 |
1.0236 |
1.0038 |
0.0198 |
1.9% |
0.0073 |
0.7% |
62% |
False |
False |
6,151 |
| 20 |
1.0275 |
1.0038 |
0.0237 |
2.3% |
0.0070 |
0.7% |
51% |
False |
False |
3,238 |
| 40 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0062 |
0.6% |
28% |
False |
False |
1,659 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0048 |
0.5% |
28% |
False |
False |
1,116 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0037 |
0.4% |
28% |
False |
False |
841 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0031 |
0.3% |
28% |
False |
False |
673 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0026 |
0.3% |
37% |
False |
False |
561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0550 |
|
2.618 |
1.0421 |
|
1.618 |
1.0342 |
|
1.000 |
1.0293 |
|
0.618 |
1.0263 |
|
HIGH |
1.0214 |
|
0.618 |
1.0184 |
|
0.500 |
1.0175 |
|
0.382 |
1.0165 |
|
LOW |
1.0135 |
|
0.618 |
1.0086 |
|
1.000 |
1.0056 |
|
1.618 |
1.0007 |
|
2.618 |
0.9928 |
|
4.250 |
0.9799 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0178 |
| PP |
1.0170 |
1.0172 |
| S1 |
1.0165 |
1.0166 |
|