CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0323 |
1.0330 |
0.0007 |
0.1% |
1.0253 |
| High |
1.0354 |
1.0334 |
-0.0020 |
-0.2% |
1.0310 |
| Low |
1.0323 |
1.0298 |
-0.0025 |
-0.2% |
1.0215 |
| Close |
1.0354 |
1.0313 |
-0.0041 |
-0.4% |
1.0306 |
| Range |
0.0031 |
0.0036 |
0.0005 |
16.1% |
0.0095 |
| ATR |
0.0041 |
0.0042 |
0.0001 |
2.7% |
0.0000 |
| Volume |
24 |
16 |
-8 |
-33.3% |
75 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0404 |
1.0333 |
|
| R3 |
1.0387 |
1.0368 |
1.0323 |
|
| R2 |
1.0351 |
1.0351 |
1.0320 |
|
| R1 |
1.0332 |
1.0332 |
1.0316 |
1.0324 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0311 |
| S1 |
1.0296 |
1.0296 |
1.0310 |
1.0288 |
| S2 |
1.0279 |
1.0279 |
1.0306 |
|
| S3 |
1.0243 |
1.0260 |
1.0303 |
|
| S4 |
1.0207 |
1.0224 |
1.0293 |
|
|
| 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 |
1.0354 |
1.0234 |
0.0120 |
1.2% |
0.0039 |
0.4% |
66% |
False |
False |
22 |
| 10 |
1.0354 |
1.0185 |
0.0169 |
1.6% |
0.0032 |
0.3% |
76% |
False |
False |
13 |
| 20 |
1.0354 |
1.0040 |
0.0314 |
3.0% |
0.0029 |
0.3% |
87% |
False |
False |
9 |
| 40 |
1.0354 |
1.0040 |
0.0314 |
3.0% |
0.0020 |
0.2% |
87% |
False |
False |
5 |
| 60 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0014 |
0.1% |
75% |
False |
False |
4 |
| 80 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0010 |
0.1% |
75% |
False |
False |
3 |
| 100 |
1.0406 |
1.0040 |
0.0366 |
3.5% |
0.0008 |
0.1% |
75% |
False |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0487 |
|
2.618 |
1.0428 |
|
1.618 |
1.0392 |
|
1.000 |
1.0370 |
|
0.618 |
1.0356 |
|
HIGH |
1.0334 |
|
0.618 |
1.0320 |
|
0.500 |
1.0316 |
|
0.382 |
1.0312 |
|
LOW |
1.0298 |
|
0.618 |
1.0276 |
|
1.000 |
1.0262 |
|
1.618 |
1.0240 |
|
2.618 |
1.0204 |
|
4.250 |
1.0145 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0316 |
1.0326 |
| PP |
1.0315 |
1.0322 |
| S1 |
1.0314 |
1.0317 |
|