CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0284 |
0.0024 |
0.2% |
1.0390 |
| High |
1.0319 |
1.0297 |
-0.0022 |
-0.2% |
1.0435 |
| Low |
1.0227 |
1.0223 |
-0.0004 |
0.0% |
1.0227 |
| Close |
1.0286 |
1.0257 |
-0.0029 |
-0.3% |
1.0286 |
| Range |
0.0092 |
0.0074 |
-0.0018 |
-19.6% |
0.0208 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.2% |
0.0000 |
| Volume |
87,450 |
62,353 |
-25,097 |
-28.7% |
495,915 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0443 |
1.0298 |
|
| R3 |
1.0407 |
1.0369 |
1.0277 |
|
| R2 |
1.0333 |
1.0333 |
1.0271 |
|
| R1 |
1.0295 |
1.0295 |
1.0264 |
1.0277 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0250 |
| S1 |
1.0221 |
1.0221 |
1.0250 |
1.0203 |
| S2 |
1.0185 |
1.0185 |
1.0243 |
|
| S3 |
1.0111 |
1.0147 |
1.0237 |
|
| S4 |
1.0037 |
1.0073 |
1.0216 |
|
|
| 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 |
1.0223 |
0.0212 |
2.1% |
0.0087 |
0.8% |
16% |
False |
True |
98,297 |
| 10 |
1.0441 |
1.0223 |
0.0218 |
2.1% |
0.0077 |
0.8% |
16% |
False |
True |
93,231 |
| 20 |
1.0535 |
1.0223 |
0.0312 |
3.0% |
0.0071 |
0.7% |
11% |
False |
True |
90,287 |
| 40 |
1.0547 |
1.0223 |
0.0324 |
3.2% |
0.0067 |
0.6% |
10% |
False |
True |
83,915 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.4% |
0.0063 |
0.6% |
16% |
False |
False |
59,273 |
| 80 |
1.0547 |
1.0134 |
0.0413 |
4.0% |
0.0058 |
0.6% |
30% |
False |
False |
44,470 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0057 |
0.6% |
44% |
False |
False |
35,584 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0051 |
0.5% |
46% |
False |
False |
29,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0491 |
|
1.618 |
1.0417 |
|
1.000 |
1.0371 |
|
0.618 |
1.0343 |
|
HIGH |
1.0297 |
|
0.618 |
1.0269 |
|
0.500 |
1.0260 |
|
0.382 |
1.0251 |
|
LOW |
1.0223 |
|
0.618 |
1.0177 |
|
1.000 |
1.0149 |
|
1.618 |
1.0103 |
|
2.618 |
1.0029 |
|
4.250 |
0.9909 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0271 |
| PP |
1.0259 |
1.0266 |
| S1 |
1.0258 |
1.0262 |
|