CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0229 |
-0.0017 |
-0.2% |
1.0120 |
| High |
1.0259 |
1.0328 |
0.0069 |
0.7% |
1.0221 |
| Low |
1.0207 |
1.0215 |
0.0008 |
0.1% |
1.0038 |
| Close |
1.0234 |
1.0308 |
0.0074 |
0.7% |
1.0160 |
| Range |
0.0052 |
0.0113 |
0.0061 |
117.3% |
0.0183 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.4% |
0.0000 |
| Volume |
38,352 |
68,353 |
30,001 |
78.2% |
57,456 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0578 |
1.0370 |
|
| R3 |
1.0510 |
1.0465 |
1.0339 |
|
| R2 |
1.0397 |
1.0397 |
1.0329 |
|
| R1 |
1.0352 |
1.0352 |
1.0318 |
1.0375 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0295 |
| S1 |
1.0239 |
1.0239 |
1.0298 |
1.0262 |
| S2 |
1.0171 |
1.0171 |
1.0287 |
|
| S3 |
1.0058 |
1.0126 |
1.0277 |
|
| S4 |
0.9945 |
1.0013 |
1.0246 |
|
|
| 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 |
1.0328 |
1.0128 |
0.0200 |
1.9% |
0.0079 |
0.8% |
90% |
True |
False |
43,165 |
| 10 |
1.0328 |
1.0038 |
0.0290 |
2.8% |
0.0075 |
0.7% |
93% |
True |
False |
25,461 |
| 20 |
1.0328 |
1.0038 |
0.0290 |
2.8% |
0.0073 |
0.7% |
93% |
True |
False |
12,974 |
| 40 |
1.0460 |
1.0038 |
0.0422 |
4.1% |
0.0065 |
0.6% |
64% |
False |
False |
6,546 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0053 |
0.5% |
62% |
False |
False |
4,378 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0041 |
0.4% |
62% |
False |
False |
3,287 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0034 |
0.3% |
62% |
False |
False |
2,630 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0029 |
0.3% |
67% |
False |
False |
2,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0808 |
|
2.618 |
1.0624 |
|
1.618 |
1.0511 |
|
1.000 |
1.0441 |
|
0.618 |
1.0398 |
|
HIGH |
1.0328 |
|
0.618 |
1.0285 |
|
0.500 |
1.0272 |
|
0.382 |
1.0258 |
|
LOW |
1.0215 |
|
0.618 |
1.0145 |
|
1.000 |
1.0102 |
|
1.618 |
1.0032 |
|
2.618 |
0.9919 |
|
4.250 |
0.9735 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0296 |
1.0292 |
| PP |
1.0284 |
1.0276 |
| S1 |
1.0272 |
1.0260 |
|