CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0356 |
1.0283 |
-0.0073 |
-0.7% |
1.0379 |
| High |
1.0369 |
1.0309 |
-0.0060 |
-0.6% |
1.0441 |
| Low |
1.0265 |
1.0244 |
-0.0021 |
-0.2% |
1.0327 |
| Close |
1.0285 |
1.0252 |
-0.0033 |
-0.3% |
1.0377 |
| Range |
0.0104 |
0.0065 |
-0.0039 |
-37.5% |
0.0114 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
122,140 |
112,642 |
-9,498 |
-7.8% |
446,167 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0423 |
1.0288 |
|
| R3 |
1.0398 |
1.0358 |
1.0270 |
|
| R2 |
1.0333 |
1.0333 |
1.0264 |
|
| R1 |
1.0293 |
1.0293 |
1.0258 |
1.0281 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0262 |
| S1 |
1.0228 |
1.0228 |
1.0246 |
1.0216 |
| S2 |
1.0203 |
1.0203 |
1.0240 |
|
| S3 |
1.0138 |
1.0163 |
1.0234 |
|
| S4 |
1.0073 |
1.0098 |
1.0216 |
|
|
| 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 |
1.0244 |
0.0191 |
1.9% |
0.0077 |
0.8% |
4% |
False |
True |
104,173 |
| 10 |
1.0441 |
1.0244 |
0.0197 |
1.9% |
0.0072 |
0.7% |
4% |
False |
True |
95,472 |
| 20 |
1.0547 |
1.0244 |
0.0303 |
3.0% |
0.0071 |
0.7% |
3% |
False |
True |
93,286 |
| 40 |
1.0547 |
1.0244 |
0.0303 |
3.0% |
0.0066 |
0.6% |
3% |
False |
True |
83,299 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.4% |
0.0062 |
0.6% |
14% |
False |
False |
56,780 |
| 80 |
1.0547 |
1.0100 |
0.0447 |
4.4% |
0.0057 |
0.6% |
34% |
False |
False |
42,598 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0057 |
0.6% |
43% |
False |
False |
34,088 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0049 |
0.5% |
45% |
False |
False |
28,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0585 |
|
2.618 |
1.0479 |
|
1.618 |
1.0414 |
|
1.000 |
1.0374 |
|
0.618 |
1.0349 |
|
HIGH |
1.0309 |
|
0.618 |
1.0284 |
|
0.500 |
1.0277 |
|
0.382 |
1.0269 |
|
LOW |
1.0244 |
|
0.618 |
1.0204 |
|
1.000 |
1.0179 |
|
1.618 |
1.0139 |
|
2.618 |
1.0074 |
|
4.250 |
0.9968 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0277 |
1.0340 |
| PP |
1.0268 |
1.0310 |
| S1 |
1.0260 |
1.0281 |
|