CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0285 |
1.0216 |
-0.0069 |
-0.7% |
1.0286 |
| High |
1.0295 |
1.0238 |
-0.0057 |
-0.6% |
1.0366 |
| Low |
1.0199 |
1.0178 |
-0.0021 |
-0.2% |
1.0268 |
| Close |
1.0217 |
1.0184 |
-0.0033 |
-0.3% |
1.0309 |
| Range |
0.0096 |
0.0060 |
-0.0036 |
-37.5% |
0.0098 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.3% |
0.0000 |
| Volume |
99 |
241 |
142 |
143.4% |
461 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0342 |
1.0217 |
|
| R3 |
1.0320 |
1.0282 |
1.0201 |
|
| R2 |
1.0260 |
1.0260 |
1.0195 |
|
| R1 |
1.0222 |
1.0222 |
1.0190 |
1.0211 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0195 |
| S1 |
1.0162 |
1.0162 |
1.0179 |
1.0151 |
| S2 |
1.0140 |
1.0140 |
1.0173 |
|
| S3 |
1.0080 |
1.0102 |
1.0168 |
|
| S4 |
1.0020 |
1.0042 |
1.0151 |
|
|
| 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 |
1.0178 |
0.0199 |
2.0% |
0.0072 |
0.7% |
3% |
False |
True |
133 |
| 10 |
1.0377 |
1.0178 |
0.0199 |
2.0% |
0.0060 |
0.6% |
3% |
False |
True |
111 |
| 20 |
1.0474 |
1.0178 |
0.0296 |
2.9% |
0.0053 |
0.5% |
2% |
False |
True |
80 |
| 40 |
1.0474 |
1.0178 |
0.0296 |
2.9% |
0.0037 |
0.4% |
2% |
False |
True |
55 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.1% |
0.0026 |
0.3% |
7% |
False |
False |
41 |
| 80 |
1.0474 |
1.0056 |
0.0418 |
4.1% |
0.0021 |
0.2% |
31% |
False |
False |
31 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0017 |
0.2% |
42% |
False |
False |
25 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.1% |
0.0015 |
0.2% |
44% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0493 |
|
2.618 |
1.0395 |
|
1.618 |
1.0335 |
|
1.000 |
1.0298 |
|
0.618 |
1.0275 |
|
HIGH |
1.0238 |
|
0.618 |
1.0215 |
|
0.500 |
1.0208 |
|
0.382 |
1.0201 |
|
LOW |
1.0178 |
|
0.618 |
1.0141 |
|
1.000 |
1.0118 |
|
1.618 |
1.0081 |
|
2.618 |
1.0021 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0208 |
1.0278 |
| PP |
1.0200 |
1.0246 |
| S1 |
1.0192 |
1.0215 |
|