CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0180 |
1.0216 |
0.0036 |
0.4% |
1.0319 |
| High |
1.0246 |
1.0221 |
-0.0025 |
-0.2% |
1.0377 |
| Low |
1.0168 |
1.0159 |
-0.0009 |
-0.1% |
1.0168 |
| Close |
1.0218 |
1.0189 |
-0.0029 |
-0.3% |
1.0218 |
| Range |
0.0078 |
0.0062 |
-0.0016 |
-20.5% |
0.0209 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.3% |
0.0000 |
| Volume |
369 |
202 |
-167 |
-45.3% |
899 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0344 |
1.0223 |
|
| R3 |
1.0314 |
1.0282 |
1.0206 |
|
| R2 |
1.0252 |
1.0252 |
1.0200 |
|
| R1 |
1.0220 |
1.0220 |
1.0195 |
1.0205 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0182 |
| S1 |
1.0158 |
1.0158 |
1.0183 |
1.0143 |
| S2 |
1.0128 |
1.0128 |
1.0178 |
|
| S3 |
1.0066 |
1.0096 |
1.0172 |
|
| S4 |
1.0004 |
1.0034 |
1.0155 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0759 |
1.0333 |
|
| R3 |
1.0672 |
1.0550 |
1.0275 |
|
| R2 |
1.0463 |
1.0463 |
1.0256 |
|
| R1 |
1.0341 |
1.0341 |
1.0237 |
1.0298 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0233 |
| S1 |
1.0132 |
1.0132 |
1.0199 |
1.0089 |
| S2 |
1.0045 |
1.0045 |
1.0180 |
|
| S3 |
0.9836 |
0.9923 |
1.0161 |
|
| S4 |
0.9627 |
0.9714 |
1.0103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0377 |
1.0159 |
0.0218 |
2.1% |
0.0081 |
0.8% |
14% |
False |
True |
208 |
| 10 |
1.0377 |
1.0159 |
0.0218 |
2.1% |
0.0065 |
0.6% |
14% |
False |
True |
151 |
| 20 |
1.0460 |
1.0159 |
0.0301 |
3.0% |
0.0053 |
0.5% |
10% |
False |
True |
99 |
| 40 |
1.0474 |
1.0159 |
0.0315 |
3.1% |
0.0040 |
0.4% |
10% |
False |
True |
69 |
| 60 |
1.0474 |
1.0159 |
0.0315 |
3.1% |
0.0029 |
0.3% |
10% |
False |
True |
51 |
| 80 |
1.0474 |
1.0080 |
0.0394 |
3.9% |
0.0023 |
0.2% |
28% |
False |
False |
38 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0019 |
0.2% |
43% |
False |
False |
31 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.1% |
0.0017 |
0.2% |
45% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0485 |
|
2.618 |
1.0383 |
|
1.618 |
1.0321 |
|
1.000 |
1.0283 |
|
0.618 |
1.0259 |
|
HIGH |
1.0221 |
|
0.618 |
1.0197 |
|
0.500 |
1.0190 |
|
0.382 |
1.0183 |
|
LOW |
1.0159 |
|
0.618 |
1.0121 |
|
1.000 |
1.0097 |
|
1.618 |
1.0059 |
|
2.618 |
0.9997 |
|
4.250 |
0.9896 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0190 |
1.0203 |
| PP |
1.0190 |
1.0198 |
| S1 |
1.0189 |
1.0194 |
|