CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0319 |
1.0346 |
0.0027 |
0.3% |
1.0286 |
| High |
1.0338 |
1.0377 |
0.0039 |
0.4% |
1.0366 |
| Low |
1.0313 |
1.0270 |
-0.0043 |
-0.4% |
1.0268 |
| Close |
1.0332 |
1.0314 |
-0.0018 |
-0.2% |
1.0309 |
| Range |
0.0025 |
0.0107 |
0.0082 |
328.0% |
0.0098 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
8.4% |
0.0000 |
| Volume |
57 |
133 |
76 |
133.3% |
461 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0641 |
1.0585 |
1.0373 |
|
| R3 |
1.0534 |
1.0478 |
1.0343 |
|
| R2 |
1.0427 |
1.0427 |
1.0334 |
|
| R1 |
1.0371 |
1.0371 |
1.0324 |
1.0346 |
| PP |
1.0320 |
1.0320 |
1.0320 |
1.0308 |
| S1 |
1.0264 |
1.0264 |
1.0304 |
1.0239 |
| S2 |
1.0213 |
1.0213 |
1.0294 |
|
| S3 |
1.0106 |
1.0157 |
1.0285 |
|
| S4 |
0.9999 |
1.0050 |
1.0255 |
|
|
| 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 |
1.0377 |
1.0268 |
0.0109 |
1.1% |
0.0065 |
0.6% |
42% |
True |
False |
112 |
| 10 |
1.0444 |
1.0268 |
0.0176 |
1.7% |
0.0052 |
0.5% |
26% |
False |
False |
81 |
| 20 |
1.0474 |
1.0268 |
0.0206 |
2.0% |
0.0048 |
0.5% |
22% |
False |
False |
68 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0033 |
0.3% |
35% |
False |
False |
50 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0024 |
0.2% |
49% |
False |
False |
36 |
| 80 |
1.0474 |
1.0041 |
0.0433 |
4.2% |
0.0019 |
0.2% |
63% |
False |
False |
27 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0016 |
0.2% |
68% |
False |
False |
22 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0014 |
0.1% |
69% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0657 |
|
1.618 |
1.0550 |
|
1.000 |
1.0484 |
|
0.618 |
1.0443 |
|
HIGH |
1.0377 |
|
0.618 |
1.0336 |
|
0.500 |
1.0324 |
|
0.382 |
1.0311 |
|
LOW |
1.0270 |
|
0.618 |
1.0204 |
|
1.000 |
1.0163 |
|
1.618 |
1.0097 |
|
2.618 |
0.9990 |
|
4.250 |
0.9815 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0324 |
1.0323 |
| PP |
1.0320 |
1.0320 |
| S1 |
1.0317 |
1.0317 |
|