CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0321 |
1.0416 |
0.0095 |
0.9% |
1.0346 |
| High |
1.0350 |
1.0466 |
0.0116 |
1.1% |
1.0353 |
| Low |
1.0307 |
1.0325 |
0.0018 |
0.2% |
1.0281 |
| Close |
1.0325 |
1.0431 |
0.0106 |
1.0% |
1.0310 |
| Range |
0.0043 |
0.0141 |
0.0098 |
227.9% |
0.0072 |
| ATR |
0.0053 |
0.0060 |
0.0006 |
11.7% |
0.0000 |
| Volume |
43,990 |
78,849 |
34,859 |
79.2% |
170,084 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0830 |
1.0772 |
1.0509 |
|
| R3 |
1.0689 |
1.0631 |
1.0470 |
|
| R2 |
1.0548 |
1.0548 |
1.0457 |
|
| R1 |
1.0490 |
1.0490 |
1.0444 |
1.0519 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0422 |
| S1 |
1.0349 |
1.0349 |
1.0418 |
1.0378 |
| S2 |
1.0266 |
1.0266 |
1.0405 |
|
| S3 |
1.0125 |
1.0208 |
1.0392 |
|
| S4 |
0.9984 |
1.0067 |
1.0353 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0492 |
1.0350 |
|
| R3 |
1.0459 |
1.0420 |
1.0330 |
|
| R2 |
1.0387 |
1.0387 |
1.0323 |
|
| R1 |
1.0348 |
1.0348 |
1.0317 |
1.0332 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0306 |
| S1 |
1.0276 |
1.0276 |
1.0303 |
1.0260 |
| S2 |
1.0243 |
1.0243 |
1.0297 |
|
| S3 |
1.0171 |
1.0204 |
1.0290 |
|
| S4 |
1.0099 |
1.0132 |
1.0270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0466 |
1.0281 |
0.0185 |
1.8% |
0.0061 |
0.6% |
81% |
True |
False |
52,175 |
| 10 |
1.0487 |
1.0281 |
0.0206 |
2.0% |
0.0060 |
0.6% |
73% |
False |
False |
62,566 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0059 |
0.6% |
63% |
False |
False |
54,989 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.0% |
0.0056 |
0.5% |
72% |
False |
False |
27,763 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.7% |
0.0052 |
0.5% |
82% |
False |
False |
18,523 |
| 80 |
1.0520 |
1.0025 |
0.0495 |
4.7% |
0.0051 |
0.5% |
82% |
False |
False |
13,904 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0042 |
0.4% |
83% |
False |
False |
11,123 |
| 120 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0035 |
0.3% |
83% |
False |
False |
9,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1065 |
|
2.618 |
1.0835 |
|
1.618 |
1.0694 |
|
1.000 |
1.0607 |
|
0.618 |
1.0553 |
|
HIGH |
1.0466 |
|
0.618 |
1.0412 |
|
0.500 |
1.0396 |
|
0.382 |
1.0379 |
|
LOW |
1.0325 |
|
0.618 |
1.0238 |
|
1.000 |
1.0184 |
|
1.618 |
1.0097 |
|
2.618 |
0.9956 |
|
4.250 |
0.9726 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0419 |
1.0415 |
| PP |
1.0407 |
1.0400 |
| S1 |
1.0396 |
1.0384 |
|