CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0340 |
0.0003 |
0.0% |
1.0284 |
| High |
1.0343 |
1.0353 |
0.0010 |
0.1% |
1.0353 |
| Low |
1.0303 |
1.0265 |
-0.0038 |
-0.4% |
1.0200 |
| Close |
1.0328 |
1.0270 |
-0.0058 |
-0.6% |
1.0270 |
| Range |
0.0040 |
0.0088 |
0.0048 |
120.0% |
0.0153 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.7% |
0.0000 |
| Volume |
69,201 |
77,177 |
7,976 |
11.5% |
367,013 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0503 |
1.0318 |
|
| R3 |
1.0472 |
1.0415 |
1.0294 |
|
| R2 |
1.0384 |
1.0384 |
1.0286 |
|
| R1 |
1.0327 |
1.0327 |
1.0278 |
1.0312 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0288 |
| S1 |
1.0239 |
1.0239 |
1.0262 |
1.0224 |
| S2 |
1.0208 |
1.0208 |
1.0254 |
|
| S3 |
1.0120 |
1.0151 |
1.0246 |
|
| S4 |
1.0032 |
1.0063 |
1.0222 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0655 |
1.0354 |
|
| R3 |
1.0580 |
1.0502 |
1.0312 |
|
| R2 |
1.0427 |
1.0427 |
1.0298 |
|
| R1 |
1.0349 |
1.0349 |
1.0284 |
1.0312 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0256 |
| S1 |
1.0196 |
1.0196 |
1.0256 |
1.0159 |
| S2 |
1.0121 |
1.0121 |
1.0242 |
|
| S3 |
0.9968 |
1.0043 |
1.0228 |
|
| S4 |
0.9815 |
0.9890 |
1.0186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0353 |
1.0200 |
0.0153 |
1.5% |
0.0073 |
0.7% |
46% |
True |
False |
73,402 |
| 10 |
1.0435 |
1.0200 |
0.0235 |
2.3% |
0.0076 |
0.7% |
30% |
False |
False |
86,292 |
| 20 |
1.0535 |
1.0200 |
0.0335 |
3.3% |
0.0074 |
0.7% |
21% |
False |
False |
89,591 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0068 |
0.7% |
20% |
False |
False |
82,508 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0064 |
0.6% |
20% |
False |
False |
64,340 |
| 80 |
1.0547 |
1.0134 |
0.0413 |
4.0% |
0.0059 |
0.6% |
33% |
False |
False |
48,275 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0058 |
0.6% |
47% |
False |
False |
38,628 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0053 |
0.5% |
48% |
False |
False |
32,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0727 |
|
2.618 |
1.0583 |
|
1.618 |
1.0495 |
|
1.000 |
1.0441 |
|
0.618 |
1.0407 |
|
HIGH |
1.0353 |
|
0.618 |
1.0319 |
|
0.500 |
1.0309 |
|
0.382 |
1.0299 |
|
LOW |
1.0265 |
|
0.618 |
1.0211 |
|
1.000 |
1.0177 |
|
1.618 |
1.0123 |
|
2.618 |
1.0035 |
|
4.250 |
0.9891 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0309 |
| PP |
1.0296 |
1.0296 |
| S1 |
1.0283 |
1.0283 |
|