CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0384 |
1.0392 |
0.0008 |
0.1% |
1.0290 |
| High |
1.0414 |
1.0432 |
0.0018 |
0.2% |
1.0394 |
| Low |
1.0367 |
1.0382 |
0.0015 |
0.1% |
1.0273 |
| Close |
1.0393 |
1.0425 |
0.0032 |
0.3% |
1.0377 |
| Range |
0.0047 |
0.0050 |
0.0003 |
6.4% |
0.0121 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
78,332 |
66,620 |
-11,712 |
-15.0% |
427,537 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0563 |
1.0544 |
1.0453 |
|
| R3 |
1.0513 |
1.0494 |
1.0439 |
|
| R2 |
1.0463 |
1.0463 |
1.0434 |
|
| R1 |
1.0444 |
1.0444 |
1.0430 |
1.0454 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0418 |
| S1 |
1.0394 |
1.0394 |
1.0420 |
1.0404 |
| S2 |
1.0363 |
1.0363 |
1.0416 |
|
| S3 |
1.0313 |
1.0344 |
1.0411 |
|
| S4 |
1.0263 |
1.0294 |
1.0398 |
|
|
| 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 |
1.0432 |
1.0286 |
0.0146 |
1.4% |
0.0057 |
0.5% |
95% |
True |
False |
81,687 |
| 10 |
1.0432 |
1.0207 |
0.0225 |
2.2% |
0.0063 |
0.6% |
97% |
True |
False |
75,999 |
| 20 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0068 |
0.6% |
98% |
True |
False |
45,470 |
| 40 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0067 |
0.6% |
98% |
True |
False |
22,867 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0059 |
0.6% |
89% |
False |
False |
15,263 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0047 |
0.4% |
89% |
False |
False |
11,453 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0038 |
0.4% |
89% |
False |
False |
9,162 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0033 |
0.3% |
90% |
False |
False |
7,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0645 |
|
2.618 |
1.0563 |
|
1.618 |
1.0513 |
|
1.000 |
1.0482 |
|
0.618 |
1.0463 |
|
HIGH |
1.0432 |
|
0.618 |
1.0413 |
|
0.500 |
1.0407 |
|
0.382 |
1.0401 |
|
LOW |
1.0382 |
|
0.618 |
1.0351 |
|
1.000 |
1.0332 |
|
1.618 |
1.0301 |
|
2.618 |
1.0251 |
|
4.250 |
1.0170 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0414 |
| PP |
1.0413 |
1.0404 |
| S1 |
1.0407 |
1.0393 |
|