CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0196 |
1.0257 |
0.0061 |
0.6% |
1.0216 |
| High |
1.0273 |
1.0271 |
-0.0002 |
0.0% |
1.0275 |
| Low |
1.0183 |
1.0150 |
-0.0033 |
-0.3% |
1.0136 |
| Close |
1.0271 |
1.0156 |
-0.0115 |
-1.1% |
1.0201 |
| Range |
0.0090 |
0.0121 |
0.0031 |
34.4% |
0.0139 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.7% |
0.0000 |
| Volume |
160 |
157 |
-3 |
-1.9% |
1,197 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0555 |
1.0477 |
1.0223 |
|
| R3 |
1.0434 |
1.0356 |
1.0189 |
|
| R2 |
1.0313 |
1.0313 |
1.0178 |
|
| R1 |
1.0235 |
1.0235 |
1.0167 |
1.0214 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0182 |
| S1 |
1.0114 |
1.0114 |
1.0145 |
1.0093 |
| S2 |
1.0071 |
1.0071 |
1.0134 |
|
| S3 |
0.9950 |
0.9993 |
1.0123 |
|
| S4 |
0.9829 |
0.9872 |
1.0089 |
|
|
| 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 |
1.0150 |
0.0125 |
1.2% |
0.0070 |
0.7% |
5% |
False |
True |
232 |
| 10 |
1.0295 |
1.0136 |
0.0159 |
1.6% |
0.0074 |
0.7% |
13% |
False |
False |
222 |
| 20 |
1.0444 |
1.0136 |
0.0308 |
3.0% |
0.0063 |
0.6% |
6% |
False |
False |
151 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0050 |
0.5% |
6% |
False |
False |
102 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0036 |
0.4% |
6% |
False |
False |
73 |
| 80 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0028 |
0.3% |
6% |
False |
False |
55 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0023 |
0.2% |
37% |
False |
False |
44 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.1% |
0.0020 |
0.2% |
38% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0785 |
|
2.618 |
1.0588 |
|
1.618 |
1.0467 |
|
1.000 |
1.0392 |
|
0.618 |
1.0346 |
|
HIGH |
1.0271 |
|
0.618 |
1.0225 |
|
0.500 |
1.0211 |
|
0.382 |
1.0196 |
|
LOW |
1.0150 |
|
0.618 |
1.0075 |
|
1.000 |
1.0029 |
|
1.618 |
0.9954 |
|
2.618 |
0.9833 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0213 |
| PP |
1.0192 |
1.0194 |
| S1 |
1.0174 |
1.0175 |
|