CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0183 |
1.0149 |
-0.0034 |
-0.3% |
1.0196 |
| High |
1.0203 |
1.0162 |
-0.0041 |
-0.4% |
1.0273 |
| Low |
1.0119 |
1.0103 |
-0.0016 |
-0.2% |
1.0139 |
| Close |
1.0151 |
1.0162 |
0.0011 |
0.1% |
1.0236 |
| Range |
0.0084 |
0.0059 |
-0.0025 |
-29.8% |
0.0134 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
519 |
550 |
31 |
6.0% |
1,695 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0300 |
1.0194 |
|
| R3 |
1.0260 |
1.0241 |
1.0178 |
|
| R2 |
1.0201 |
1.0201 |
1.0173 |
|
| R1 |
1.0182 |
1.0182 |
1.0167 |
1.0192 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0147 |
| S1 |
1.0123 |
1.0123 |
1.0157 |
1.0133 |
| S2 |
1.0083 |
1.0083 |
1.0151 |
|
| S3 |
1.0024 |
1.0064 |
1.0146 |
|
| S4 |
0.9965 |
1.0005 |
1.0130 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0618 |
1.0561 |
1.0310 |
|
| R3 |
1.0484 |
1.0427 |
1.0273 |
|
| R2 |
1.0350 |
1.0350 |
1.0261 |
|
| R1 |
1.0293 |
1.0293 |
1.0248 |
1.0322 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0230 |
| S1 |
1.0159 |
1.0159 |
1.0224 |
1.0188 |
| S2 |
1.0082 |
1.0082 |
1.0211 |
|
| S3 |
0.9948 |
1.0025 |
1.0199 |
|
| S4 |
0.9814 |
0.9891 |
1.0162 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0254 |
1.0103 |
0.0151 |
1.5% |
0.0062 |
0.6% |
39% |
False |
True |
605 |
| 10 |
1.0275 |
1.0103 |
0.0172 |
1.7% |
0.0066 |
0.7% |
34% |
False |
True |
418 |
| 20 |
1.0377 |
1.0103 |
0.0274 |
2.7% |
0.0069 |
0.7% |
22% |
False |
True |
290 |
| 40 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0055 |
0.5% |
16% |
False |
True |
174 |
| 60 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0041 |
0.4% |
16% |
False |
True |
123 |
| 80 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0032 |
0.3% |
16% |
False |
True |
92 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0026 |
0.3% |
38% |
False |
False |
74 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0023 |
0.2% |
38% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0316 |
|
1.618 |
1.0257 |
|
1.000 |
1.0221 |
|
0.618 |
1.0198 |
|
HIGH |
1.0162 |
|
0.618 |
1.0139 |
|
0.500 |
1.0133 |
|
0.382 |
1.0126 |
|
LOW |
1.0103 |
|
0.618 |
1.0067 |
|
1.000 |
1.0044 |
|
1.618 |
1.0008 |
|
2.618 |
0.9949 |
|
4.250 |
0.9852 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0170 |
| PP |
1.0142 |
1.0167 |
| S1 |
1.0133 |
1.0165 |
|