CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0207 |
0.0038 |
0.4% |
1.0196 |
| High |
1.0178 |
1.0254 |
0.0076 |
0.7% |
1.0273 |
| Low |
1.0139 |
1.0193 |
0.0054 |
0.5% |
1.0139 |
| Close |
1.0148 |
1.0236 |
0.0088 |
0.9% |
1.0236 |
| Range |
0.0039 |
0.0061 |
0.0022 |
56.4% |
0.0134 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.5% |
0.0000 |
| Volume |
567 |
811 |
244 |
43.0% |
1,695 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0411 |
1.0384 |
1.0270 |
|
| R3 |
1.0350 |
1.0323 |
1.0253 |
|
| R2 |
1.0289 |
1.0289 |
1.0247 |
|
| R1 |
1.0262 |
1.0262 |
1.0242 |
1.0276 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0234 |
| S1 |
1.0201 |
1.0201 |
1.0230 |
1.0215 |
| S2 |
1.0167 |
1.0167 |
1.0225 |
|
| S3 |
1.0106 |
1.0140 |
1.0219 |
|
| S4 |
1.0045 |
1.0079 |
1.0202 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0618 |
1.0561 |
1.0310 |
|
| R3 |
1.0484 |
1.0427 |
1.0273 |
|
| R2 |
1.0350 |
1.0350 |
1.0261 |
|
| R1 |
1.0293 |
1.0293 |
1.0248 |
1.0322 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0230 |
| S1 |
1.0159 |
1.0159 |
1.0224 |
1.0188 |
| S2 |
1.0082 |
1.0082 |
1.0211 |
|
| S3 |
0.9948 |
1.0025 |
1.0199 |
|
| S4 |
0.9814 |
0.9891 |
1.0162 |
|
|
| 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% |
0.0077 |
0.8% |
71% |
False |
False |
390 |
| 10 |
1.0275 |
1.0136 |
0.0139 |
1.4% |
0.0068 |
0.7% |
72% |
False |
False |
326 |
| 20 |
1.0377 |
1.0136 |
0.0241 |
2.4% |
0.0064 |
0.6% |
41% |
False |
False |
218 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0051 |
0.5% |
30% |
False |
False |
133 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0037 |
0.4% |
30% |
False |
False |
95 |
| 80 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0029 |
0.3% |
30% |
False |
False |
72 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0024 |
0.2% |
52% |
False |
False |
58 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0021 |
0.2% |
54% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0513 |
|
2.618 |
1.0414 |
|
1.618 |
1.0353 |
|
1.000 |
1.0315 |
|
0.618 |
1.0292 |
|
HIGH |
1.0254 |
|
0.618 |
1.0231 |
|
0.500 |
1.0224 |
|
0.382 |
1.0216 |
|
LOW |
1.0193 |
|
0.618 |
1.0155 |
|
1.000 |
1.0132 |
|
1.618 |
1.0094 |
|
2.618 |
1.0033 |
|
4.250 |
0.9934 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0226 |
| PP |
1.0228 |
1.0215 |
| S1 |
1.0224 |
1.0205 |
|