CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0237 |
1.0273 |
0.0036 |
0.4% |
1.0265 |
| High |
1.0247 |
1.0324 |
0.0077 |
0.8% |
1.0348 |
| Low |
1.0204 |
1.0253 |
0.0049 |
0.5% |
1.0204 |
| Close |
1.0216 |
1.0305 |
0.0089 |
0.9% |
1.0305 |
| Range |
0.0043 |
0.0071 |
0.0028 |
65.1% |
0.0144 |
| ATR |
0.0075 |
0.0078 |
0.0002 |
3.1% |
0.0000 |
| Volume |
119,316 |
107,794 |
-11,522 |
-9.7% |
467,859 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0477 |
1.0344 |
|
| R3 |
1.0436 |
1.0406 |
1.0325 |
|
| R2 |
1.0365 |
1.0365 |
1.0318 |
|
| R1 |
1.0335 |
1.0335 |
1.0312 |
1.0350 |
| PP |
1.0294 |
1.0294 |
1.0294 |
1.0302 |
| S1 |
1.0264 |
1.0264 |
1.0298 |
1.0279 |
| S2 |
1.0223 |
1.0223 |
1.0292 |
|
| S3 |
1.0152 |
1.0193 |
1.0285 |
|
| S4 |
1.0081 |
1.0122 |
1.0266 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0718 |
1.0655 |
1.0384 |
|
| R3 |
1.0574 |
1.0511 |
1.0345 |
|
| R2 |
1.0430 |
1.0430 |
1.0331 |
|
| R1 |
1.0367 |
1.0367 |
1.0318 |
1.0399 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0301 |
| S1 |
1.0223 |
1.0223 |
1.0292 |
1.0255 |
| S2 |
1.0142 |
1.0142 |
1.0279 |
|
| S3 |
0.9998 |
1.0079 |
1.0265 |
|
| S4 |
0.9854 |
0.9935 |
1.0226 |
|
|
| 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 |
1.4% |
0.0086 |
0.8% |
68% |
False |
False |
109,007 |
| 10 |
1.0353 |
1.0200 |
0.0153 |
1.5% |
0.0080 |
0.8% |
69% |
False |
False |
92,232 |
| 20 |
1.0441 |
1.0200 |
0.0241 |
2.3% |
0.0076 |
0.7% |
44% |
False |
False |
93,852 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0070 |
0.7% |
30% |
False |
False |
86,994 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0066 |
0.6% |
30% |
False |
False |
72,123 |
| 80 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0061 |
0.6% |
30% |
False |
False |
54,120 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0059 |
0.6% |
54% |
False |
False |
43,305 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0056 |
0.5% |
55% |
False |
False |
36,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0626 |
|
2.618 |
1.0510 |
|
1.618 |
1.0439 |
|
1.000 |
1.0395 |
|
0.618 |
1.0368 |
|
HIGH |
1.0324 |
|
0.618 |
1.0297 |
|
0.500 |
1.0289 |
|
0.382 |
1.0280 |
|
LOW |
1.0253 |
|
0.618 |
1.0209 |
|
1.000 |
1.0182 |
|
1.618 |
1.0138 |
|
2.618 |
1.0067 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0300 |
1.0295 |
| PP |
1.0294 |
1.0285 |
| S1 |
1.0289 |
1.0276 |
|