CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0401 |
1.0356 |
-0.0045 |
-0.4% |
1.0379 |
| High |
1.0435 |
1.0369 |
-0.0066 |
-0.6% |
1.0441 |
| Low |
1.0337 |
1.0265 |
-0.0072 |
-0.7% |
1.0327 |
| Close |
1.0383 |
1.0285 |
-0.0098 |
-0.9% |
1.0377 |
| Range |
0.0098 |
0.0104 |
0.0006 |
6.1% |
0.0114 |
| ATR |
0.0067 |
0.0071 |
0.0004 |
5.4% |
0.0000 |
| Volume |
106,904 |
122,140 |
15,236 |
14.3% |
446,167 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0618 |
1.0556 |
1.0342 |
|
| R3 |
1.0514 |
1.0452 |
1.0314 |
|
| R2 |
1.0410 |
1.0410 |
1.0304 |
|
| R1 |
1.0348 |
1.0348 |
1.0295 |
1.0327 |
| PP |
1.0306 |
1.0306 |
1.0306 |
1.0296 |
| S1 |
1.0244 |
1.0244 |
1.0275 |
1.0223 |
| S2 |
1.0202 |
1.0202 |
1.0266 |
|
| S3 |
1.0098 |
1.0140 |
1.0256 |
|
| S4 |
0.9994 |
1.0036 |
1.0228 |
|
|
| 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 |
1.0435 |
1.0265 |
0.0170 |
1.7% |
0.0078 |
0.8% |
12% |
False |
True |
99,935 |
| 10 |
1.0509 |
1.0265 |
0.0244 |
2.4% |
0.0076 |
0.7% |
8% |
False |
True |
95,462 |
| 20 |
1.0547 |
1.0265 |
0.0282 |
2.7% |
0.0070 |
0.7% |
7% |
False |
True |
91,877 |
| 40 |
1.0547 |
1.0265 |
0.0282 |
2.7% |
0.0065 |
0.6% |
7% |
False |
True |
81,099 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0062 |
0.6% |
24% |
False |
False |
54,904 |
| 80 |
1.0547 |
1.0100 |
0.0447 |
4.3% |
0.0057 |
0.6% |
41% |
False |
False |
41,191 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0057 |
0.6% |
50% |
False |
False |
32,962 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0049 |
0.5% |
51% |
False |
False |
27,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0811 |
|
2.618 |
1.0641 |
|
1.618 |
1.0537 |
|
1.000 |
1.0473 |
|
0.618 |
1.0433 |
|
HIGH |
1.0369 |
|
0.618 |
1.0329 |
|
0.500 |
1.0317 |
|
0.382 |
1.0305 |
|
LOW |
1.0265 |
|
0.618 |
1.0201 |
|
1.000 |
1.0161 |
|
1.618 |
1.0097 |
|
2.618 |
0.9993 |
|
4.250 |
0.9823 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0350 |
| PP |
1.0306 |
1.0328 |
| S1 |
1.0296 |
1.0307 |
|