CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0397 |
1.0390 |
-0.0007 |
-0.1% |
1.0379 |
| High |
1.0412 |
1.0410 |
-0.0002 |
0.0% |
1.0441 |
| Low |
1.0327 |
1.0377 |
0.0050 |
0.5% |
1.0327 |
| Close |
1.0377 |
1.0401 |
0.0024 |
0.2% |
1.0377 |
| Range |
0.0085 |
0.0033 |
-0.0052 |
-61.2% |
0.0114 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
112,404 |
66,779 |
-45,625 |
-40.6% |
446,167 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0495 |
1.0481 |
1.0419 |
|
| R3 |
1.0462 |
1.0448 |
1.0410 |
|
| R2 |
1.0429 |
1.0429 |
1.0407 |
|
| R1 |
1.0415 |
1.0415 |
1.0404 |
1.0422 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0400 |
| S1 |
1.0382 |
1.0382 |
1.0398 |
1.0389 |
| S2 |
1.0363 |
1.0363 |
1.0395 |
|
| S3 |
1.0330 |
1.0349 |
1.0392 |
|
| S4 |
1.0297 |
1.0316 |
1.0383 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0724 |
1.0664 |
1.0440 |
|
| R3 |
1.0610 |
1.0550 |
1.0408 |
|
| R2 |
1.0496 |
1.0496 |
1.0398 |
|
| R1 |
1.0436 |
1.0436 |
1.0387 |
1.0409 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0368 |
| S1 |
1.0322 |
1.0322 |
1.0367 |
1.0295 |
| S2 |
1.0268 |
1.0268 |
1.0356 |
|
| S3 |
1.0154 |
1.0208 |
1.0346 |
|
| S4 |
1.0040 |
1.0094 |
1.0314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0441 |
1.0327 |
0.0114 |
1.1% |
0.0068 |
0.6% |
65% |
False |
False |
88,164 |
| 10 |
1.0535 |
1.0327 |
0.0208 |
2.0% |
0.0068 |
0.7% |
36% |
False |
False |
91,378 |
| 20 |
1.0547 |
1.0327 |
0.0220 |
2.1% |
0.0064 |
0.6% |
34% |
False |
False |
87,844 |
| 40 |
1.0547 |
1.0281 |
0.0266 |
2.6% |
0.0063 |
0.6% |
45% |
False |
False |
75,768 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0060 |
0.6% |
58% |
False |
False |
51,089 |
| 80 |
1.0547 |
1.0060 |
0.0487 |
4.7% |
0.0056 |
0.5% |
70% |
False |
False |
38,328 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0056 |
0.5% |
72% |
False |
False |
30,672 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0047 |
0.5% |
73% |
False |
False |
25,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0550 |
|
2.618 |
1.0496 |
|
1.618 |
1.0463 |
|
1.000 |
1.0443 |
|
0.618 |
1.0430 |
|
HIGH |
1.0410 |
|
0.618 |
1.0397 |
|
0.500 |
1.0394 |
|
0.382 |
1.0390 |
|
LOW |
1.0377 |
|
0.618 |
1.0357 |
|
1.000 |
1.0344 |
|
1.618 |
1.0324 |
|
2.618 |
1.0291 |
|
4.250 |
1.0237 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0399 |
1.0391 |
| PP |
1.0396 |
1.0382 |
| S1 |
1.0394 |
1.0372 |
|