CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0149 |
1.0143 |
-0.0006 |
-0.1% |
1.0196 |
| High |
1.0162 |
1.0208 |
0.0046 |
0.5% |
1.0273 |
| Low |
1.0103 |
1.0121 |
0.0018 |
0.2% |
1.0139 |
| Close |
1.0162 |
1.0140 |
-0.0022 |
-0.2% |
1.0236 |
| Range |
0.0059 |
0.0087 |
0.0028 |
47.5% |
0.0134 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
2.0% |
0.0000 |
| Volume |
550 |
956 |
406 |
73.8% |
1,695 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0366 |
1.0188 |
|
| R3 |
1.0330 |
1.0279 |
1.0164 |
|
| R2 |
1.0243 |
1.0243 |
1.0156 |
|
| R1 |
1.0192 |
1.0192 |
1.0148 |
1.0174 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0148 |
| S1 |
1.0105 |
1.0105 |
1.0132 |
1.0087 |
| S2 |
1.0069 |
1.0069 |
1.0124 |
|
| S3 |
0.9982 |
1.0018 |
1.0116 |
|
| S4 |
0.9895 |
0.9931 |
1.0092 |
|
|
| 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 |
1.0254 |
1.0103 |
0.0151 |
1.5% |
0.0072 |
0.7% |
25% |
False |
False |
682 |
| 10 |
1.0275 |
1.0103 |
0.0172 |
1.7% |
0.0071 |
0.7% |
22% |
False |
False |
487 |
| 20 |
1.0377 |
1.0103 |
0.0274 |
2.7% |
0.0070 |
0.7% |
14% |
False |
False |
336 |
| 40 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0056 |
0.6% |
10% |
False |
False |
196 |
| 60 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0042 |
0.4% |
10% |
False |
False |
139 |
| 80 |
1.0474 |
1.0103 |
0.0371 |
3.7% |
0.0033 |
0.3% |
10% |
False |
False |
104 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0027 |
0.3% |
33% |
False |
False |
84 |
| 120 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0023 |
0.2% |
33% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0578 |
|
2.618 |
1.0436 |
|
1.618 |
1.0349 |
|
1.000 |
1.0295 |
|
0.618 |
1.0262 |
|
HIGH |
1.0208 |
|
0.618 |
1.0175 |
|
0.500 |
1.0165 |
|
0.382 |
1.0154 |
|
LOW |
1.0121 |
|
0.618 |
1.0067 |
|
1.000 |
1.0034 |
|
1.618 |
0.9980 |
|
2.618 |
0.9893 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0165 |
1.0156 |
| PP |
1.0156 |
1.0150 |
| S1 |
1.0148 |
1.0145 |
|