CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0406 |
1.0453 |
0.0047 |
0.5% |
1.0321 |
| High |
1.0433 |
1.0458 |
0.0025 |
0.2% |
1.0472 |
| Low |
1.0340 |
1.0413 |
0.0073 |
0.7% |
1.0307 |
| Close |
1.0419 |
1.0440 |
0.0021 |
0.2% |
1.0419 |
| Range |
0.0093 |
0.0045 |
-0.0048 |
-51.6% |
0.0165 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
110,556 |
77,177 |
-33,379 |
-30.2% |
320,863 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0572 |
1.0551 |
1.0465 |
|
| R3 |
1.0527 |
1.0506 |
1.0452 |
|
| R2 |
1.0482 |
1.0482 |
1.0448 |
|
| R1 |
1.0461 |
1.0461 |
1.0444 |
1.0449 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0431 |
| S1 |
1.0416 |
1.0416 |
1.0436 |
1.0404 |
| S2 |
1.0392 |
1.0392 |
1.0432 |
|
| S3 |
1.0347 |
1.0371 |
1.0428 |
|
| S4 |
1.0302 |
1.0326 |
1.0415 |
|
|
| 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 |
1.0307 |
0.0165 |
1.6% |
0.0078 |
0.7% |
81% |
False |
False |
79,608 |
| 10 |
1.0472 |
1.0281 |
0.0191 |
1.8% |
0.0066 |
0.6% |
83% |
False |
False |
66,363 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0060 |
0.6% |
67% |
False |
False |
67,064 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.0% |
0.0058 |
0.6% |
75% |
False |
False |
34,639 |
| 60 |
1.0520 |
1.0085 |
0.0435 |
4.2% |
0.0053 |
0.5% |
82% |
False |
False |
23,109 |
| 80 |
1.0520 |
1.0025 |
0.0495 |
4.7% |
0.0054 |
0.5% |
84% |
False |
False |
17,343 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0044 |
0.4% |
84% |
False |
False |
13,875 |
| 120 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0037 |
0.4% |
84% |
False |
False |
11,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0576 |
|
1.618 |
1.0531 |
|
1.000 |
1.0503 |
|
0.618 |
1.0486 |
|
HIGH |
1.0458 |
|
0.618 |
1.0441 |
|
0.500 |
1.0436 |
|
0.382 |
1.0430 |
|
LOW |
1.0413 |
|
0.618 |
1.0385 |
|
1.000 |
1.0368 |
|
1.618 |
1.0340 |
|
2.618 |
1.0295 |
|
4.250 |
1.0222 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0429 |
| PP |
1.0437 |
1.0417 |
| S1 |
1.0436 |
1.0406 |
|