CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0260 |
-0.0023 |
-0.2% |
1.0390 |
| High |
1.0309 |
1.0319 |
0.0010 |
0.1% |
1.0435 |
| Low |
1.0244 |
1.0227 |
-0.0017 |
-0.2% |
1.0227 |
| Close |
1.0252 |
1.0286 |
0.0034 |
0.3% |
1.0286 |
| Range |
0.0065 |
0.0092 |
0.0027 |
41.5% |
0.0208 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.2% |
0.0000 |
| Volume |
112,642 |
87,450 |
-25,192 |
-22.4% |
495,915 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0512 |
1.0337 |
|
| R3 |
1.0461 |
1.0420 |
1.0311 |
|
| R2 |
1.0369 |
1.0369 |
1.0303 |
|
| R1 |
1.0328 |
1.0328 |
1.0294 |
1.0349 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0288 |
| S1 |
1.0236 |
1.0236 |
1.0278 |
1.0257 |
| S2 |
1.0185 |
1.0185 |
1.0269 |
|
| S3 |
1.0093 |
1.0144 |
1.0261 |
|
| S4 |
1.0001 |
1.0052 |
1.0235 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0940 |
1.0821 |
1.0400 |
|
| R3 |
1.0732 |
1.0613 |
1.0343 |
|
| R2 |
1.0524 |
1.0524 |
1.0324 |
|
| R1 |
1.0405 |
1.0405 |
1.0305 |
1.0361 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0294 |
| S1 |
1.0197 |
1.0197 |
1.0267 |
1.0153 |
| S2 |
1.0108 |
1.0108 |
1.0248 |
|
| S3 |
0.9900 |
0.9989 |
1.0229 |
|
| S4 |
0.9692 |
0.9781 |
1.0172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0435 |
1.0227 |
0.0208 |
2.0% |
0.0078 |
0.8% |
28% |
False |
True |
99,183 |
| 10 |
1.0441 |
1.0227 |
0.0214 |
2.1% |
0.0074 |
0.7% |
28% |
False |
True |
94,208 |
| 20 |
1.0545 |
1.0227 |
0.0318 |
3.1% |
0.0070 |
0.7% |
19% |
False |
True |
91,519 |
| 40 |
1.0547 |
1.0227 |
0.0320 |
3.1% |
0.0066 |
0.6% |
18% |
False |
True |
84,223 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0063 |
0.6% |
24% |
False |
False |
58,235 |
| 80 |
1.0547 |
1.0127 |
0.0420 |
4.1% |
0.0058 |
0.6% |
38% |
False |
False |
43,691 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0057 |
0.6% |
50% |
False |
False |
34,961 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0050 |
0.5% |
51% |
False |
False |
29,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0560 |
|
1.618 |
1.0468 |
|
1.000 |
1.0411 |
|
0.618 |
1.0376 |
|
HIGH |
1.0319 |
|
0.618 |
1.0284 |
|
0.500 |
1.0273 |
|
0.382 |
1.0262 |
|
LOW |
1.0227 |
|
0.618 |
1.0170 |
|
1.000 |
1.0135 |
|
1.618 |
1.0078 |
|
2.618 |
0.9986 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0298 |
| PP |
1.0277 |
1.0294 |
| S1 |
1.0273 |
1.0290 |
|