CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0367 |
1.0384 |
0.0017 |
0.2% |
1.0290 |
| High |
1.0394 |
1.0414 |
0.0020 |
0.2% |
1.0394 |
| Low |
1.0354 |
1.0367 |
0.0013 |
0.1% |
1.0273 |
| Close |
1.0377 |
1.0393 |
0.0016 |
0.2% |
1.0377 |
| Range |
0.0040 |
0.0047 |
0.0007 |
17.5% |
0.0121 |
| ATR |
0.0068 |
0.0067 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
77,002 |
78,332 |
1,330 |
1.7% |
427,537 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0510 |
1.0419 |
|
| R3 |
1.0485 |
1.0463 |
1.0406 |
|
| R2 |
1.0438 |
1.0438 |
1.0402 |
|
| R1 |
1.0416 |
1.0416 |
1.0397 |
1.0427 |
| PP |
1.0391 |
1.0391 |
1.0391 |
1.0397 |
| S1 |
1.0369 |
1.0369 |
1.0389 |
1.0380 |
| S2 |
1.0344 |
1.0344 |
1.0384 |
|
| S3 |
1.0297 |
1.0322 |
1.0380 |
|
| S4 |
1.0250 |
1.0275 |
1.0367 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0711 |
1.0665 |
1.0444 |
|
| R3 |
1.0590 |
1.0544 |
1.0410 |
|
| R2 |
1.0469 |
1.0469 |
1.0399 |
|
| R1 |
1.0423 |
1.0423 |
1.0388 |
1.0446 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0360 |
| S1 |
1.0302 |
1.0302 |
1.0366 |
1.0325 |
| S2 |
1.0227 |
1.0227 |
1.0355 |
|
| S3 |
1.0106 |
1.0181 |
1.0344 |
|
| S4 |
0.9985 |
1.0060 |
1.0310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0414 |
1.0281 |
0.0133 |
1.3% |
0.0058 |
0.6% |
84% |
True |
False |
83,952 |
| 10 |
1.0414 |
1.0191 |
0.0223 |
2.1% |
0.0064 |
0.6% |
91% |
True |
False |
74,186 |
| 20 |
1.0414 |
1.0038 |
0.0376 |
3.6% |
0.0069 |
0.7% |
94% |
True |
False |
42,165 |
| 40 |
1.0414 |
1.0038 |
0.0376 |
3.6% |
0.0067 |
0.6% |
94% |
True |
False |
21,203 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0058 |
0.6% |
81% |
False |
False |
14,153 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0046 |
0.4% |
81% |
False |
False |
10,620 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0038 |
0.4% |
81% |
False |
False |
8,496 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0032 |
0.3% |
84% |
False |
False |
7,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0614 |
|
2.618 |
1.0537 |
|
1.618 |
1.0490 |
|
1.000 |
1.0461 |
|
0.618 |
1.0443 |
|
HIGH |
1.0414 |
|
0.618 |
1.0396 |
|
0.500 |
1.0391 |
|
0.382 |
1.0385 |
|
LOW |
1.0367 |
|
0.618 |
1.0338 |
|
1.000 |
1.0320 |
|
1.618 |
1.0291 |
|
2.618 |
1.0244 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0392 |
1.0380 |
| PP |
1.0391 |
1.0368 |
| S1 |
1.0391 |
1.0355 |
|