CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0338 |
1.0319 |
-0.0019 |
-0.2% |
1.0286 |
| High |
1.0338 |
1.0338 |
0.0000 |
0.0% |
1.0366 |
| Low |
1.0268 |
1.0313 |
0.0045 |
0.4% |
1.0268 |
| Close |
1.0309 |
1.0332 |
0.0023 |
0.2% |
1.0309 |
| Range |
0.0070 |
0.0025 |
-0.0045 |
-64.3% |
0.0098 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
138 |
57 |
-81 |
-58.7% |
461 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0403 |
1.0392 |
1.0346 |
|
| R3 |
1.0378 |
1.0367 |
1.0339 |
|
| R2 |
1.0353 |
1.0353 |
1.0337 |
|
| R1 |
1.0342 |
1.0342 |
1.0334 |
1.0348 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0330 |
| S1 |
1.0317 |
1.0317 |
1.0330 |
1.0323 |
| S2 |
1.0303 |
1.0303 |
1.0327 |
|
| S3 |
1.0278 |
1.0292 |
1.0325 |
|
| S4 |
1.0253 |
1.0267 |
1.0318 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0608 |
1.0557 |
1.0363 |
|
| R3 |
1.0510 |
1.0459 |
1.0336 |
|
| R2 |
1.0412 |
1.0412 |
1.0327 |
|
| R1 |
1.0361 |
1.0361 |
1.0318 |
1.0387 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0327 |
| S1 |
1.0263 |
1.0263 |
1.0300 |
1.0289 |
| S2 |
1.0216 |
1.0216 |
1.0291 |
|
| S3 |
1.0118 |
1.0165 |
1.0282 |
|
| S4 |
1.0020 |
1.0067 |
1.0255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0366 |
1.0268 |
0.0098 |
0.9% |
0.0050 |
0.5% |
65% |
False |
False |
93 |
| 10 |
1.0460 |
1.0268 |
0.0192 |
1.9% |
0.0047 |
0.5% |
33% |
False |
False |
72 |
| 20 |
1.0474 |
1.0268 |
0.0206 |
2.0% |
0.0044 |
0.4% |
31% |
False |
False |
62 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0031 |
0.3% |
43% |
False |
False |
50 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0022 |
0.2% |
54% |
False |
False |
33 |
| 80 |
1.0474 |
1.0041 |
0.0433 |
4.2% |
0.0017 |
0.2% |
67% |
False |
False |
25 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0015 |
0.1% |
72% |
False |
False |
21 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0013 |
0.1% |
72% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0444 |
|
2.618 |
1.0403 |
|
1.618 |
1.0378 |
|
1.000 |
1.0363 |
|
0.618 |
1.0353 |
|
HIGH |
1.0338 |
|
0.618 |
1.0328 |
|
0.500 |
1.0326 |
|
0.382 |
1.0323 |
|
LOW |
1.0313 |
|
0.618 |
1.0298 |
|
1.000 |
1.0288 |
|
1.618 |
1.0273 |
|
2.618 |
1.0248 |
|
4.250 |
1.0207 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0330 |
1.0323 |
| PP |
1.0328 |
1.0314 |
| S1 |
1.0326 |
1.0305 |
|