CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0154 |
-0.0062 |
-0.6% |
1.0319 |
| High |
1.0221 |
1.0226 |
0.0005 |
0.0% |
1.0377 |
| Low |
1.0159 |
1.0136 |
-0.0023 |
-0.2% |
1.0168 |
| Close |
1.0189 |
1.0207 |
0.0018 |
0.2% |
1.0218 |
| Range |
0.0062 |
0.0090 |
0.0028 |
45.2% |
0.0209 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.7% |
0.0000 |
| Volume |
202 |
150 |
-52 |
-25.7% |
899 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0460 |
1.0423 |
1.0257 |
|
| R3 |
1.0370 |
1.0333 |
1.0232 |
|
| R2 |
1.0280 |
1.0280 |
1.0224 |
|
| R1 |
1.0243 |
1.0243 |
1.0215 |
1.0262 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0199 |
| S1 |
1.0153 |
1.0153 |
1.0199 |
1.0172 |
| S2 |
1.0100 |
1.0100 |
1.0191 |
|
| S3 |
1.0010 |
1.0063 |
1.0182 |
|
| S4 |
0.9920 |
0.9973 |
1.0158 |
|
|
| 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 |
1.0295 |
1.0136 |
0.0159 |
1.6% |
0.0077 |
0.8% |
45% |
False |
True |
212 |
| 10 |
1.0377 |
1.0136 |
0.0241 |
2.4% |
0.0071 |
0.7% |
29% |
False |
True |
162 |
| 20 |
1.0460 |
1.0136 |
0.0324 |
3.2% |
0.0056 |
0.6% |
22% |
False |
True |
105 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0042 |
0.4% |
21% |
False |
True |
73 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0030 |
0.3% |
21% |
False |
True |
53 |
| 80 |
1.0474 |
1.0080 |
0.0394 |
3.9% |
0.0024 |
0.2% |
32% |
False |
False |
40 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0020 |
0.2% |
47% |
False |
False |
32 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0017 |
0.2% |
48% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0609 |
|
2.618 |
1.0462 |
|
1.618 |
1.0372 |
|
1.000 |
1.0316 |
|
0.618 |
1.0282 |
|
HIGH |
1.0226 |
|
0.618 |
1.0192 |
|
0.500 |
1.0181 |
|
0.382 |
1.0170 |
|
LOW |
1.0136 |
|
0.618 |
1.0080 |
|
1.000 |
1.0046 |
|
1.618 |
0.9990 |
|
2.618 |
0.9900 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0202 |
| PP |
1.0190 |
1.0196 |
| S1 |
1.0181 |
1.0191 |
|