CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0209 |
-0.0002 |
0.0% |
1.0265 |
| High |
1.0231 |
1.0278 |
0.0047 |
0.5% |
1.0348 |
| Low |
1.0168 |
1.0186 |
0.0018 |
0.2% |
1.0204 |
| Close |
1.0230 |
1.0208 |
-0.0022 |
-0.2% |
1.0305 |
| Range |
0.0063 |
0.0092 |
0.0029 |
46.0% |
0.0144 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.3% |
0.0000 |
| Volume |
112,856 |
101,848 |
-11,008 |
-9.8% |
467,859 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0446 |
1.0259 |
|
| R3 |
1.0408 |
1.0354 |
1.0233 |
|
| R2 |
1.0316 |
1.0316 |
1.0225 |
|
| R1 |
1.0262 |
1.0262 |
1.0216 |
1.0243 |
| PP |
1.0224 |
1.0224 |
1.0224 |
1.0215 |
| S1 |
1.0170 |
1.0170 |
1.0200 |
1.0151 |
| S2 |
1.0132 |
1.0132 |
1.0191 |
|
| S3 |
1.0040 |
1.0078 |
1.0183 |
|
| S4 |
0.9948 |
0.9986 |
1.0157 |
|
|
| 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% |
0.0079 |
0.8% |
26% |
False |
False |
117,859 |
| 10 |
1.0353 |
1.0168 |
0.0185 |
1.8% |
0.0079 |
0.8% |
22% |
False |
False |
109,573 |
| 20 |
1.0435 |
1.0168 |
0.0267 |
2.6% |
0.0079 |
0.8% |
15% |
False |
False |
100,807 |
| 40 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0074 |
0.7% |
11% |
False |
False |
94,481 |
| 60 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0068 |
0.7% |
11% |
False |
False |
80,065 |
| 80 |
1.0547 |
1.0168 |
0.0379 |
3.7% |
0.0064 |
0.6% |
11% |
False |
False |
60,137 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0060 |
0.6% |
35% |
False |
False |
48,118 |
| 120 |
1.0547 |
1.0025 |
0.0522 |
5.1% |
0.0058 |
0.6% |
35% |
False |
False |
40,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0669 |
|
2.618 |
1.0519 |
|
1.618 |
1.0427 |
|
1.000 |
1.0370 |
|
0.618 |
1.0335 |
|
HIGH |
1.0278 |
|
0.618 |
1.0243 |
|
0.500 |
1.0232 |
|
0.382 |
1.0221 |
|
LOW |
1.0186 |
|
0.618 |
1.0129 |
|
1.000 |
1.0094 |
|
1.618 |
1.0037 |
|
2.618 |
0.9945 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0223 |
| PP |
1.0224 |
1.0218 |
| S1 |
1.0216 |
1.0213 |
|