CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0283 |
0.0049 |
0.5% |
1.0390 |
| High |
1.0295 |
1.0345 |
0.0050 |
0.5% |
1.0435 |
| Low |
1.0200 |
1.0275 |
0.0075 |
0.7% |
1.0227 |
| Close |
1.0275 |
1.0316 |
0.0041 |
0.4% |
1.0286 |
| Range |
0.0095 |
0.0070 |
-0.0025 |
-26.3% |
0.0208 |
| ATR |
0.0074 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
84,110 |
74,172 |
-9,938 |
-11.8% |
495,915 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0489 |
1.0355 |
|
| R3 |
1.0452 |
1.0419 |
1.0335 |
|
| R2 |
1.0382 |
1.0382 |
1.0329 |
|
| R1 |
1.0349 |
1.0349 |
1.0322 |
1.0366 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0320 |
| S1 |
1.0279 |
1.0279 |
1.0310 |
1.0296 |
| S2 |
1.0242 |
1.0242 |
1.0303 |
|
| S3 |
1.0172 |
1.0209 |
1.0297 |
|
| S4 |
1.0102 |
1.0139 |
1.0278 |
|
|
| 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 |
1.0345 |
1.0200 |
0.0145 |
1.4% |
0.0079 |
0.8% |
80% |
True |
False |
84,145 |
| 10 |
1.0435 |
1.0200 |
0.0235 |
2.3% |
0.0079 |
0.8% |
49% |
False |
False |
92,040 |
| 20 |
1.0535 |
1.0200 |
0.0335 |
3.2% |
0.0074 |
0.7% |
35% |
False |
False |
91,122 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0068 |
0.7% |
33% |
False |
False |
82,428 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0064 |
0.6% |
33% |
False |
False |
61,907 |
| 80 |
1.0547 |
1.0134 |
0.0413 |
4.0% |
0.0059 |
0.6% |
44% |
False |
False |
46,448 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0058 |
0.6% |
56% |
False |
False |
37,165 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0052 |
0.5% |
57% |
False |
False |
30,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0643 |
|
2.618 |
1.0528 |
|
1.618 |
1.0458 |
|
1.000 |
1.0415 |
|
0.618 |
1.0388 |
|
HIGH |
1.0345 |
|
0.618 |
1.0318 |
|
0.500 |
1.0310 |
|
0.382 |
1.0302 |
|
LOW |
1.0275 |
|
0.618 |
1.0232 |
|
1.000 |
1.0205 |
|
1.618 |
1.0162 |
|
2.618 |
1.0092 |
|
4.250 |
0.9978 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0314 |
1.0302 |
| PP |
1.0312 |
1.0287 |
| S1 |
1.0310 |
1.0273 |
|