CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0250 |
0.0065 |
0.6% |
1.0076 |
| High |
1.0238 |
1.0263 |
0.0025 |
0.2% |
1.0263 |
| Low |
1.0185 |
1.0250 |
0.0065 |
0.6% |
1.0076 |
| Close |
1.0238 |
1.0263 |
0.0025 |
0.2% |
1.0263 |
| Range |
0.0053 |
0.0013 |
-0.0040 |
-75.5% |
0.0187 |
| ATR |
0.0046 |
0.0044 |
-0.0001 |
-3.3% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
13 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0293 |
1.0270 |
|
| R3 |
1.0285 |
1.0280 |
1.0267 |
|
| R2 |
1.0272 |
1.0272 |
1.0265 |
|
| R1 |
1.0267 |
1.0267 |
1.0264 |
1.0270 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0260 |
| S1 |
1.0254 |
1.0254 |
1.0262 |
1.0257 |
| S2 |
1.0246 |
1.0246 |
1.0261 |
|
| S3 |
1.0233 |
1.0241 |
1.0259 |
|
| S4 |
1.0220 |
1.0228 |
1.0256 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0762 |
1.0699 |
1.0366 |
|
| R3 |
1.0575 |
1.0512 |
1.0314 |
|
| R2 |
1.0388 |
1.0388 |
1.0297 |
|
| R1 |
1.0325 |
1.0325 |
1.0280 |
1.0357 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0216 |
| S1 |
1.0138 |
1.0138 |
1.0246 |
1.0170 |
| S2 |
1.0014 |
1.0014 |
1.0229 |
|
| S3 |
0.9827 |
0.9951 |
1.0212 |
|
| S4 |
0.9640 |
0.9764 |
1.0160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0263 |
1.0076 |
0.0187 |
1.8% |
0.0028 |
0.3% |
100% |
True |
False |
2 |
| 10 |
1.0263 |
1.0053 |
0.0210 |
2.0% |
0.0029 |
0.3% |
100% |
True |
False |
5 |
| 20 |
1.0263 |
1.0040 |
0.0223 |
2.2% |
0.0023 |
0.2% |
100% |
True |
False |
3 |
| 40 |
1.0390 |
1.0040 |
0.0350 |
3.4% |
0.0015 |
0.1% |
64% |
False |
False |
2 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0010 |
0.1% |
61% |
False |
False |
2 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0007 |
0.1% |
61% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0297 |
|
1.618 |
1.0284 |
|
1.000 |
1.0276 |
|
0.618 |
1.0271 |
|
HIGH |
1.0263 |
|
0.618 |
1.0258 |
|
0.500 |
1.0257 |
|
0.382 |
1.0255 |
|
LOW |
1.0250 |
|
0.618 |
1.0242 |
|
1.000 |
1.0237 |
|
1.618 |
1.0229 |
|
2.618 |
1.0216 |
|
4.250 |
1.0195 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0244 |
| PP |
1.0259 |
1.0225 |
| S1 |
1.0257 |
1.0207 |
|