CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0382 |
1.0397 |
0.0015 |
0.1% |
1.0379 |
| High |
1.0417 |
1.0412 |
-0.0005 |
0.0% |
1.0441 |
| Low |
1.0346 |
1.0327 |
-0.0019 |
-0.2% |
1.0327 |
| Close |
1.0400 |
1.0377 |
-0.0023 |
-0.2% |
1.0377 |
| Range |
0.0071 |
0.0085 |
0.0014 |
19.7% |
0.0114 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
2.1% |
0.0000 |
| Volume |
91,449 |
112,404 |
20,955 |
22.9% |
446,167 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0627 |
1.0587 |
1.0424 |
|
| R3 |
1.0542 |
1.0502 |
1.0400 |
|
| R2 |
1.0457 |
1.0457 |
1.0393 |
|
| R1 |
1.0417 |
1.0417 |
1.0385 |
1.0395 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0361 |
| S1 |
1.0332 |
1.0332 |
1.0369 |
1.0310 |
| S2 |
1.0287 |
1.0287 |
1.0361 |
|
| S3 |
1.0202 |
1.0247 |
1.0354 |
|
| S4 |
1.0117 |
1.0162 |
1.0330 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0724 |
1.0664 |
1.0440 |
|
| R3 |
1.0610 |
1.0550 |
1.0408 |
|
| R2 |
1.0496 |
1.0496 |
1.0398 |
|
| R1 |
1.0436 |
1.0436 |
1.0387 |
1.0409 |
| PP |
1.0382 |
1.0382 |
1.0382 |
1.0368 |
| S1 |
1.0322 |
1.0322 |
1.0367 |
1.0295 |
| S2 |
1.0268 |
1.0268 |
1.0356 |
|
| S3 |
1.0154 |
1.0208 |
1.0346 |
|
| S4 |
1.0040 |
1.0094 |
1.0314 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0441 |
1.0327 |
0.0114 |
1.1% |
0.0070 |
0.7% |
44% |
False |
True |
89,233 |
| 10 |
1.0535 |
1.0327 |
0.0208 |
2.0% |
0.0072 |
0.7% |
24% |
False |
True |
92,891 |
| 20 |
1.0547 |
1.0327 |
0.0220 |
2.1% |
0.0067 |
0.6% |
23% |
False |
True |
90,033 |
| 40 |
1.0547 |
1.0281 |
0.0266 |
2.6% |
0.0063 |
0.6% |
36% |
False |
False |
74,538 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0061 |
0.6% |
51% |
False |
False |
49,977 |
| 80 |
1.0547 |
1.0060 |
0.0487 |
4.7% |
0.0056 |
0.5% |
65% |
False |
False |
37,493 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
67% |
False |
False |
30,004 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0047 |
0.5% |
68% |
False |
False |
25,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0773 |
|
2.618 |
1.0635 |
|
1.618 |
1.0550 |
|
1.000 |
1.0497 |
|
0.618 |
1.0465 |
|
HIGH |
1.0412 |
|
0.618 |
1.0380 |
|
0.500 |
1.0370 |
|
0.382 |
1.0359 |
|
LOW |
1.0327 |
|
0.618 |
1.0274 |
|
1.000 |
1.0242 |
|
1.618 |
1.0189 |
|
2.618 |
1.0104 |
|
4.250 |
0.9966 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0383 |
| PP |
1.0372 |
1.0381 |
| S1 |
1.0370 |
1.0379 |
|