CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0284 |
1.0234 |
-0.0050 |
-0.5% |
1.0390 |
| High |
1.0297 |
1.0295 |
-0.0002 |
0.0% |
1.0435 |
| Low |
1.0223 |
1.0200 |
-0.0023 |
-0.2% |
1.0227 |
| Close |
1.0257 |
1.0275 |
0.0018 |
0.2% |
1.0286 |
| Range |
0.0074 |
0.0095 |
0.0021 |
28.4% |
0.0208 |
| ATR |
0.0072 |
0.0074 |
0.0002 |
2.3% |
0.0000 |
| Volume |
62,353 |
84,110 |
21,757 |
34.9% |
495,915 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0503 |
1.0327 |
|
| R3 |
1.0447 |
1.0408 |
1.0301 |
|
| R2 |
1.0352 |
1.0352 |
1.0292 |
|
| R1 |
1.0313 |
1.0313 |
1.0284 |
1.0333 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0266 |
| S1 |
1.0218 |
1.0218 |
1.0266 |
1.0238 |
| S2 |
1.0162 |
1.0162 |
1.0258 |
|
| S3 |
1.0067 |
1.0123 |
1.0249 |
|
| S4 |
0.9972 |
1.0028 |
1.0223 |
|
|
| 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 |
1.0369 |
1.0200 |
0.0169 |
1.6% |
0.0086 |
0.8% |
44% |
False |
True |
93,739 |
| 10 |
1.0438 |
1.0200 |
0.0238 |
2.3% |
0.0079 |
0.8% |
32% |
False |
True |
93,014 |
| 20 |
1.0535 |
1.0200 |
0.0335 |
3.3% |
0.0072 |
0.7% |
22% |
False |
True |
91,153 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0068 |
0.7% |
22% |
False |
True |
83,915 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0064 |
0.6% |
22% |
False |
True |
60,674 |
| 80 |
1.0547 |
1.0134 |
0.0413 |
4.0% |
0.0058 |
0.6% |
34% |
False |
False |
45,521 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0058 |
0.6% |
48% |
False |
False |
36,424 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0052 |
0.5% |
49% |
False |
False |
30,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0699 |
|
2.618 |
1.0544 |
|
1.618 |
1.0449 |
|
1.000 |
1.0390 |
|
0.618 |
1.0354 |
|
HIGH |
1.0295 |
|
0.618 |
1.0259 |
|
0.500 |
1.0248 |
|
0.382 |
1.0236 |
|
LOW |
1.0200 |
|
0.618 |
1.0141 |
|
1.000 |
1.0105 |
|
1.618 |
1.0046 |
|
2.618 |
0.9951 |
|
4.250 |
0.9796 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0270 |
| PP |
1.0257 |
1.0265 |
| S1 |
1.0248 |
1.0260 |
|