CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0330 |
1.0296 |
-0.0034 |
-0.3% |
1.0142 |
High |
1.0335 |
1.0337 |
0.0002 |
0.0% |
1.0344 |
Low |
1.0281 |
1.0286 |
0.0005 |
0.0% |
1.0128 |
Close |
1.0297 |
1.0316 |
0.0019 |
0.2% |
1.0333 |
Range |
0.0054 |
0.0051 |
-0.0003 |
-5.6% |
0.0216 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
77,943 |
78,624 |
681 |
0.9% |
276,513 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0466 |
1.0442 |
1.0344 |
|
R3 |
1.0415 |
1.0391 |
1.0330 |
|
R2 |
1.0364 |
1.0364 |
1.0325 |
|
R1 |
1.0340 |
1.0340 |
1.0321 |
1.0352 |
PP |
1.0313 |
1.0313 |
1.0313 |
1.0319 |
S1 |
1.0289 |
1.0289 |
1.0311 |
1.0301 |
S2 |
1.0262 |
1.0262 |
1.0307 |
|
S3 |
1.0211 |
1.0238 |
1.0302 |
|
S4 |
1.0160 |
1.0187 |
1.0288 |
|
|
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 |
1.0215 |
0.0129 |
1.3% |
0.0068 |
0.7% |
78% |
False |
False |
78,366 |
10 |
1.0344 |
1.0128 |
0.0216 |
2.1% |
0.0069 |
0.7% |
87% |
False |
False |
55,297 |
20 |
1.0344 |
1.0038 |
0.0306 |
3.0% |
0.0069 |
0.7% |
91% |
False |
False |
29,103 |
40 |
1.0444 |
1.0038 |
0.0406 |
3.9% |
0.0066 |
0.6% |
68% |
False |
False |
14,627 |
60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0056 |
0.5% |
64% |
False |
False |
9,769 |
80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0044 |
0.4% |
64% |
False |
False |
7,330 |
100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0036 |
0.4% |
64% |
False |
False |
5,864 |
120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0031 |
0.3% |
68% |
False |
False |
4,887 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0554 |
2.618 |
1.0471 |
1.618 |
1.0420 |
1.000 |
1.0388 |
0.618 |
1.0369 |
HIGH |
1.0337 |
0.618 |
1.0318 |
0.500 |
1.0312 |
0.382 |
1.0305 |
LOW |
1.0286 |
0.618 |
1.0254 |
1.000 |
1.0235 |
1.618 |
1.0203 |
2.618 |
1.0152 |
4.250 |
1.0069 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0315 |
1.0313 |
PP |
1.0313 |
1.0309 |
S1 |
1.0312 |
1.0306 |
|