CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 25-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0173 |
1.0118 |
-0.0055 |
-0.5% |
1.0143 |
High |
1.0173 |
1.0136 |
-0.0037 |
-0.4% |
1.0206 |
Low |
1.0173 |
1.0118 |
-0.0055 |
-0.5% |
1.0057 |
Close |
1.0173 |
1.0136 |
-0.0037 |
-0.4% |
1.0173 |
Range |
0.0000 |
0.0018 |
0.0018 |
|
0.0149 |
ATR |
0.0048 |
0.0048 |
0.0001 |
1.1% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0184 |
1.0178 |
1.0146 |
|
R3 |
1.0166 |
1.0160 |
1.0141 |
|
R2 |
1.0148 |
1.0148 |
1.0139 |
|
R1 |
1.0142 |
1.0142 |
1.0138 |
1.0145 |
PP |
1.0130 |
1.0130 |
1.0130 |
1.0132 |
S1 |
1.0124 |
1.0124 |
1.0134 |
1.0127 |
S2 |
1.0112 |
1.0112 |
1.0133 |
|
S3 |
1.0094 |
1.0106 |
1.0131 |
|
S4 |
1.0076 |
1.0088 |
1.0126 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0592 |
1.0532 |
1.0255 |
|
R3 |
1.0443 |
1.0383 |
1.0214 |
|
R2 |
1.0294 |
1.0294 |
1.0200 |
|
R1 |
1.0234 |
1.0234 |
1.0187 |
1.0264 |
PP |
1.0145 |
1.0145 |
1.0145 |
1.0161 |
S1 |
1.0085 |
1.0085 |
1.0159 |
1.0115 |
S2 |
0.9996 |
0.9996 |
1.0146 |
|
S3 |
0.9847 |
0.9936 |
1.0132 |
|
S4 |
0.9698 |
0.9787 |
1.0091 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0206 |
1.0057 |
0.0149 |
1.5% |
0.0025 |
0.2% |
53% |
False |
False |
1 |
10 |
1.0206 |
1.0057 |
0.0149 |
1.5% |
0.0023 |
0.2% |
53% |
False |
False |
1 |
20 |
1.0295 |
1.0057 |
0.0238 |
2.3% |
0.0012 |
0.1% |
33% |
False |
False |
2 |
40 |
1.0406 |
1.0057 |
0.0349 |
3.4% |
0.0006 |
0.1% |
23% |
False |
False |
1 |
60 |
1.0406 |
1.0057 |
0.0349 |
3.4% |
0.0004 |
0.0% |
23% |
False |
False |
1 |
80 |
1.0406 |
1.0057 |
0.0349 |
3.4% |
0.0003 |
0.0% |
23% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0213 |
2.618 |
1.0183 |
1.618 |
1.0165 |
1.000 |
1.0154 |
0.618 |
1.0147 |
HIGH |
1.0136 |
0.618 |
1.0129 |
0.500 |
1.0127 |
0.382 |
1.0125 |
LOW |
1.0118 |
0.618 |
1.0107 |
1.000 |
1.0100 |
1.618 |
1.0089 |
2.618 |
1.0071 |
4.250 |
1.0042 |
|
|
Fisher Pivots for day following 25-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0133 |
1.0129 |
PP |
1.0130 |
1.0122 |
S1 |
1.0127 |
1.0115 |
|