CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0447 |
1.0406 |
-0.0041 |
-0.4% |
1.0321 |
| High |
1.0472 |
1.0433 |
-0.0039 |
-0.4% |
1.0472 |
| Low |
1.0405 |
1.0340 |
-0.0065 |
-0.6% |
1.0307 |
| Close |
1.0421 |
1.0419 |
-0.0002 |
0.0% |
1.0419 |
| Range |
0.0067 |
0.0093 |
0.0026 |
38.8% |
0.0165 |
| ATR |
0.0060 |
0.0063 |
0.0002 |
3.9% |
0.0000 |
| Volume |
87,468 |
110,556 |
23,088 |
26.4% |
320,863 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0676 |
1.0641 |
1.0470 |
|
| R3 |
1.0583 |
1.0548 |
1.0445 |
|
| R2 |
1.0490 |
1.0490 |
1.0436 |
|
| R1 |
1.0455 |
1.0455 |
1.0428 |
1.0473 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0406 |
| S1 |
1.0362 |
1.0362 |
1.0410 |
1.0380 |
| S2 |
1.0304 |
1.0304 |
1.0402 |
|
| S3 |
1.0211 |
1.0269 |
1.0393 |
|
| S4 |
1.0118 |
1.0176 |
1.0368 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0894 |
1.0822 |
1.0510 |
|
| R3 |
1.0729 |
1.0657 |
1.0464 |
|
| R2 |
1.0564 |
1.0564 |
1.0449 |
|
| R1 |
1.0492 |
1.0492 |
1.0434 |
1.0528 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0418 |
| S1 |
1.0327 |
1.0327 |
1.0404 |
1.0363 |
| S2 |
1.0234 |
1.0234 |
1.0389 |
|
| S3 |
1.0069 |
1.0162 |
1.0374 |
|
| S4 |
0.9904 |
0.9997 |
1.0328 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0472 |
1.0302 |
0.0170 |
1.6% |
0.0076 |
0.7% |
69% |
False |
False |
74,212 |
| 10 |
1.0472 |
1.0281 |
0.0191 |
1.8% |
0.0066 |
0.6% |
72% |
False |
False |
66,153 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0061 |
0.6% |
58% |
False |
False |
63,693 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.0% |
0.0058 |
0.6% |
68% |
False |
False |
32,712 |
| 60 |
1.0520 |
1.0060 |
0.0460 |
4.4% |
0.0053 |
0.5% |
78% |
False |
False |
21,823 |
| 80 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0053 |
0.5% |
80% |
False |
False |
16,379 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0044 |
0.4% |
80% |
False |
False |
13,103 |
| 120 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0036 |
0.3% |
80% |
False |
False |
10,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0828 |
|
2.618 |
1.0676 |
|
1.618 |
1.0583 |
|
1.000 |
1.0526 |
|
0.618 |
1.0490 |
|
HIGH |
1.0433 |
|
0.618 |
1.0397 |
|
0.500 |
1.0387 |
|
0.382 |
1.0376 |
|
LOW |
1.0340 |
|
0.618 |
1.0283 |
|
1.000 |
1.0247 |
|
1.618 |
1.0190 |
|
2.618 |
1.0097 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0408 |
1.0412 |
| PP |
1.0397 |
1.0405 |
| S1 |
1.0387 |
1.0399 |
|