CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0127 |
1.0076 |
-0.0051 |
-0.5% |
1.0053 |
High |
1.0127 |
1.0128 |
0.0001 |
0.0% |
1.0134 |
Low |
1.0068 |
1.0076 |
0.0008 |
0.1% |
1.0053 |
Close |
1.0093 |
1.0128 |
0.0035 |
0.3% |
1.0093 |
Range |
0.0059 |
0.0052 |
-0.0007 |
-11.9% |
0.0081 |
ATR |
0.0045 |
0.0045 |
0.0001 |
1.1% |
0.0000 |
Volume |
9 |
2 |
-7 |
-77.8% |
39 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0267 |
1.0249 |
1.0157 |
|
R3 |
1.0215 |
1.0197 |
1.0142 |
|
R2 |
1.0163 |
1.0163 |
1.0138 |
|
R1 |
1.0145 |
1.0145 |
1.0133 |
1.0154 |
PP |
1.0111 |
1.0111 |
1.0111 |
1.0115 |
S1 |
1.0093 |
1.0093 |
1.0123 |
1.0102 |
S2 |
1.0059 |
1.0059 |
1.0118 |
|
S3 |
1.0007 |
1.0041 |
1.0114 |
|
S4 |
0.9955 |
0.9989 |
1.0099 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0336 |
1.0296 |
1.0138 |
|
R3 |
1.0255 |
1.0215 |
1.0115 |
|
R2 |
1.0174 |
1.0174 |
1.0108 |
|
R1 |
1.0134 |
1.0134 |
1.0100 |
1.0154 |
PP |
1.0093 |
1.0093 |
1.0093 |
1.0104 |
S1 |
1.0053 |
1.0053 |
1.0086 |
1.0073 |
S2 |
1.0012 |
1.0012 |
1.0078 |
|
S3 |
0.9931 |
0.9972 |
1.0071 |
|
S4 |
0.9850 |
0.9891 |
1.0048 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0134 |
1.0068 |
0.0066 |
0.7% |
0.0041 |
0.4% |
91% |
False |
False |
7 |
10 |
1.0134 |
1.0040 |
0.0094 |
0.9% |
0.0025 |
0.2% |
94% |
False |
False |
5 |
20 |
1.0206 |
1.0040 |
0.0166 |
1.6% |
0.0024 |
0.2% |
53% |
False |
False |
3 |
40 |
1.0390 |
1.0040 |
0.0350 |
3.5% |
0.0012 |
0.1% |
25% |
False |
False |
2 |
60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0008 |
0.1% |
24% |
False |
False |
2 |
80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0006 |
0.1% |
24% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0349 |
2.618 |
1.0264 |
1.618 |
1.0212 |
1.000 |
1.0180 |
0.618 |
1.0160 |
HIGH |
1.0128 |
0.618 |
1.0108 |
0.500 |
1.0102 |
0.382 |
1.0096 |
LOW |
1.0076 |
0.618 |
1.0044 |
1.000 |
1.0024 |
1.618 |
0.9992 |
2.618 |
0.9940 |
4.250 |
0.9855 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0119 |
1.0119 |
PP |
1.0111 |
1.0110 |
S1 |
1.0102 |
1.0101 |
|