CME Australian Dollar Future December 2013
Trading Metrics calculated at close of trading on 22-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0020 |
1.0105 |
0.0085 |
0.8% |
1.0140 |
High |
1.0020 |
1.0105 |
0.0085 |
0.8% |
1.0140 |
Low |
1.0020 |
1.0105 |
0.0085 |
0.8% |
1.0020 |
Close |
1.0020 |
1.0105 |
0.0085 |
0.8% |
1.0105 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0042 |
0.0003 |
8.6% |
0.0000 |
Volume |
46 |
20 |
-26 |
-56.5% |
66 |
|
Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0105 |
1.0105 |
1.0105 |
|
R3 |
1.0105 |
1.0105 |
1.0105 |
|
R2 |
1.0105 |
1.0105 |
1.0105 |
|
R1 |
1.0105 |
1.0105 |
1.0105 |
1.0105 |
PP |
1.0105 |
1.0105 |
1.0105 |
1.0105 |
S1 |
1.0105 |
1.0105 |
1.0105 |
1.0105 |
S2 |
1.0105 |
1.0105 |
1.0105 |
|
S3 |
1.0105 |
1.0105 |
1.0105 |
|
S4 |
1.0105 |
1.0105 |
1.0105 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0448 |
1.0397 |
1.0171 |
|
R3 |
1.0328 |
1.0277 |
1.0138 |
|
R2 |
1.0208 |
1.0208 |
1.0127 |
|
R1 |
1.0157 |
1.0157 |
1.0116 |
1.0123 |
PP |
1.0088 |
1.0088 |
1.0088 |
1.0071 |
S1 |
1.0037 |
1.0037 |
1.0094 |
1.0003 |
S2 |
0.9968 |
0.9968 |
1.0083 |
|
S3 |
0.9848 |
0.9917 |
1.0072 |
|
S4 |
0.9728 |
0.9797 |
1.0039 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0105 |
2.618 |
1.0105 |
1.618 |
1.0105 |
1.000 |
1.0105 |
0.618 |
1.0105 |
HIGH |
1.0105 |
0.618 |
1.0105 |
0.500 |
1.0105 |
0.382 |
1.0105 |
LOW |
1.0105 |
0.618 |
1.0105 |
1.000 |
1.0105 |
1.618 |
1.0105 |
2.618 |
1.0105 |
4.250 |
1.0105 |
|
|
Fisher Pivots for day following 22-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0105 |
1.0091 |
PP |
1.0105 |
1.0077 |
S1 |
1.0105 |
1.0063 |
|