CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0207 |
1.0218 |
0.0011 |
0.1% |
1.0196 |
| High |
1.0254 |
1.0236 |
-0.0018 |
-0.2% |
1.0273 |
| Low |
1.0193 |
1.0168 |
-0.0025 |
-0.2% |
1.0139 |
| Close |
1.0236 |
1.0199 |
-0.0037 |
-0.4% |
1.0236 |
| Range |
0.0061 |
0.0068 |
0.0007 |
11.5% |
0.0134 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0000 |
| Volume |
811 |
578 |
-233 |
-28.7% |
1,695 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0370 |
1.0236 |
|
| R3 |
1.0337 |
1.0302 |
1.0218 |
|
| R2 |
1.0269 |
1.0269 |
1.0211 |
|
| R1 |
1.0234 |
1.0234 |
1.0205 |
1.0218 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0193 |
| S1 |
1.0166 |
1.0166 |
1.0193 |
1.0150 |
| S2 |
1.0133 |
1.0133 |
1.0187 |
|
| S3 |
1.0065 |
1.0098 |
1.0180 |
|
| S4 |
0.9997 |
1.0030 |
1.0162 |
|
|
| 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 |
1.0273 |
1.0139 |
0.0134 |
1.3% |
0.0076 |
0.7% |
45% |
False |
False |
454 |
| 10 |
1.0275 |
1.0136 |
0.0139 |
1.4% |
0.0067 |
0.7% |
45% |
False |
False |
347 |
| 20 |
1.0377 |
1.0136 |
0.0241 |
2.4% |
0.0064 |
0.6% |
26% |
False |
False |
241 |
| 40 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0052 |
0.5% |
19% |
False |
False |
147 |
| 60 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0039 |
0.4% |
19% |
False |
False |
105 |
| 80 |
1.0474 |
1.0136 |
0.0338 |
3.3% |
0.0030 |
0.3% |
19% |
False |
False |
79 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0025 |
0.2% |
45% |
False |
False |
63 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0022 |
0.2% |
47% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0414 |
|
1.618 |
1.0346 |
|
1.000 |
1.0304 |
|
0.618 |
1.0278 |
|
HIGH |
1.0236 |
|
0.618 |
1.0210 |
|
0.500 |
1.0202 |
|
0.382 |
1.0194 |
|
LOW |
1.0168 |
|
0.618 |
1.0126 |
|
1.000 |
1.0100 |
|
1.618 |
1.0058 |
|
2.618 |
0.9990 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0198 |
| PP |
1.0201 |
1.0197 |
| S1 |
1.0200 |
1.0197 |
|