CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0155 |
1.0129 |
-0.0026 |
-0.3% |
1.0268 |
High |
1.0155 |
1.0129 |
-0.0026 |
-0.3% |
1.0268 |
Low |
1.0155 |
1.0129 |
-0.0026 |
-0.3% |
1.0122 |
Close |
1.0155 |
1.0129 |
-0.0026 |
-0.3% |
1.0155 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0035 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
11 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0129 |
1.0129 |
1.0129 |
|
R3 |
1.0129 |
1.0129 |
1.0129 |
|
R2 |
1.0129 |
1.0129 |
1.0129 |
|
R1 |
1.0129 |
1.0129 |
1.0129 |
1.0129 |
PP |
1.0129 |
1.0129 |
1.0129 |
1.0129 |
S1 |
1.0129 |
1.0129 |
1.0129 |
1.0129 |
S2 |
1.0129 |
1.0129 |
1.0129 |
|
S3 |
1.0129 |
1.0129 |
1.0129 |
|
S4 |
1.0129 |
1.0129 |
1.0129 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0620 |
1.0533 |
1.0235 |
|
R3 |
1.0474 |
1.0387 |
1.0195 |
|
R2 |
1.0328 |
1.0328 |
1.0182 |
|
R1 |
1.0241 |
1.0241 |
1.0168 |
1.0212 |
PP |
1.0182 |
1.0182 |
1.0182 |
1.0167 |
S1 |
1.0095 |
1.0095 |
1.0142 |
1.0066 |
S2 |
1.0036 |
1.0036 |
1.0128 |
|
S3 |
0.9890 |
0.9949 |
1.0115 |
|
S4 |
0.9744 |
0.9803 |
1.0075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0249 |
1.0122 |
0.0127 |
1.3% |
0.0001 |
0.0% |
6% |
False |
False |
1 |
10 |
1.0295 |
1.0122 |
0.0173 |
1.7% |
0.0001 |
0.0% |
4% |
False |
False |
2 |
20 |
1.0390 |
1.0122 |
0.0268 |
2.6% |
0.0001 |
0.0% |
3% |
False |
False |
1 |
40 |
1.0406 |
1.0122 |
0.0284 |
2.8% |
0.0001 |
0.0% |
2% |
False |
False |
1 |
60 |
1.0406 |
1.0096 |
0.0310 |
3.1% |
0.0000 |
0.0% |
11% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0129 |
2.618 |
1.0129 |
1.618 |
1.0129 |
1.000 |
1.0129 |
0.618 |
1.0129 |
HIGH |
1.0129 |
0.618 |
1.0129 |
0.500 |
1.0129 |
0.382 |
1.0129 |
LOW |
1.0129 |
0.618 |
1.0129 |
1.000 |
1.0129 |
1.618 |
1.0129 |
2.618 |
1.0129 |
4.250 |
1.0129 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0129 |
1.0139 |
PP |
1.0129 |
1.0135 |
S1 |
1.0129 |
1.0132 |
|