CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0290 |
1.0330 |
0.0040 |
0.4% |
1.0142 |
High |
1.0339 |
1.0335 |
-0.0004 |
0.0% |
1.0344 |
Low |
1.0273 |
1.0281 |
0.0008 |
0.1% |
1.0128 |
Close |
1.0325 |
1.0297 |
-0.0028 |
-0.3% |
1.0333 |
Range |
0.0066 |
0.0054 |
-0.0012 |
-18.2% |
0.0216 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
86,109 |
77,943 |
-8,166 |
-9.5% |
276,513 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0466 |
1.0436 |
1.0327 |
|
R3 |
1.0412 |
1.0382 |
1.0312 |
|
R2 |
1.0358 |
1.0358 |
1.0307 |
|
R1 |
1.0328 |
1.0328 |
1.0302 |
1.0316 |
PP |
1.0304 |
1.0304 |
1.0304 |
1.0299 |
S1 |
1.0274 |
1.0274 |
1.0292 |
1.0262 |
S2 |
1.0250 |
1.0250 |
1.0287 |
|
S3 |
1.0196 |
1.0220 |
1.0282 |
|
S4 |
1.0142 |
1.0166 |
1.0267 |
|
|
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 |
1.0207 |
0.0137 |
1.3% |
0.0068 |
0.7% |
66% |
False |
False |
70,312 |
10 |
1.0344 |
1.0128 |
0.0216 |
2.1% |
0.0071 |
0.7% |
78% |
False |
False |
48,468 |
20 |
1.0344 |
1.0038 |
0.0306 |
3.0% |
0.0072 |
0.7% |
85% |
False |
False |
25,180 |
40 |
1.0460 |
1.0038 |
0.0422 |
4.1% |
0.0066 |
0.6% |
61% |
False |
False |
12,663 |
60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0056 |
0.5% |
59% |
False |
False |
8,459 |
80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0044 |
0.4% |
59% |
False |
False |
6,347 |
100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0036 |
0.3% |
59% |
False |
False |
5,078 |
120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0030 |
0.3% |
65% |
False |
False |
4,232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0565 |
2.618 |
1.0476 |
1.618 |
1.0422 |
1.000 |
1.0389 |
0.618 |
1.0368 |
HIGH |
1.0335 |
0.618 |
1.0314 |
0.500 |
1.0308 |
0.382 |
1.0302 |
LOW |
1.0281 |
0.618 |
1.0248 |
1.000 |
1.0227 |
1.618 |
1.0194 |
2.618 |
1.0140 |
4.250 |
1.0052 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0308 |
1.0309 |
PP |
1.0304 |
1.0305 |
S1 |
1.0301 |
1.0301 |
|