CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0233 |
-0.0007 |
-0.1% |
1.0076 |
| High |
1.0243 |
1.0257 |
0.0014 |
0.1% |
1.0263 |
| Low |
1.0215 |
1.0233 |
0.0018 |
0.2% |
1.0076 |
| Close |
1.0227 |
1.0246 |
0.0019 |
0.2% |
1.0263 |
| Range |
0.0028 |
0.0024 |
-0.0004 |
-14.3% |
0.0187 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
1 |
9 |
8 |
800.0% |
13 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0317 |
1.0306 |
1.0259 |
|
| R3 |
1.0293 |
1.0282 |
1.0253 |
|
| R2 |
1.0269 |
1.0269 |
1.0250 |
|
| R1 |
1.0258 |
1.0258 |
1.0248 |
1.0264 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0248 |
| S1 |
1.0234 |
1.0234 |
1.0244 |
1.0240 |
| S2 |
1.0221 |
1.0221 |
1.0242 |
|
| S3 |
1.0197 |
1.0210 |
1.0239 |
|
| S4 |
1.0173 |
1.0186 |
1.0233 |
|
|
| 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 |
1.0185 |
0.0078 |
0.8% |
0.0024 |
0.2% |
78% |
False |
False |
4 |
| 10 |
1.0263 |
1.0068 |
0.0195 |
1.9% |
0.0032 |
0.3% |
91% |
False |
False |
5 |
| 20 |
1.0263 |
1.0040 |
0.0223 |
2.2% |
0.0022 |
0.2% |
92% |
False |
False |
3 |
| 40 |
1.0376 |
1.0040 |
0.0336 |
3.3% |
0.0016 |
0.2% |
61% |
False |
False |
3 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0011 |
0.1% |
56% |
False |
False |
2 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0008 |
0.1% |
56% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0359 |
|
2.618 |
1.0320 |
|
1.618 |
1.0296 |
|
1.000 |
1.0281 |
|
0.618 |
1.0272 |
|
HIGH |
1.0257 |
|
0.618 |
1.0248 |
|
0.500 |
1.0245 |
|
0.382 |
1.0242 |
|
LOW |
1.0233 |
|
0.618 |
1.0218 |
|
1.000 |
1.0209 |
|
1.618 |
1.0194 |
|
2.618 |
1.0170 |
|
4.250 |
1.0131 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0246 |
1.0243 |
| PP |
1.0245 |
1.0239 |
| S1 |
1.0245 |
1.0236 |
|