CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0211 |
-0.0035 |
-0.3% |
1.0265 |
| High |
1.0277 |
1.0231 |
-0.0046 |
-0.4% |
1.0348 |
| Low |
1.0184 |
1.0168 |
-0.0016 |
-0.2% |
1.0204 |
| Close |
1.0218 |
1.0230 |
0.0012 |
0.1% |
1.0305 |
| Range |
0.0093 |
0.0063 |
-0.0030 |
-32.3% |
0.0144 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
145,525 |
112,856 |
-32,669 |
-22.4% |
467,859 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0399 |
1.0377 |
1.0265 |
|
| R3 |
1.0336 |
1.0314 |
1.0247 |
|
| R2 |
1.0273 |
1.0273 |
1.0242 |
|
| R1 |
1.0251 |
1.0251 |
1.0236 |
1.0262 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0215 |
| S1 |
1.0188 |
1.0188 |
1.0224 |
1.0199 |
| S2 |
1.0147 |
1.0147 |
1.0218 |
|
| S3 |
1.0084 |
1.0125 |
1.0213 |
|
| S4 |
1.0021 |
1.0062 |
1.0195 |
|
|
| 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 |
1.0324 |
1.0168 |
0.0156 |
1.5% |
0.0069 |
0.7% |
40% |
False |
True |
121,352 |
| 10 |
1.0353 |
1.0168 |
0.0185 |
1.8% |
0.0077 |
0.8% |
34% |
False |
True |
106,806 |
| 20 |
1.0438 |
1.0168 |
0.0270 |
2.6% |
0.0078 |
0.8% |
23% |
False |
True |
99,910 |
| 40 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0073 |
0.7% |
16% |
False |
True |
93,035 |
| 60 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0067 |
0.7% |
16% |
False |
True |
78,422 |
| 80 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0064 |
0.6% |
16% |
False |
True |
58,865 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
39% |
False |
False |
47,100 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0057 |
0.6% |
39% |
False |
False |
39,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0499 |
|
2.618 |
1.0396 |
|
1.618 |
1.0333 |
|
1.000 |
1.0294 |
|
0.618 |
1.0270 |
|
HIGH |
1.0231 |
|
0.618 |
1.0207 |
|
0.500 |
1.0200 |
|
0.382 |
1.0192 |
|
LOW |
1.0168 |
|
0.618 |
1.0129 |
|
1.000 |
1.0105 |
|
1.618 |
1.0066 |
|
2.618 |
1.0003 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0220 |
1.0240 |
| PP |
1.0210 |
1.0237 |
| S1 |
1.0200 |
1.0233 |
|