CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0201 |
0.0059 |
0.6% |
1.0120 |
| High |
1.0209 |
1.0260 |
0.0051 |
0.5% |
1.0221 |
| Low |
1.0128 |
1.0191 |
0.0063 |
0.6% |
1.0038 |
| Close |
1.0195 |
1.0243 |
0.0048 |
0.5% |
1.0160 |
| Range |
0.0081 |
0.0069 |
-0.0012 |
-14.8% |
0.0183 |
| ATR |
0.0071 |
0.0071 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
40,516 |
48,489 |
7,973 |
19.7% |
57,456 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0410 |
1.0281 |
|
| R3 |
1.0369 |
1.0341 |
1.0262 |
|
| R2 |
1.0300 |
1.0300 |
1.0256 |
|
| R1 |
1.0272 |
1.0272 |
1.0249 |
1.0286 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0239 |
| S1 |
1.0203 |
1.0203 |
1.0237 |
1.0217 |
| S2 |
1.0162 |
1.0162 |
1.0230 |
|
| S3 |
1.0093 |
1.0134 |
1.0224 |
|
| S4 |
1.0024 |
1.0065 |
1.0205 |
|
|
| 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 |
1.0260 |
1.0128 |
0.0132 |
1.3% |
0.0073 |
0.7% |
87% |
True |
False |
26,625 |
| 10 |
1.0260 |
1.0038 |
0.0222 |
2.2% |
0.0073 |
0.7% |
92% |
True |
False |
14,942 |
| 20 |
1.0275 |
1.0038 |
0.0237 |
2.3% |
0.0071 |
0.7% |
86% |
False |
False |
7,660 |
| 40 |
1.0460 |
1.0038 |
0.0422 |
4.1% |
0.0062 |
0.6% |
49% |
False |
False |
3,879 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0050 |
0.5% |
47% |
False |
False |
2,600 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0039 |
0.4% |
47% |
False |
False |
1,953 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.3% |
0.0032 |
0.3% |
47% |
False |
False |
1,563 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0027 |
0.3% |
54% |
False |
False |
1,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0553 |
|
2.618 |
1.0441 |
|
1.618 |
1.0372 |
|
1.000 |
1.0329 |
|
0.618 |
1.0303 |
|
HIGH |
1.0260 |
|
0.618 |
1.0234 |
|
0.500 |
1.0226 |
|
0.382 |
1.0217 |
|
LOW |
1.0191 |
|
0.618 |
1.0148 |
|
1.000 |
1.0122 |
|
1.618 |
1.0079 |
|
2.618 |
1.0010 |
|
4.250 |
0.9898 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0237 |
1.0227 |
| PP |
1.0231 |
1.0210 |
| S1 |
1.0226 |
1.0194 |
|