CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0401 |
0.0011 |
0.1% |
1.0379 |
| High |
1.0410 |
1.0435 |
0.0025 |
0.2% |
1.0441 |
| Low |
1.0377 |
1.0337 |
-0.0040 |
-0.4% |
1.0327 |
| Close |
1.0401 |
1.0383 |
-0.0018 |
-0.2% |
1.0377 |
| Range |
0.0033 |
0.0098 |
0.0065 |
197.0% |
0.0114 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
3.7% |
0.0000 |
| Volume |
66,779 |
106,904 |
40,125 |
60.1% |
446,167 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0629 |
1.0437 |
|
| R3 |
1.0581 |
1.0531 |
1.0410 |
|
| R2 |
1.0483 |
1.0483 |
1.0401 |
|
| R1 |
1.0433 |
1.0433 |
1.0392 |
1.0409 |
| PP |
1.0385 |
1.0385 |
1.0385 |
1.0373 |
| S1 |
1.0335 |
1.0335 |
1.0374 |
1.0311 |
| S2 |
1.0287 |
1.0287 |
1.0365 |
|
| S3 |
1.0189 |
1.0237 |
1.0356 |
|
| S4 |
1.0091 |
1.0139 |
1.0329 |
|
|
| 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 |
1.0438 |
1.0327 |
0.0111 |
1.1% |
0.0073 |
0.7% |
50% |
False |
False |
92,289 |
| 10 |
1.0524 |
1.0327 |
0.0197 |
1.9% |
0.0069 |
0.7% |
28% |
False |
False |
89,595 |
| 20 |
1.0547 |
1.0327 |
0.0220 |
2.1% |
0.0067 |
0.6% |
25% |
False |
False |
89,330 |
| 40 |
1.0547 |
1.0281 |
0.0266 |
2.6% |
0.0064 |
0.6% |
38% |
False |
False |
78,197 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0061 |
0.6% |
52% |
False |
False |
52,869 |
| 80 |
1.0547 |
1.0085 |
0.0462 |
4.4% |
0.0056 |
0.5% |
65% |
False |
False |
39,664 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0057 |
0.5% |
69% |
False |
False |
31,741 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0048 |
0.5% |
69% |
False |
False |
26,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0852 |
|
2.618 |
1.0692 |
|
1.618 |
1.0594 |
|
1.000 |
1.0533 |
|
0.618 |
1.0496 |
|
HIGH |
1.0435 |
|
0.618 |
1.0398 |
|
0.500 |
1.0386 |
|
0.382 |
1.0374 |
|
LOW |
1.0337 |
|
0.618 |
1.0276 |
|
1.000 |
1.0239 |
|
1.618 |
1.0178 |
|
2.618 |
1.0080 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0382 |
| PP |
1.0385 |
1.0382 |
| S1 |
1.0384 |
1.0381 |
|