CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0197 |
1.0142 |
-0.0055 |
-0.5% |
1.0120 |
High |
1.0214 |
1.0209 |
-0.0005 |
0.0% |
1.0221 |
Low |
1.0135 |
1.0128 |
-0.0007 |
-0.1% |
1.0038 |
Close |
1.0160 |
1.0195 |
0.0035 |
0.3% |
1.0160 |
Range |
0.0079 |
0.0081 |
0.0002 |
2.5% |
0.0183 |
ATR |
0.0070 |
0.0071 |
0.0001 |
1.1% |
0.0000 |
Volume |
20,118 |
40,516 |
20,398 |
101.4% |
57,456 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0420 |
1.0389 |
1.0240 |
|
R3 |
1.0339 |
1.0308 |
1.0217 |
|
R2 |
1.0258 |
1.0258 |
1.0210 |
|
R1 |
1.0227 |
1.0227 |
1.0202 |
1.0243 |
PP |
1.0177 |
1.0177 |
1.0177 |
1.0185 |
S1 |
1.0146 |
1.0146 |
1.0188 |
1.0162 |
S2 |
1.0096 |
1.0096 |
1.0180 |
|
S3 |
1.0015 |
1.0065 |
1.0173 |
|
S4 |
0.9934 |
0.9984 |
1.0150 |
|
|
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 |
1.0115 |
0.0106 |
1.0% |
0.0073 |
0.7% |
75% |
False |
False |
17,447 |
10 |
1.0221 |
1.0038 |
0.0183 |
1.8% |
0.0074 |
0.7% |
86% |
False |
False |
10,145 |
20 |
1.0275 |
1.0038 |
0.0237 |
2.3% |
0.0071 |
0.7% |
66% |
False |
False |
5,246 |
40 |
1.0462 |
1.0038 |
0.0424 |
4.2% |
0.0062 |
0.6% |
37% |
False |
False |
2,669 |
60 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0049 |
0.5% |
36% |
False |
False |
1,791 |
80 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0038 |
0.4% |
36% |
False |
False |
1,347 |
100 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0032 |
0.3% |
36% |
False |
False |
1,078 |
120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0027 |
0.3% |
44% |
False |
False |
898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0553 |
2.618 |
1.0421 |
1.618 |
1.0340 |
1.000 |
1.0290 |
0.618 |
1.0259 |
HIGH |
1.0209 |
0.618 |
1.0178 |
0.500 |
1.0169 |
0.382 |
1.0159 |
LOW |
1.0128 |
0.618 |
1.0078 |
1.000 |
1.0047 |
1.618 |
0.9997 |
2.618 |
0.9916 |
4.250 |
0.9784 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0186 |
1.0187 |
PP |
1.0177 |
1.0179 |
S1 |
1.0169 |
1.0171 |
|