CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0265 |
-0.0075 |
-0.7% |
1.0284 |
| High |
1.0353 |
1.0348 |
-0.0005 |
0.0% |
1.0353 |
| Low |
1.0265 |
1.0252 |
-0.0013 |
-0.1% |
1.0200 |
| Close |
1.0270 |
1.0340 |
0.0070 |
0.7% |
1.0270 |
| Range |
0.0088 |
0.0096 |
0.0008 |
9.1% |
0.0153 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.4% |
0.0000 |
| Volume |
77,177 |
111,929 |
34,752 |
45.0% |
367,013 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0601 |
1.0567 |
1.0393 |
|
| R3 |
1.0505 |
1.0471 |
1.0366 |
|
| R2 |
1.0409 |
1.0409 |
1.0358 |
|
| R1 |
1.0375 |
1.0375 |
1.0349 |
1.0392 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0322 |
| S1 |
1.0279 |
1.0279 |
1.0331 |
1.0296 |
| S2 |
1.0217 |
1.0217 |
1.0322 |
|
| S3 |
1.0121 |
1.0183 |
1.0314 |
|
| S4 |
1.0025 |
1.0087 |
1.0287 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0655 |
1.0354 |
|
| R3 |
1.0580 |
1.0502 |
1.0312 |
|
| R2 |
1.0427 |
1.0427 |
1.0298 |
|
| R1 |
1.0349 |
1.0349 |
1.0284 |
1.0312 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0256 |
| S1 |
1.0196 |
1.0196 |
1.0256 |
1.0159 |
| S2 |
1.0121 |
1.0121 |
1.0242 |
|
| S3 |
0.9968 |
1.0043 |
1.0228 |
|
| S4 |
0.9815 |
0.9890 |
1.0186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0353 |
1.0200 |
0.0153 |
1.5% |
0.0078 |
0.8% |
92% |
False |
False |
83,317 |
| 10 |
1.0435 |
1.0200 |
0.0235 |
2.3% |
0.0082 |
0.8% |
60% |
False |
False |
90,807 |
| 20 |
1.0535 |
1.0200 |
0.0335 |
3.2% |
0.0075 |
0.7% |
42% |
False |
False |
91,093 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0069 |
0.7% |
40% |
False |
False |
83,162 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0065 |
0.6% |
40% |
False |
False |
66,204 |
| 80 |
1.0547 |
1.0144 |
0.0403 |
3.9% |
0.0060 |
0.6% |
49% |
False |
False |
49,674 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0059 |
0.6% |
60% |
False |
False |
39,748 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0054 |
0.5% |
61% |
False |
False |
33,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0756 |
|
2.618 |
1.0599 |
|
1.618 |
1.0503 |
|
1.000 |
1.0444 |
|
0.618 |
1.0407 |
|
HIGH |
1.0348 |
|
0.618 |
1.0311 |
|
0.500 |
1.0300 |
|
0.382 |
1.0289 |
|
LOW |
1.0252 |
|
0.618 |
1.0193 |
|
1.000 |
1.0156 |
|
1.618 |
1.0097 |
|
2.618 |
1.0001 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0327 |
1.0328 |
| PP |
1.0313 |
1.0315 |
| S1 |
1.0300 |
1.0303 |
|