CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0346 |
1.0285 |
-0.0061 |
-0.6% |
1.0286 |
| High |
1.0377 |
1.0295 |
-0.0082 |
-0.8% |
1.0366 |
| Low |
1.0270 |
1.0199 |
-0.0071 |
-0.7% |
1.0268 |
| Close |
1.0314 |
1.0217 |
-0.0097 |
-0.9% |
1.0309 |
| Range |
0.0107 |
0.0096 |
-0.0011 |
-10.3% |
0.0098 |
| ATR |
0.0053 |
0.0058 |
0.0004 |
8.2% |
0.0000 |
| Volume |
133 |
99 |
-34 |
-25.6% |
461 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0525 |
1.0467 |
1.0270 |
|
| R3 |
1.0429 |
1.0371 |
1.0243 |
|
| R2 |
1.0333 |
1.0333 |
1.0235 |
|
| R1 |
1.0275 |
1.0275 |
1.0226 |
1.0256 |
| PP |
1.0237 |
1.0237 |
1.0237 |
1.0228 |
| S1 |
1.0179 |
1.0179 |
1.0208 |
1.0160 |
| S2 |
1.0141 |
1.0141 |
1.0199 |
|
| S3 |
1.0045 |
1.0083 |
1.0191 |
|
| S4 |
0.9949 |
0.9987 |
1.0164 |
|
|
| 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 |
1.0199 |
0.0178 |
1.7% |
0.0071 |
0.7% |
10% |
False |
True |
125 |
| 10 |
1.0414 |
1.0199 |
0.0215 |
2.1% |
0.0060 |
0.6% |
8% |
False |
True |
89 |
| 20 |
1.0474 |
1.0199 |
0.0275 |
2.7% |
0.0051 |
0.5% |
7% |
False |
True |
70 |
| 40 |
1.0474 |
1.0199 |
0.0275 |
2.7% |
0.0035 |
0.3% |
7% |
False |
True |
49 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.1% |
0.0025 |
0.2% |
18% |
False |
False |
37 |
| 80 |
1.0474 |
1.0041 |
0.0433 |
4.2% |
0.0020 |
0.2% |
41% |
False |
False |
28 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0017 |
0.2% |
49% |
False |
False |
23 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0015 |
0.1% |
50% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0546 |
|
1.618 |
1.0450 |
|
1.000 |
1.0391 |
|
0.618 |
1.0354 |
|
HIGH |
1.0295 |
|
0.618 |
1.0258 |
|
0.500 |
1.0247 |
|
0.382 |
1.0236 |
|
LOW |
1.0199 |
|
0.618 |
1.0140 |
|
1.000 |
1.0103 |
|
1.618 |
1.0044 |
|
2.618 |
0.9948 |
|
4.250 |
0.9791 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0247 |
1.0288 |
| PP |
1.0237 |
1.0264 |
| S1 |
1.0227 |
1.0241 |
|