CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0245 |
1.0268 |
0.0023 |
0.2% |
1.0247 |
| High |
1.0245 |
1.0268 |
0.0023 |
0.2% |
1.0295 |
| Low |
1.0245 |
1.0268 |
0.0023 |
0.2% |
1.0242 |
| Close |
1.0245 |
1.0268 |
0.0023 |
0.2% |
1.0245 |
| Range |
|
|
|
|
|
| ATR |
0.0033 |
0.0032 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0268 |
1.0268 |
|
| R3 |
1.0268 |
1.0268 |
1.0268 |
|
| R2 |
1.0268 |
1.0268 |
1.0268 |
|
| R1 |
1.0268 |
1.0268 |
1.0268 |
1.0268 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0268 |
| S1 |
1.0268 |
1.0268 |
1.0268 |
1.0268 |
| S2 |
1.0268 |
1.0268 |
1.0268 |
|
| S3 |
1.0268 |
1.0268 |
1.0268 |
|
| S4 |
1.0268 |
1.0268 |
1.0268 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0385 |
1.0274 |
|
| R3 |
1.0367 |
1.0332 |
1.0260 |
|
| R2 |
1.0314 |
1.0314 |
1.0255 |
|
| R1 |
1.0279 |
1.0279 |
1.0250 |
1.0270 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0256 |
| S1 |
1.0226 |
1.0226 |
1.0240 |
1.0217 |
| S2 |
1.0208 |
1.0208 |
1.0235 |
|
| S3 |
1.0155 |
1.0173 |
1.0230 |
|
| S4 |
1.0102 |
1.0120 |
1.0216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0295 |
1.0242 |
0.0053 |
0.5% |
0.0000 |
0.0% |
49% |
False |
False |
3 |
| 10 |
1.0390 |
1.0242 |
0.0148 |
1.4% |
0.0002 |
0.0% |
18% |
False |
False |
2 |
| 20 |
1.0406 |
1.0242 |
0.0164 |
1.6% |
0.0001 |
0.0% |
16% |
False |
False |
1 |
| 40 |
1.0406 |
1.0174 |
0.0232 |
2.3% |
0.0000 |
0.0% |
41% |
False |
False |
1 |
| 60 |
1.0406 |
1.0096 |
0.0310 |
3.0% |
0.0000 |
0.0% |
55% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0268 |
|
2.618 |
1.0268 |
|
1.618 |
1.0268 |
|
1.000 |
1.0268 |
|
0.618 |
1.0268 |
|
HIGH |
1.0268 |
|
0.618 |
1.0268 |
|
0.500 |
1.0268 |
|
0.382 |
1.0268 |
|
LOW |
1.0268 |
|
0.618 |
1.0268 |
|
1.000 |
1.0268 |
|
1.618 |
1.0268 |
|
2.618 |
1.0268 |
|
4.250 |
1.0268 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0268 |
1.0264 |
| PP |
1.0268 |
1.0260 |
| S1 |
1.0268 |
1.0257 |
|