CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0273 |
1.0279 |
0.0006 |
0.1% |
1.0265 |
| High |
1.0324 |
1.0312 |
-0.0012 |
-0.1% |
1.0348 |
| Low |
1.0253 |
1.0235 |
-0.0018 |
-0.2% |
1.0204 |
| Close |
1.0305 |
1.0267 |
-0.0038 |
-0.4% |
1.0305 |
| Range |
0.0071 |
0.0077 |
0.0006 |
8.5% |
0.0144 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
107,794 |
121,272 |
13,478 |
12.5% |
467,859 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0502 |
1.0462 |
1.0309 |
|
| R3 |
1.0425 |
1.0385 |
1.0288 |
|
| R2 |
1.0348 |
1.0348 |
1.0281 |
|
| R1 |
1.0308 |
1.0308 |
1.0274 |
1.0290 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0262 |
| S1 |
1.0231 |
1.0231 |
1.0260 |
1.0213 |
| S2 |
1.0194 |
1.0194 |
1.0253 |
|
| S3 |
1.0117 |
1.0154 |
1.0246 |
|
| S4 |
1.0040 |
1.0077 |
1.0225 |
|
|
| 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 |
1.0348 |
1.0204 |
0.0144 |
1.4% |
0.0083 |
0.8% |
44% |
False |
False |
117,826 |
| 10 |
1.0353 |
1.0200 |
0.0153 |
1.5% |
0.0078 |
0.8% |
44% |
False |
False |
95,614 |
| 20 |
1.0441 |
1.0200 |
0.0241 |
2.3% |
0.0076 |
0.7% |
28% |
False |
False |
94,911 |
| 40 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0071 |
0.7% |
19% |
False |
False |
89,213 |
| 60 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0066 |
0.6% |
19% |
False |
False |
74,136 |
| 80 |
1.0547 |
1.0200 |
0.0347 |
3.4% |
0.0062 |
0.6% |
19% |
False |
False |
55,635 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
46% |
False |
False |
44,517 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0057 |
0.6% |
48% |
False |
False |
37,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0639 |
|
2.618 |
1.0514 |
|
1.618 |
1.0437 |
|
1.000 |
1.0389 |
|
0.618 |
1.0360 |
|
HIGH |
1.0312 |
|
0.618 |
1.0283 |
|
0.500 |
1.0274 |
|
0.382 |
1.0264 |
|
LOW |
1.0235 |
|
0.618 |
1.0187 |
|
1.000 |
1.0158 |
|
1.618 |
1.0110 |
|
2.618 |
1.0033 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0266 |
| PP |
1.0271 |
1.0265 |
| S1 |
1.0269 |
1.0264 |
|