CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0311 |
0.0015 |
0.1% |
1.0142 |
| High |
1.0337 |
1.0392 |
0.0055 |
0.5% |
1.0344 |
| Low |
1.0286 |
1.0296 |
0.0010 |
0.1% |
1.0128 |
| Close |
1.0316 |
1.0382 |
0.0066 |
0.6% |
1.0333 |
| Range |
0.0051 |
0.0096 |
0.0045 |
88.2% |
0.0216 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0000 |
| Volume |
78,624 |
107,859 |
29,235 |
37.2% |
276,513 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0609 |
1.0435 |
|
| R3 |
1.0549 |
1.0513 |
1.0408 |
|
| R2 |
1.0453 |
1.0453 |
1.0400 |
|
| R1 |
1.0417 |
1.0417 |
1.0391 |
1.0435 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0366 |
| S1 |
1.0321 |
1.0321 |
1.0373 |
1.0339 |
| S2 |
1.0261 |
1.0261 |
1.0364 |
|
| S3 |
1.0165 |
1.0225 |
1.0356 |
|
| S4 |
1.0069 |
1.0129 |
1.0329 |
|
|
| 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 |
1.0392 |
1.0273 |
0.0119 |
1.1% |
0.0065 |
0.6% |
92% |
True |
False |
86,267 |
| 10 |
1.0392 |
1.0128 |
0.0264 |
2.5% |
0.0072 |
0.7% |
96% |
True |
False |
64,716 |
| 20 |
1.0392 |
1.0038 |
0.0354 |
3.4% |
0.0071 |
0.7% |
97% |
True |
False |
34,468 |
| 40 |
1.0414 |
1.0038 |
0.0376 |
3.6% |
0.0068 |
0.7% |
91% |
False |
False |
17,323 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0057 |
0.6% |
79% |
False |
False |
11,565 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0045 |
0.4% |
79% |
False |
False |
8,678 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0037 |
0.4% |
79% |
False |
False |
6,943 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0031 |
0.3% |
82% |
False |
False |
5,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0800 |
|
2.618 |
1.0643 |
|
1.618 |
1.0547 |
|
1.000 |
1.0488 |
|
0.618 |
1.0451 |
|
HIGH |
1.0392 |
|
0.618 |
1.0355 |
|
0.500 |
1.0344 |
|
0.382 |
1.0333 |
|
LOW |
1.0296 |
|
0.618 |
1.0237 |
|
1.000 |
1.0200 |
|
1.618 |
1.0141 |
|
2.618 |
1.0045 |
|
4.250 |
0.9888 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0369 |
1.0367 |
| PP |
1.0357 |
1.0352 |
| S1 |
1.0344 |
1.0337 |
|