CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0418 |
1.0384 |
-0.0034 |
-0.3% |
1.0290 |
| High |
1.0425 |
1.0398 |
-0.0027 |
-0.3% |
1.0394 |
| Low |
1.0356 |
1.0337 |
-0.0019 |
-0.2% |
1.0273 |
| Close |
1.0383 |
1.0353 |
-0.0030 |
-0.3% |
1.0377 |
| Range |
0.0069 |
0.0061 |
-0.0008 |
-11.6% |
0.0121 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
79,538 |
92,353 |
12,815 |
16.1% |
427,537 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0546 |
1.0510 |
1.0387 |
|
| R3 |
1.0485 |
1.0449 |
1.0370 |
|
| R2 |
1.0424 |
1.0424 |
1.0364 |
|
| R1 |
1.0388 |
1.0388 |
1.0359 |
1.0376 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0356 |
| S1 |
1.0327 |
1.0327 |
1.0347 |
1.0315 |
| S2 |
1.0302 |
1.0302 |
1.0342 |
|
| S3 |
1.0241 |
1.0266 |
1.0336 |
|
| S4 |
1.0180 |
1.0205 |
1.0319 |
|
|
| 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 |
1.0337 |
0.0095 |
0.9% |
0.0053 |
0.5% |
17% |
False |
True |
78,769 |
| 10 |
1.0432 |
1.0273 |
0.0159 |
1.5% |
0.0059 |
0.6% |
50% |
False |
False |
82,518 |
| 20 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0067 |
0.6% |
80% |
False |
False |
53,990 |
| 40 |
1.0432 |
1.0038 |
0.0394 |
3.8% |
0.0068 |
0.7% |
80% |
False |
False |
27,163 |
| 60 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0060 |
0.6% |
72% |
False |
False |
18,127 |
| 80 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0049 |
0.5% |
72% |
False |
False |
13,601 |
| 100 |
1.0474 |
1.0038 |
0.0436 |
4.2% |
0.0040 |
0.4% |
72% |
False |
False |
10,881 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0034 |
0.3% |
76% |
False |
False |
9,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0657 |
|
2.618 |
1.0558 |
|
1.618 |
1.0497 |
|
1.000 |
1.0459 |
|
0.618 |
1.0436 |
|
HIGH |
1.0398 |
|
0.618 |
1.0375 |
|
0.500 |
1.0368 |
|
0.382 |
1.0360 |
|
LOW |
1.0337 |
|
0.618 |
1.0299 |
|
1.000 |
1.0276 |
|
1.618 |
1.0238 |
|
2.618 |
1.0177 |
|
4.250 |
1.0078 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0368 |
1.0385 |
| PP |
1.0363 |
1.0374 |
| S1 |
1.0358 |
1.0364 |
|