CME Australian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0140 |
1.0027 |
-0.0113 |
-1.1% |
1.0067 |
| High |
1.0140 |
1.0027 |
-0.0113 |
-1.1% |
1.0131 |
| Low |
1.0140 |
1.0027 |
-0.0113 |
-1.1% |
1.0067 |
| Close |
1.0140 |
1.0027 |
-0.0113 |
-1.1% |
1.0073 |
| Range |
|
|
|
|
|
| ATR |
0.0035 |
0.0041 |
0.0006 |
15.6% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0027 |
1.0027 |
1.0027 |
|
| R3 |
1.0027 |
1.0027 |
1.0027 |
|
| R2 |
1.0027 |
1.0027 |
1.0027 |
|
| R1 |
1.0027 |
1.0027 |
1.0027 |
1.0027 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0027 |
| S1 |
1.0027 |
1.0027 |
1.0027 |
1.0027 |
| S2 |
1.0027 |
1.0027 |
1.0027 |
|
| S3 |
1.0027 |
1.0027 |
1.0027 |
|
| S4 |
1.0027 |
1.0027 |
1.0027 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0282 |
1.0242 |
1.0108 |
|
| R3 |
1.0218 |
1.0178 |
1.0091 |
|
| R2 |
1.0154 |
1.0154 |
1.0085 |
|
| R1 |
1.0114 |
1.0114 |
1.0079 |
1.0134 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0101 |
| S1 |
1.0050 |
1.0050 |
1.0067 |
1.0070 |
| S2 |
1.0026 |
1.0026 |
1.0061 |
|
| S3 |
0.9962 |
0.9986 |
1.0055 |
|
| S4 |
0.9898 |
0.9922 |
1.0038 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0027 |
|
2.618 |
1.0027 |
|
1.618 |
1.0027 |
|
1.000 |
1.0027 |
|
0.618 |
1.0027 |
|
HIGH |
1.0027 |
|
0.618 |
1.0027 |
|
0.500 |
1.0027 |
|
0.382 |
1.0027 |
|
LOW |
1.0027 |
|
0.618 |
1.0027 |
|
1.000 |
1.0027 |
|
1.618 |
1.0027 |
|
2.618 |
1.0027 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0027 |
1.0084 |
| PP |
1.0027 |
1.0065 |
| S1 |
1.0027 |
1.0046 |
|