CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0196 |
-0.0058 |
-0.6% |
1.0216 |
| High |
1.0275 |
1.0273 |
-0.0002 |
0.0% |
1.0275 |
| Low |
1.0200 |
1.0183 |
-0.0017 |
-0.2% |
1.0136 |
| Close |
1.0201 |
1.0271 |
0.0070 |
0.7% |
1.0201 |
| Range |
0.0075 |
0.0090 |
0.0015 |
20.0% |
0.0139 |
| ATR |
0.0060 |
0.0063 |
0.0002 |
3.5% |
0.0000 |
| Volume |
259 |
160 |
-99 |
-38.2% |
1,197 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0512 |
1.0482 |
1.0321 |
|
| R3 |
1.0422 |
1.0392 |
1.0296 |
|
| R2 |
1.0332 |
1.0332 |
1.0288 |
|
| R1 |
1.0302 |
1.0302 |
1.0279 |
1.0317 |
| PP |
1.0242 |
1.0242 |
1.0242 |
1.0250 |
| S1 |
1.0212 |
1.0212 |
1.0263 |
1.0227 |
| S2 |
1.0152 |
1.0152 |
1.0255 |
|
| S3 |
1.0062 |
1.0122 |
1.0246 |
|
| S4 |
0.9972 |
1.0032 |
1.0222 |
|
|
| 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% |
0.0064 |
0.6% |
97% |
False |
False |
231 |
| 10 |
1.0377 |
1.0136 |
0.0241 |
2.3% |
0.0072 |
0.7% |
56% |
False |
False |
219 |
| 20 |
1.0460 |
1.0136 |
0.0324 |
3.2% |
0.0060 |
0.6% |
42% |
False |
False |
146 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0048 |
0.5% |
40% |
False |
False |
98 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0034 |
0.3% |
40% |
False |
False |
70 |
| 80 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0027 |
0.3% |
40% |
False |
False |
53 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0022 |
0.2% |
59% |
False |
False |
42 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0019 |
0.2% |
61% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0656 |
|
2.618 |
1.0509 |
|
1.618 |
1.0419 |
|
1.000 |
1.0363 |
|
0.618 |
1.0329 |
|
HIGH |
1.0273 |
|
0.618 |
1.0239 |
|
0.500 |
1.0228 |
|
0.382 |
1.0217 |
|
LOW |
1.0183 |
|
0.618 |
1.0127 |
|
1.000 |
1.0093 |
|
1.618 |
1.0037 |
|
2.618 |
0.9947 |
|
4.250 |
0.9801 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0257 |
1.0257 |
| PP |
1.0242 |
1.0243 |
| S1 |
1.0228 |
1.0229 |
|