CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0218 |
1.0183 |
-0.0035 |
-0.3% |
1.0196 |
| High |
1.0236 |
1.0203 |
-0.0033 |
-0.3% |
1.0273 |
| Low |
1.0168 |
1.0119 |
-0.0049 |
-0.5% |
1.0139 |
| Close |
1.0199 |
1.0151 |
-0.0048 |
-0.5% |
1.0236 |
| Range |
0.0068 |
0.0084 |
0.0016 |
23.5% |
0.0134 |
| ATR |
0.0068 |
0.0069 |
0.0001 |
1.7% |
0.0000 |
| Volume |
578 |
519 |
-59 |
-10.2% |
1,695 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0410 |
1.0364 |
1.0197 |
|
| R3 |
1.0326 |
1.0280 |
1.0174 |
|
| R2 |
1.0242 |
1.0242 |
1.0166 |
|
| R1 |
1.0196 |
1.0196 |
1.0159 |
1.0177 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0148 |
| S1 |
1.0112 |
1.0112 |
1.0143 |
1.0093 |
| S2 |
1.0074 |
1.0074 |
1.0136 |
|
| S3 |
0.9990 |
1.0028 |
1.0128 |
|
| S4 |
0.9906 |
0.9944 |
1.0105 |
|
|
| 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 |
1.0271 |
1.0119 |
0.0152 |
1.5% |
0.0075 |
0.7% |
21% |
False |
True |
526 |
| 10 |
1.0275 |
1.0119 |
0.0156 |
1.5% |
0.0069 |
0.7% |
21% |
False |
True |
378 |
| 20 |
1.0377 |
1.0119 |
0.0258 |
2.5% |
0.0067 |
0.7% |
12% |
False |
True |
264 |
| 40 |
1.0474 |
1.0119 |
0.0355 |
3.5% |
0.0054 |
0.5% |
9% |
False |
True |
160 |
| 60 |
1.0474 |
1.0119 |
0.0355 |
3.5% |
0.0040 |
0.4% |
9% |
False |
True |
114 |
| 80 |
1.0474 |
1.0119 |
0.0355 |
3.5% |
0.0031 |
0.3% |
9% |
False |
True |
85 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0026 |
0.3% |
36% |
False |
False |
69 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.1% |
0.0022 |
0.2% |
37% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0560 |
|
2.618 |
1.0423 |
|
1.618 |
1.0339 |
|
1.000 |
1.0287 |
|
0.618 |
1.0255 |
|
HIGH |
1.0203 |
|
0.618 |
1.0171 |
|
0.500 |
1.0161 |
|
0.382 |
1.0151 |
|
LOW |
1.0119 |
|
0.618 |
1.0067 |
|
1.000 |
1.0035 |
|
1.618 |
0.9983 |
|
2.618 |
0.9899 |
|
4.250 |
0.9762 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0161 |
1.0187 |
| PP |
1.0158 |
1.0175 |
| S1 |
1.0154 |
1.0163 |
|