CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0233 |
1.0251 |
0.0018 |
0.2% |
1.0076 |
| High |
1.0257 |
1.0310 |
0.0053 |
0.5% |
1.0263 |
| Low |
1.0233 |
1.0234 |
0.0001 |
0.0% |
1.0076 |
| Close |
1.0246 |
1.0310 |
0.0064 |
0.6% |
1.0263 |
| Range |
0.0024 |
0.0076 |
0.0052 |
216.7% |
0.0187 |
| ATR |
0.0041 |
0.0043 |
0.0003 |
6.1% |
0.0000 |
| Volume |
9 |
23 |
14 |
155.6% |
13 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0513 |
1.0487 |
1.0352 |
|
| R3 |
1.0437 |
1.0411 |
1.0331 |
|
| R2 |
1.0361 |
1.0361 |
1.0324 |
|
| R1 |
1.0335 |
1.0335 |
1.0317 |
1.0348 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0291 |
| S1 |
1.0259 |
1.0259 |
1.0303 |
1.0272 |
| S2 |
1.0209 |
1.0209 |
1.0296 |
|
| S3 |
1.0133 |
1.0183 |
1.0289 |
|
| S4 |
1.0057 |
1.0107 |
1.0268 |
|
|
| 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 |
1.0310 |
1.0215 |
0.0095 |
0.9% |
0.0029 |
0.3% |
100% |
True |
False |
8 |
| 10 |
1.0310 |
1.0068 |
0.0242 |
2.3% |
0.0033 |
0.3% |
100% |
True |
False |
5 |
| 20 |
1.0310 |
1.0040 |
0.0270 |
2.6% |
0.0024 |
0.2% |
100% |
True |
False |
5 |
| 40 |
1.0320 |
1.0040 |
0.0280 |
2.7% |
0.0018 |
0.2% |
96% |
False |
False |
3 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0012 |
0.1% |
74% |
False |
False |
2 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0009 |
0.1% |
74% |
False |
False |
2 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0007 |
0.1% |
74% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0633 |
|
2.618 |
1.0509 |
|
1.618 |
1.0433 |
|
1.000 |
1.0386 |
|
0.618 |
1.0357 |
|
HIGH |
1.0310 |
|
0.618 |
1.0281 |
|
0.500 |
1.0272 |
|
0.382 |
1.0263 |
|
LOW |
1.0234 |
|
0.618 |
1.0187 |
|
1.000 |
1.0158 |
|
1.618 |
1.0111 |
|
2.618 |
1.0035 |
|
4.250 |
0.9911 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0297 |
1.0294 |
| PP |
1.0285 |
1.0278 |
| S1 |
1.0272 |
1.0263 |
|