CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0254 |
-0.0013 |
-0.1% |
1.0216 |
| High |
1.0270 |
1.0275 |
0.0005 |
0.0% |
1.0275 |
| Low |
1.0243 |
1.0200 |
-0.0043 |
-0.4% |
1.0136 |
| Close |
1.0259 |
1.0201 |
-0.0058 |
-0.6% |
1.0201 |
| Range |
0.0027 |
0.0075 |
0.0048 |
177.8% |
0.0139 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.9% |
0.0000 |
| Volume |
318 |
259 |
-59 |
-18.6% |
1,197 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0401 |
1.0242 |
|
| R3 |
1.0375 |
1.0326 |
1.0222 |
|
| R2 |
1.0300 |
1.0300 |
1.0215 |
|
| R1 |
1.0251 |
1.0251 |
1.0208 |
1.0238 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0219 |
| S1 |
1.0176 |
1.0176 |
1.0194 |
1.0163 |
| S2 |
1.0150 |
1.0150 |
1.0187 |
|
| S3 |
1.0075 |
1.0101 |
1.0180 |
|
| S4 |
1.0000 |
1.0026 |
1.0160 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0621 |
1.0550 |
1.0277 |
|
| R3 |
1.0482 |
1.0411 |
1.0239 |
|
| R2 |
1.0343 |
1.0343 |
1.0226 |
|
| R1 |
1.0272 |
1.0272 |
1.0214 |
1.0238 |
| PP |
1.0204 |
1.0204 |
1.0204 |
1.0187 |
| S1 |
1.0133 |
1.0133 |
1.0188 |
1.0099 |
| S2 |
1.0065 |
1.0065 |
1.0176 |
|
| S3 |
0.9926 |
0.9994 |
1.0163 |
|
| S4 |
0.9787 |
0.9855 |
1.0125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0275 |
1.0136 |
0.0139 |
1.4% |
0.0058 |
0.6% |
47% |
True |
False |
239 |
| 10 |
1.0377 |
1.0136 |
0.0241 |
2.4% |
0.0066 |
0.6% |
27% |
False |
False |
209 |
| 20 |
1.0460 |
1.0136 |
0.0324 |
3.2% |
0.0057 |
0.6% |
20% |
False |
False |
143 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0045 |
0.4% |
19% |
False |
False |
94 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0033 |
0.3% |
19% |
False |
False |
67 |
| 80 |
1.0474 |
1.0080 |
0.0394 |
3.9% |
0.0025 |
0.2% |
31% |
False |
False |
51 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0021 |
0.2% |
46% |
False |
False |
41 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0018 |
0.2% |
47% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0594 |
|
2.618 |
1.0471 |
|
1.618 |
1.0396 |
|
1.000 |
1.0350 |
|
0.618 |
1.0321 |
|
HIGH |
1.0275 |
|
0.618 |
1.0246 |
|
0.500 |
1.0238 |
|
0.382 |
1.0229 |
|
LOW |
1.0200 |
|
0.618 |
1.0154 |
|
1.000 |
1.0125 |
|
1.618 |
1.0079 |
|
2.618 |
1.0004 |
|
4.250 |
0.9881 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0238 |
1.0238 |
| PP |
1.0225 |
1.0225 |
| S1 |
1.0213 |
1.0213 |
|