CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0337 |
0.0054 |
0.5% |
1.0390 |
| High |
1.0345 |
1.0343 |
-0.0002 |
0.0% |
1.0435 |
| Low |
1.0275 |
1.0303 |
0.0028 |
0.3% |
1.0227 |
| Close |
1.0316 |
1.0328 |
0.0012 |
0.1% |
1.0286 |
| Range |
0.0070 |
0.0040 |
-0.0030 |
-42.9% |
0.0208 |
| ATR |
0.0073 |
0.0071 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
74,172 |
69,201 |
-4,971 |
-6.7% |
495,915 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0426 |
1.0350 |
|
| R3 |
1.0405 |
1.0386 |
1.0339 |
|
| R2 |
1.0365 |
1.0365 |
1.0335 |
|
| R1 |
1.0346 |
1.0346 |
1.0332 |
1.0336 |
| PP |
1.0325 |
1.0325 |
1.0325 |
1.0319 |
| S1 |
1.0306 |
1.0306 |
1.0324 |
1.0296 |
| S2 |
1.0285 |
1.0285 |
1.0321 |
|
| S3 |
1.0245 |
1.0266 |
1.0317 |
|
| S4 |
1.0205 |
1.0226 |
1.0306 |
|
|
| 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% |
0.0074 |
0.7% |
88% |
False |
False |
75,457 |
| 10 |
1.0435 |
1.0200 |
0.0235 |
2.3% |
0.0076 |
0.7% |
54% |
False |
False |
89,815 |
| 20 |
1.0535 |
1.0200 |
0.0335 |
3.2% |
0.0073 |
0.7% |
38% |
False |
False |
90,767 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0067 |
0.6% |
37% |
False |
False |
82,488 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0064 |
0.6% |
37% |
False |
False |
63,056 |
| 80 |
1.0547 |
1.0134 |
0.0413 |
4.0% |
0.0059 |
0.6% |
47% |
False |
False |
47,311 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0058 |
0.6% |
58% |
False |
False |
37,857 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0052 |
0.5% |
59% |
False |
False |
31,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0513 |
|
2.618 |
1.0448 |
|
1.618 |
1.0408 |
|
1.000 |
1.0383 |
|
0.618 |
1.0368 |
|
HIGH |
1.0343 |
|
0.618 |
1.0328 |
|
0.500 |
1.0323 |
|
0.382 |
1.0318 |
|
LOW |
1.0303 |
|
0.618 |
1.0278 |
|
1.000 |
1.0263 |
|
1.618 |
1.0238 |
|
2.618 |
1.0198 |
|
4.250 |
1.0133 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0326 |
1.0310 |
| PP |
1.0325 |
1.0291 |
| S1 |
1.0323 |
1.0273 |
|