CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 20-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0143 |
1.0093 |
-0.0050 |
-0.5% |
1.0129 |
High |
1.0206 |
1.0093 |
-0.0113 |
-1.1% |
1.0196 |
Low |
1.0143 |
1.0093 |
-0.0050 |
-0.5% |
1.0087 |
Close |
1.0206 |
1.0093 |
-0.0113 |
-1.1% |
1.0138 |
Range |
0.0063 |
0.0000 |
-0.0063 |
-100.0% |
0.0109 |
ATR |
0.0039 |
0.0045 |
0.0005 |
13.4% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
8 |
|
Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0093 |
1.0093 |
1.0093 |
|
R3 |
1.0093 |
1.0093 |
1.0093 |
|
R2 |
1.0093 |
1.0093 |
1.0093 |
|
R1 |
1.0093 |
1.0093 |
1.0093 |
1.0093 |
PP |
1.0093 |
1.0093 |
1.0093 |
1.0093 |
S1 |
1.0093 |
1.0093 |
1.0093 |
1.0093 |
S2 |
1.0093 |
1.0093 |
1.0093 |
|
S3 |
1.0093 |
1.0093 |
1.0093 |
|
S4 |
1.0093 |
1.0093 |
1.0093 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0467 |
1.0412 |
1.0198 |
|
R3 |
1.0358 |
1.0303 |
1.0168 |
|
R2 |
1.0249 |
1.0249 |
1.0158 |
|
R1 |
1.0194 |
1.0194 |
1.0148 |
1.0222 |
PP |
1.0140 |
1.0140 |
1.0140 |
1.0154 |
S1 |
1.0085 |
1.0085 |
1.0128 |
1.0113 |
S2 |
1.0031 |
1.0031 |
1.0118 |
|
S3 |
0.9922 |
0.9976 |
1.0108 |
|
S4 |
0.9813 |
0.9867 |
1.0078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0206 |
1.0093 |
0.0113 |
1.1% |
0.0022 |
0.2% |
0% |
False |
True |
1 |
10 |
1.0206 |
1.0087 |
0.0119 |
1.2% |
0.0018 |
0.2% |
5% |
False |
False |
1 |
20 |
1.0376 |
1.0087 |
0.0289 |
2.9% |
0.0010 |
0.1% |
2% |
False |
False |
2 |
40 |
1.0406 |
1.0087 |
0.0319 |
3.2% |
0.0005 |
0.0% |
2% |
False |
False |
1 |
60 |
1.0406 |
1.0087 |
0.0319 |
3.2% |
0.0003 |
0.0% |
2% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0093 |
2.618 |
1.0093 |
1.618 |
1.0093 |
1.000 |
1.0093 |
0.618 |
1.0093 |
HIGH |
1.0093 |
0.618 |
1.0093 |
0.500 |
1.0093 |
0.382 |
1.0093 |
LOW |
1.0093 |
0.618 |
1.0093 |
1.000 |
1.0093 |
1.618 |
1.0093 |
2.618 |
1.0093 |
4.250 |
1.0093 |
|
|
Fisher Pivots for day following 20-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0093 |
1.0150 |
PP |
1.0093 |
1.0131 |
S1 |
1.0093 |
1.0112 |
|