CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0180 |
-0.0036 |
-0.4% |
1.0319 |
| High |
1.0238 |
1.0246 |
0.0008 |
0.1% |
1.0377 |
| Low |
1.0178 |
1.0168 |
-0.0010 |
-0.1% |
1.0168 |
| Close |
1.0184 |
1.0218 |
0.0034 |
0.3% |
1.0218 |
| Range |
0.0060 |
0.0078 |
0.0018 |
30.0% |
0.0209 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
2.5% |
0.0000 |
| Volume |
241 |
369 |
128 |
53.1% |
899 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0409 |
1.0261 |
|
| R3 |
1.0367 |
1.0331 |
1.0239 |
|
| R2 |
1.0289 |
1.0289 |
1.0232 |
|
| R1 |
1.0253 |
1.0253 |
1.0225 |
1.0271 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0220 |
| S1 |
1.0175 |
1.0175 |
1.0211 |
1.0193 |
| S2 |
1.0133 |
1.0133 |
1.0204 |
|
| S3 |
1.0055 |
1.0097 |
1.0197 |
|
| S4 |
0.9977 |
1.0019 |
1.0175 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0881 |
1.0759 |
1.0333 |
|
| R3 |
1.0672 |
1.0550 |
1.0275 |
|
| R2 |
1.0463 |
1.0463 |
1.0256 |
|
| R1 |
1.0341 |
1.0341 |
1.0237 |
1.0298 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0233 |
| S1 |
1.0132 |
1.0132 |
1.0199 |
1.0089 |
| S2 |
1.0045 |
1.0045 |
1.0180 |
|
| S3 |
0.9836 |
0.9923 |
1.0161 |
|
| S4 |
0.9627 |
0.9714 |
1.0103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0377 |
1.0168 |
0.0209 |
2.0% |
0.0073 |
0.7% |
24% |
False |
True |
179 |
| 10 |
1.0377 |
1.0168 |
0.0209 |
2.0% |
0.0062 |
0.6% |
24% |
False |
True |
136 |
| 20 |
1.0462 |
1.0168 |
0.0294 |
2.9% |
0.0053 |
0.5% |
17% |
False |
True |
92 |
| 40 |
1.0474 |
1.0168 |
0.0306 |
3.0% |
0.0039 |
0.4% |
16% |
False |
True |
64 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.1% |
0.0028 |
0.3% |
18% |
False |
False |
47 |
| 80 |
1.0474 |
1.0080 |
0.0394 |
3.9% |
0.0022 |
0.2% |
35% |
False |
False |
36 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0018 |
0.2% |
49% |
False |
False |
29 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0016 |
0.2% |
50% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0578 |
|
2.618 |
1.0450 |
|
1.618 |
1.0372 |
|
1.000 |
1.0324 |
|
0.618 |
1.0294 |
|
HIGH |
1.0246 |
|
0.618 |
1.0216 |
|
0.500 |
1.0207 |
|
0.382 |
1.0198 |
|
LOW |
1.0168 |
|
0.618 |
1.0120 |
|
1.000 |
1.0090 |
|
1.618 |
1.0042 |
|
2.618 |
0.9964 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0232 |
| PP |
1.0211 |
1.0227 |
| S1 |
1.0207 |
1.0223 |
|