CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0237 |
-0.0093 |
-0.9% |
1.0284 |
| High |
1.0347 |
1.0247 |
-0.0100 |
-1.0% |
1.0353 |
| Low |
1.0217 |
1.0204 |
-0.0013 |
-0.1% |
1.0200 |
| Close |
1.0225 |
1.0216 |
-0.0009 |
-0.1% |
1.0270 |
| Range |
0.0130 |
0.0043 |
-0.0087 |
-66.9% |
0.0153 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
128,820 |
119,316 |
-9,504 |
-7.4% |
367,013 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0327 |
1.0240 |
|
| R3 |
1.0308 |
1.0284 |
1.0228 |
|
| R2 |
1.0265 |
1.0265 |
1.0224 |
|
| R1 |
1.0241 |
1.0241 |
1.0220 |
1.0232 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0218 |
| S1 |
1.0198 |
1.0198 |
1.0212 |
1.0189 |
| S2 |
1.0179 |
1.0179 |
1.0208 |
|
| S3 |
1.0136 |
1.0155 |
1.0204 |
|
| S4 |
1.0093 |
1.0112 |
1.0192 |
|
|
| 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 |
1.0204 |
0.0149 |
1.5% |
0.0079 |
0.8% |
8% |
False |
True |
101,288 |
| 10 |
1.0353 |
1.0200 |
0.0153 |
1.5% |
0.0079 |
0.8% |
10% |
False |
False |
92,717 |
| 20 |
1.0509 |
1.0200 |
0.0309 |
3.0% |
0.0078 |
0.8% |
5% |
False |
False |
94,089 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0070 |
0.7% |
5% |
False |
False |
85,101 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0065 |
0.6% |
5% |
False |
False |
70,336 |
| 80 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0061 |
0.6% |
5% |
False |
False |
52,772 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0059 |
0.6% |
37% |
False |
False |
42,227 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.3% |
0.0055 |
0.5% |
38% |
False |
False |
35,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0430 |
|
2.618 |
1.0360 |
|
1.618 |
1.0317 |
|
1.000 |
1.0290 |
|
0.618 |
1.0274 |
|
HIGH |
1.0247 |
|
0.618 |
1.0231 |
|
0.500 |
1.0226 |
|
0.382 |
1.0220 |
|
LOW |
1.0204 |
|
0.618 |
1.0177 |
|
1.000 |
1.0161 |
|
1.618 |
1.0134 |
|
2.618 |
1.0091 |
|
4.250 |
1.0021 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0226 |
1.0276 |
| PP |
1.0222 |
1.0256 |
| S1 |
1.0219 |
1.0236 |
|