CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0416 |
1.0447 |
0.0031 |
0.3% |
1.0346 |
| High |
1.0466 |
1.0472 |
0.0006 |
0.1% |
1.0353 |
| Low |
1.0325 |
1.0405 |
0.0080 |
0.8% |
1.0281 |
| Close |
1.0431 |
1.0421 |
-0.0010 |
-0.1% |
1.0310 |
| Range |
0.0141 |
0.0067 |
-0.0074 |
-52.5% |
0.0072 |
| ATR |
0.0060 |
0.0060 |
0.0001 |
0.9% |
0.0000 |
| Volume |
78,849 |
87,468 |
8,619 |
10.9% |
170,084 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0634 |
1.0594 |
1.0458 |
|
| R3 |
1.0567 |
1.0527 |
1.0439 |
|
| R2 |
1.0500 |
1.0500 |
1.0433 |
|
| R1 |
1.0460 |
1.0460 |
1.0427 |
1.0447 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0426 |
| S1 |
1.0393 |
1.0393 |
1.0415 |
1.0380 |
| S2 |
1.0366 |
1.0366 |
1.0409 |
|
| S3 |
1.0299 |
1.0326 |
1.0403 |
|
| S4 |
1.0232 |
1.0259 |
1.0384 |
|
|
| 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 |
1.0472 |
1.0285 |
0.0187 |
1.8% |
0.0066 |
0.6% |
73% |
True |
False |
63,166 |
| 10 |
1.0472 |
1.0281 |
0.0191 |
1.8% |
0.0062 |
0.6% |
73% |
True |
False |
63,675 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0059 |
0.6% |
59% |
False |
False |
59,044 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.0% |
0.0057 |
0.6% |
69% |
False |
False |
29,948 |
| 60 |
1.0520 |
1.0060 |
0.0460 |
4.4% |
0.0052 |
0.5% |
78% |
False |
False |
19,980 |
| 80 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0052 |
0.5% |
80% |
False |
False |
14,997 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0043 |
0.4% |
81% |
False |
False |
11,998 |
| 120 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0036 |
0.3% |
81% |
False |
False |
9,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0757 |
|
2.618 |
1.0647 |
|
1.618 |
1.0580 |
|
1.000 |
1.0539 |
|
0.618 |
1.0513 |
|
HIGH |
1.0472 |
|
0.618 |
1.0446 |
|
0.500 |
1.0439 |
|
0.382 |
1.0431 |
|
LOW |
1.0405 |
|
0.618 |
1.0364 |
|
1.000 |
1.0338 |
|
1.618 |
1.0297 |
|
2.618 |
1.0230 |
|
4.250 |
1.0120 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0411 |
| PP |
1.0433 |
1.0400 |
| S1 |
1.0427 |
1.0390 |
|