CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0154 |
1.0248 |
0.0094 |
0.9% |
1.0319 |
| High |
1.0226 |
1.0270 |
0.0044 |
0.4% |
1.0377 |
| Low |
1.0136 |
1.0232 |
0.0096 |
0.9% |
1.0168 |
| Close |
1.0207 |
1.0247 |
0.0040 |
0.4% |
1.0218 |
| Range |
0.0090 |
0.0038 |
-0.0052 |
-57.8% |
0.0209 |
| ATR |
0.0062 |
0.0062 |
0.0000 |
0.1% |
0.0000 |
| Volume |
150 |
268 |
118 |
78.7% |
899 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0364 |
1.0343 |
1.0268 |
|
| R3 |
1.0326 |
1.0305 |
1.0257 |
|
| R2 |
1.0288 |
1.0288 |
1.0254 |
|
| R1 |
1.0267 |
1.0267 |
1.0250 |
1.0259 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0245 |
| S1 |
1.0229 |
1.0229 |
1.0244 |
1.0221 |
| S2 |
1.0212 |
1.0212 |
1.0240 |
|
| S3 |
1.0174 |
1.0191 |
1.0237 |
|
| S4 |
1.0136 |
1.0153 |
1.0226 |
|
|
| 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 |
1.0270 |
1.0136 |
0.0134 |
1.3% |
0.0066 |
0.6% |
83% |
True |
False |
246 |
| 10 |
1.0377 |
1.0136 |
0.0241 |
2.4% |
0.0068 |
0.7% |
46% |
False |
False |
185 |
| 20 |
1.0460 |
1.0136 |
0.0324 |
3.2% |
0.0056 |
0.5% |
34% |
False |
False |
118 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0043 |
0.4% |
33% |
False |
False |
80 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0031 |
0.3% |
33% |
False |
False |
58 |
| 80 |
1.0474 |
1.0080 |
0.0394 |
3.8% |
0.0024 |
0.2% |
42% |
False |
False |
43 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0020 |
0.2% |
55% |
False |
False |
35 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0018 |
0.2% |
56% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0432 |
|
2.618 |
1.0369 |
|
1.618 |
1.0331 |
|
1.000 |
1.0308 |
|
0.618 |
1.0293 |
|
HIGH |
1.0270 |
|
0.618 |
1.0255 |
|
0.500 |
1.0251 |
|
0.382 |
1.0247 |
|
LOW |
1.0232 |
|
0.618 |
1.0209 |
|
1.000 |
1.0194 |
|
1.618 |
1.0171 |
|
2.618 |
1.0133 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0232 |
| PP |
1.0250 |
1.0218 |
| S1 |
1.0248 |
1.0203 |
|