CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 05-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0268 |
1.0249 |
-0.0019 |
-0.2% |
1.0247 |
High |
1.0268 |
1.0249 |
-0.0019 |
-0.2% |
1.0295 |
Low |
1.0268 |
1.0249 |
-0.0019 |
-0.2% |
1.0242 |
Close |
1.0268 |
1.0249 |
-0.0019 |
-0.2% |
1.0245 |
Range |
|
|
|
|
|
ATR |
0.0032 |
0.0031 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0249 |
1.0249 |
1.0249 |
|
R3 |
1.0249 |
1.0249 |
1.0249 |
|
R2 |
1.0249 |
1.0249 |
1.0249 |
|
R1 |
1.0249 |
1.0249 |
1.0249 |
1.0249 |
PP |
1.0249 |
1.0249 |
1.0249 |
1.0249 |
S1 |
1.0249 |
1.0249 |
1.0249 |
1.0249 |
S2 |
1.0249 |
1.0249 |
1.0249 |
|
S3 |
1.0249 |
1.0249 |
1.0249 |
|
S4 |
1.0249 |
1.0249 |
1.0249 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0420 |
1.0385 |
1.0274 |
|
R3 |
1.0367 |
1.0332 |
1.0260 |
|
R2 |
1.0314 |
1.0314 |
1.0255 |
|
R1 |
1.0279 |
1.0279 |
1.0250 |
1.0270 |
PP |
1.0261 |
1.0261 |
1.0261 |
1.0256 |
S1 |
1.0226 |
1.0226 |
1.0240 |
1.0217 |
S2 |
1.0208 |
1.0208 |
1.0235 |
|
S3 |
1.0155 |
1.0173 |
1.0230 |
|
S4 |
1.0102 |
1.0120 |
1.0216 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0268 |
1.0242 |
0.0026 |
0.3% |
0.0000 |
0.0% |
27% |
False |
False |
3 |
10 |
1.0376 |
1.0242 |
0.0134 |
1.3% |
0.0002 |
0.0% |
5% |
False |
False |
2 |
20 |
1.0406 |
1.0242 |
0.0164 |
1.6% |
0.0001 |
0.0% |
4% |
False |
False |
1 |
40 |
1.0406 |
1.0174 |
0.0232 |
2.3% |
0.0000 |
0.0% |
32% |
False |
False |
1 |
60 |
1.0406 |
1.0096 |
0.0310 |
3.0% |
0.0000 |
0.0% |
49% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0249 |
2.618 |
1.0249 |
1.618 |
1.0249 |
1.000 |
1.0249 |
0.618 |
1.0249 |
HIGH |
1.0249 |
0.618 |
1.0249 |
0.500 |
1.0249 |
0.382 |
1.0249 |
LOW |
1.0249 |
0.618 |
1.0249 |
1.000 |
1.0249 |
1.618 |
1.0249 |
2.618 |
1.0249 |
4.250 |
1.0249 |
|
|
Fisher Pivots for day following 05-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0249 |
1.0257 |
PP |
1.0249 |
1.0254 |
S1 |
1.0249 |
1.0252 |
|