CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0053 |
1.0100 |
0.0047 |
0.5% |
1.0118 |
High |
1.0053 |
1.0100 |
0.0047 |
0.5% |
1.0136 |
Low |
1.0053 |
1.0100 |
0.0047 |
0.5% |
1.0040 |
Close |
1.0053 |
1.0100 |
0.0047 |
0.5% |
1.0051 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0042 |
0.0000 |
0.8% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
12 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0100 |
1.0100 |
1.0100 |
|
R3 |
1.0100 |
1.0100 |
1.0100 |
|
R2 |
1.0100 |
1.0100 |
1.0100 |
|
R1 |
1.0100 |
1.0100 |
1.0100 |
1.0100 |
PP |
1.0100 |
1.0100 |
1.0100 |
1.0100 |
S1 |
1.0100 |
1.0100 |
1.0100 |
1.0100 |
S2 |
1.0100 |
1.0100 |
1.0100 |
|
S3 |
1.0100 |
1.0100 |
1.0100 |
|
S4 |
1.0100 |
1.0100 |
1.0100 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0364 |
1.0303 |
1.0104 |
|
R3 |
1.0268 |
1.0207 |
1.0077 |
|
R2 |
1.0172 |
1.0172 |
1.0069 |
|
R1 |
1.0111 |
1.0111 |
1.0060 |
1.0094 |
PP |
1.0076 |
1.0076 |
1.0076 |
1.0067 |
S1 |
1.0015 |
1.0015 |
1.0042 |
0.9998 |
S2 |
0.9980 |
0.9980 |
1.0033 |
|
S3 |
0.9884 |
0.9919 |
1.0025 |
|
S4 |
0.9788 |
0.9823 |
0.9998 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0101 |
1.0040 |
0.0061 |
0.6% |
0.0008 |
0.1% |
98% |
False |
False |
3 |
10 |
1.0173 |
1.0040 |
0.0133 |
1.3% |
0.0010 |
0.1% |
45% |
False |
False |
2 |
20 |
1.0249 |
1.0040 |
0.0209 |
2.1% |
0.0014 |
0.1% |
29% |
False |
False |
2 |
40 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0007 |
0.1% |
16% |
False |
False |
1 |
60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0005 |
0.0% |
16% |
False |
False |
1 |
80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0004 |
0.0% |
16% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0100 |
2.618 |
1.0100 |
1.618 |
1.0100 |
1.000 |
1.0100 |
0.618 |
1.0100 |
HIGH |
1.0100 |
0.618 |
1.0100 |
0.500 |
1.0100 |
0.382 |
1.0100 |
LOW |
1.0100 |
0.618 |
1.0100 |
1.000 |
1.0100 |
1.618 |
1.0100 |
2.618 |
1.0100 |
4.250 |
1.0100 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0100 |
1.0092 |
PP |
1.0100 |
1.0083 |
S1 |
1.0100 |
1.0075 |
|