CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0308 |
0.0079 |
0.8% |
1.0142 |
| High |
1.0328 |
1.0344 |
0.0016 |
0.2% |
1.0344 |
| Low |
1.0215 |
1.0288 |
0.0073 |
0.7% |
1.0128 |
| Close |
1.0308 |
1.0333 |
0.0025 |
0.2% |
1.0333 |
| Range |
0.0113 |
0.0056 |
-0.0057 |
-50.4% |
0.0216 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
68,353 |
80,803 |
12,450 |
18.2% |
276,513 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0467 |
1.0364 |
|
| R3 |
1.0434 |
1.0411 |
1.0348 |
|
| R2 |
1.0378 |
1.0378 |
1.0343 |
|
| R1 |
1.0355 |
1.0355 |
1.0338 |
1.0367 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0327 |
| S1 |
1.0299 |
1.0299 |
1.0328 |
1.0311 |
| S2 |
1.0266 |
1.0266 |
1.0323 |
|
| S3 |
1.0210 |
1.0243 |
1.0318 |
|
| S4 |
1.0154 |
1.0187 |
1.0302 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0916 |
1.0841 |
1.0452 |
|
| R3 |
1.0700 |
1.0625 |
1.0392 |
|
| R2 |
1.0484 |
1.0484 |
1.0373 |
|
| R1 |
1.0409 |
1.0409 |
1.0353 |
1.0447 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0287 |
| S1 |
1.0193 |
1.0193 |
1.0313 |
1.0231 |
| S2 |
1.0052 |
1.0052 |
1.0293 |
|
| S3 |
0.9836 |
0.9977 |
1.0274 |
|
| S4 |
0.9620 |
0.9761 |
1.0214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0344 |
1.0128 |
0.0216 |
2.1% |
0.0074 |
0.7% |
95% |
True |
False |
55,302 |
| 10 |
1.0344 |
1.0038 |
0.0306 |
3.0% |
0.0074 |
0.7% |
96% |
True |
False |
33,396 |
| 20 |
1.0344 |
1.0038 |
0.0306 |
3.0% |
0.0074 |
0.7% |
96% |
True |
False |
16,998 |
| 40 |
1.0460 |
1.0038 |
0.0422 |
4.1% |
0.0065 |
0.6% |
70% |
False |
False |
8,565 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0054 |
0.5% |
68% |
False |
False |
5,725 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0042 |
0.4% |
68% |
False |
False |
4,297 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0034 |
0.3% |
68% |
False |
False |
3,438 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0029 |
0.3% |
72% |
False |
False |
2,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0582 |
|
2.618 |
1.0491 |
|
1.618 |
1.0435 |
|
1.000 |
1.0400 |
|
0.618 |
1.0379 |
|
HIGH |
1.0344 |
|
0.618 |
1.0323 |
|
0.500 |
1.0316 |
|
0.382 |
1.0309 |
|
LOW |
1.0288 |
|
0.618 |
1.0253 |
|
1.000 |
1.0232 |
|
1.618 |
1.0197 |
|
2.618 |
1.0141 |
|
4.250 |
1.0050 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0327 |
1.0314 |
| PP |
1.0322 |
1.0295 |
| S1 |
1.0316 |
1.0276 |
|