CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0303 |
1.0309 |
0.0006 |
0.1% |
1.0253 |
| High |
1.0306 |
1.0341 |
0.0035 |
0.3% |
1.0310 |
| Low |
1.0287 |
1.0306 |
0.0019 |
0.2% |
1.0215 |
| Close |
1.0306 |
1.0322 |
0.0016 |
0.2% |
1.0306 |
| Range |
0.0019 |
0.0035 |
0.0016 |
84.2% |
0.0095 |
| ATR |
0.0042 |
0.0042 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
41 |
10 |
-31 |
-75.6% |
75 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0428 |
1.0410 |
1.0341 |
|
| R3 |
1.0393 |
1.0375 |
1.0332 |
|
| R2 |
1.0358 |
1.0358 |
1.0328 |
|
| R1 |
1.0340 |
1.0340 |
1.0325 |
1.0349 |
| PP |
1.0323 |
1.0323 |
1.0323 |
1.0328 |
| S1 |
1.0305 |
1.0305 |
1.0319 |
1.0314 |
| S2 |
1.0288 |
1.0288 |
1.0316 |
|
| S3 |
1.0253 |
1.0270 |
1.0312 |
|
| S4 |
1.0218 |
1.0235 |
1.0303 |
|
|
| 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 |
1.0341 |
1.0215 |
0.0126 |
1.2% |
0.0036 |
0.4% |
85% |
True |
False |
16 |
| 10 |
1.0341 |
1.0150 |
0.0191 |
1.9% |
0.0027 |
0.3% |
90% |
True |
False |
9 |
| 20 |
1.0341 |
1.0040 |
0.0301 |
2.9% |
0.0026 |
0.2% |
94% |
True |
False |
7 |
| 40 |
1.0341 |
1.0040 |
0.0301 |
2.9% |
0.0019 |
0.2% |
94% |
True |
False |
4 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0013 |
0.1% |
77% |
False |
False |
3 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0010 |
0.1% |
77% |
False |
False |
2 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0008 |
0.1% |
77% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0490 |
|
2.618 |
1.0433 |
|
1.618 |
1.0398 |
|
1.000 |
1.0376 |
|
0.618 |
1.0363 |
|
HIGH |
1.0341 |
|
0.618 |
1.0328 |
|
0.500 |
1.0324 |
|
0.382 |
1.0319 |
|
LOW |
1.0306 |
|
0.618 |
1.0284 |
|
1.000 |
1.0271 |
|
1.618 |
1.0249 |
|
2.618 |
1.0214 |
|
4.250 |
1.0157 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0311 |
| PP |
1.0323 |
1.0299 |
| S1 |
1.0323 |
1.0288 |
|