CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0251 |
1.0303 |
0.0052 |
0.5% |
1.0253 |
| High |
1.0310 |
1.0306 |
-0.0004 |
0.0% |
1.0310 |
| Low |
1.0234 |
1.0287 |
0.0053 |
0.5% |
1.0215 |
| Close |
1.0310 |
1.0306 |
-0.0004 |
0.0% |
1.0306 |
| Range |
0.0076 |
0.0019 |
-0.0057 |
-75.0% |
0.0095 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-3.4% |
0.0000 |
| Volume |
23 |
41 |
18 |
78.3% |
75 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0350 |
1.0316 |
|
| R3 |
1.0338 |
1.0331 |
1.0311 |
|
| R2 |
1.0319 |
1.0319 |
1.0309 |
|
| R1 |
1.0312 |
1.0312 |
1.0308 |
1.0316 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0301 |
| S1 |
1.0293 |
1.0293 |
1.0304 |
1.0297 |
| S2 |
1.0281 |
1.0281 |
1.0303 |
|
| S3 |
1.0262 |
1.0274 |
1.0301 |
|
| S4 |
1.0243 |
1.0255 |
1.0296 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0529 |
1.0358 |
|
| R3 |
1.0467 |
1.0434 |
1.0332 |
|
| R2 |
1.0372 |
1.0372 |
1.0323 |
|
| R1 |
1.0339 |
1.0339 |
1.0315 |
1.0356 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0285 |
| S1 |
1.0244 |
1.0244 |
1.0297 |
1.0261 |
| S2 |
1.0182 |
1.0182 |
1.0289 |
|
| S3 |
1.0087 |
1.0149 |
1.0280 |
|
| S4 |
0.9992 |
1.0054 |
1.0254 |
|
|
| 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% |
0.0030 |
0.3% |
96% |
False |
False |
15 |
| 10 |
1.0310 |
1.0076 |
0.0234 |
2.3% |
0.0029 |
0.3% |
98% |
False |
False |
8 |
| 20 |
1.0310 |
1.0040 |
0.0270 |
2.6% |
0.0025 |
0.2% |
99% |
False |
False |
6 |
| 40 |
1.0310 |
1.0040 |
0.0270 |
2.6% |
0.0018 |
0.2% |
99% |
False |
False |
4 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0012 |
0.1% |
73% |
False |
False |
3 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0009 |
0.1% |
73% |
False |
False |
2 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.6% |
0.0007 |
0.1% |
73% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0356 |
|
1.618 |
1.0337 |
|
1.000 |
1.0325 |
|
0.618 |
1.0318 |
|
HIGH |
1.0306 |
|
0.618 |
1.0299 |
|
0.500 |
1.0297 |
|
0.382 |
1.0294 |
|
LOW |
1.0287 |
|
0.618 |
1.0275 |
|
1.000 |
1.0268 |
|
1.618 |
1.0256 |
|
2.618 |
1.0237 |
|
4.250 |
1.0206 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0303 |
1.0295 |
| PP |
1.0300 |
1.0283 |
| S1 |
1.0297 |
1.0272 |
|