CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0267 |
0.0019 |
0.2% |
1.0319 |
| High |
1.0270 |
1.0270 |
0.0000 |
0.0% |
1.0377 |
| Low |
1.0232 |
1.0243 |
0.0011 |
0.1% |
1.0168 |
| Close |
1.0247 |
1.0259 |
0.0012 |
0.1% |
1.0218 |
| Range |
0.0038 |
0.0027 |
-0.0011 |
-28.9% |
0.0209 |
| ATR |
0.0062 |
0.0059 |
-0.0002 |
-4.0% |
0.0000 |
| Volume |
268 |
318 |
50 |
18.7% |
899 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0326 |
1.0274 |
|
| R3 |
1.0311 |
1.0299 |
1.0266 |
|
| R2 |
1.0284 |
1.0284 |
1.0264 |
|
| R1 |
1.0272 |
1.0272 |
1.0261 |
1.0265 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0254 |
| S1 |
1.0245 |
1.0245 |
1.0257 |
1.0238 |
| S2 |
1.0230 |
1.0230 |
1.0254 |
|
| S3 |
1.0203 |
1.0218 |
1.0252 |
|
| S4 |
1.0176 |
1.0191 |
1.0244 |
|
|
| 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% |
0.0059 |
0.6% |
92% |
True |
False |
261 |
| 10 |
1.0377 |
1.0136 |
0.0241 |
2.3% |
0.0065 |
0.6% |
51% |
False |
False |
197 |
| 20 |
1.0460 |
1.0136 |
0.0324 |
3.2% |
0.0056 |
0.5% |
38% |
False |
False |
132 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0043 |
0.4% |
36% |
False |
False |
88 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0031 |
0.3% |
36% |
False |
False |
63 |
| 80 |
1.0474 |
1.0080 |
0.0394 |
3.8% |
0.0024 |
0.2% |
45% |
False |
False |
47 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0020 |
0.2% |
57% |
False |
False |
38 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0018 |
0.2% |
58% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0341 |
|
1.618 |
1.0314 |
|
1.000 |
1.0297 |
|
0.618 |
1.0287 |
|
HIGH |
1.0270 |
|
0.618 |
1.0260 |
|
0.500 |
1.0257 |
|
0.382 |
1.0253 |
|
LOW |
1.0243 |
|
0.618 |
1.0226 |
|
1.000 |
1.0216 |
|
1.618 |
1.0199 |
|
2.618 |
1.0172 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0258 |
1.0240 |
| PP |
1.0257 |
1.0222 |
| S1 |
1.0257 |
1.0203 |
|