CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0257 |
1.0169 |
-0.0088 |
-0.9% |
1.0216 |
| High |
1.0271 |
1.0178 |
-0.0093 |
-0.9% |
1.0275 |
| Low |
1.0150 |
1.0139 |
-0.0011 |
-0.1% |
1.0136 |
| Close |
1.0156 |
1.0148 |
-0.0008 |
-0.1% |
1.0201 |
| Range |
0.0121 |
0.0039 |
-0.0082 |
-67.8% |
0.0139 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
157 |
567 |
410 |
261.1% |
1,197 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0249 |
1.0169 |
|
| R3 |
1.0233 |
1.0210 |
1.0159 |
|
| R2 |
1.0194 |
1.0194 |
1.0155 |
|
| R1 |
1.0171 |
1.0171 |
1.0152 |
1.0163 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0151 |
| S1 |
1.0132 |
1.0132 |
1.0144 |
1.0124 |
| S2 |
1.0116 |
1.0116 |
1.0141 |
|
| S3 |
1.0077 |
1.0093 |
1.0137 |
|
| S4 |
1.0038 |
1.0054 |
1.0127 |
|
|
| 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 |
1.0139 |
0.0136 |
1.3% |
0.0070 |
0.7% |
7% |
False |
True |
292 |
| 10 |
1.0275 |
1.0136 |
0.0139 |
1.4% |
0.0068 |
0.7% |
9% |
False |
False |
269 |
| 20 |
1.0414 |
1.0136 |
0.0278 |
2.7% |
0.0064 |
0.6% |
4% |
False |
False |
179 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0050 |
0.5% |
4% |
False |
False |
114 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0036 |
0.4% |
4% |
False |
False |
82 |
| 80 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0029 |
0.3% |
4% |
False |
False |
62 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0023 |
0.2% |
35% |
False |
False |
49 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.1% |
0.0021 |
0.2% |
37% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0344 |
|
2.618 |
1.0280 |
|
1.618 |
1.0241 |
|
1.000 |
1.0217 |
|
0.618 |
1.0202 |
|
HIGH |
1.0178 |
|
0.618 |
1.0163 |
|
0.500 |
1.0159 |
|
0.382 |
1.0154 |
|
LOW |
1.0139 |
|
0.618 |
1.0115 |
|
1.000 |
1.0100 |
|
1.618 |
1.0076 |
|
2.618 |
1.0037 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0206 |
| PP |
1.0155 |
1.0187 |
| S1 |
1.0152 |
1.0167 |
|