CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0265 |
1.0330 |
0.0065 |
0.6% |
1.0284 |
| High |
1.0348 |
1.0347 |
-0.0001 |
0.0% |
1.0353 |
| Low |
1.0252 |
1.0217 |
-0.0035 |
-0.3% |
1.0200 |
| Close |
1.0340 |
1.0225 |
-0.0115 |
-1.1% |
1.0270 |
| Range |
0.0096 |
0.0130 |
0.0034 |
35.4% |
0.0153 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0000 |
| Volume |
111,929 |
128,820 |
16,891 |
15.1% |
367,013 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0653 |
1.0569 |
1.0297 |
|
| R3 |
1.0523 |
1.0439 |
1.0261 |
|
| R2 |
1.0393 |
1.0393 |
1.0249 |
|
| R1 |
1.0309 |
1.0309 |
1.0237 |
1.0286 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0252 |
| S1 |
1.0179 |
1.0179 |
1.0213 |
1.0156 |
| S2 |
1.0133 |
1.0133 |
1.0201 |
|
| S3 |
1.0003 |
1.0049 |
1.0189 |
|
| S4 |
0.9873 |
0.9919 |
1.0154 |
|
|
| 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 |
1.0217 |
0.0136 |
1.3% |
0.0085 |
0.8% |
6% |
False |
True |
92,259 |
| 10 |
1.0369 |
1.0200 |
0.0169 |
1.7% |
0.0085 |
0.8% |
15% |
False |
False |
92,999 |
| 20 |
1.0524 |
1.0200 |
0.0324 |
3.2% |
0.0077 |
0.8% |
8% |
False |
False |
91,297 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0071 |
0.7% |
7% |
False |
False |
84,505 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0066 |
0.6% |
7% |
False |
False |
68,349 |
| 80 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0061 |
0.6% |
7% |
False |
False |
51,281 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
38% |
False |
False |
41,034 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.3% |
0.0055 |
0.5% |
40% |
False |
False |
34,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0900 |
|
2.618 |
1.0687 |
|
1.618 |
1.0557 |
|
1.000 |
1.0477 |
|
0.618 |
1.0427 |
|
HIGH |
1.0347 |
|
0.618 |
1.0297 |
|
0.500 |
1.0282 |
|
0.382 |
1.0267 |
|
LOW |
1.0217 |
|
0.618 |
1.0137 |
|
1.000 |
1.0087 |
|
1.618 |
1.0007 |
|
2.618 |
0.9877 |
|
4.250 |
0.9665 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0285 |
| PP |
1.0263 |
1.0265 |
| S1 |
1.0244 |
1.0245 |
|