CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0452 |
1.0451 |
-0.0001 |
0.0% |
1.0321 |
| High |
1.0462 |
1.0482 |
0.0020 |
0.2% |
1.0472 |
| Low |
1.0416 |
1.0433 |
0.0017 |
0.2% |
1.0307 |
| Close |
1.0442 |
1.0455 |
0.0013 |
0.1% |
1.0419 |
| Range |
0.0046 |
0.0049 |
0.0003 |
6.5% |
0.0165 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
71,201 |
84,467 |
13,266 |
18.6% |
320,863 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0604 |
1.0578 |
1.0482 |
|
| R3 |
1.0555 |
1.0529 |
1.0468 |
|
| R2 |
1.0506 |
1.0506 |
1.0464 |
|
| R1 |
1.0480 |
1.0480 |
1.0459 |
1.0493 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0463 |
| S1 |
1.0431 |
1.0431 |
1.0451 |
1.0444 |
| S2 |
1.0408 |
1.0408 |
1.0446 |
|
| S3 |
1.0359 |
1.0382 |
1.0442 |
|
| S4 |
1.0310 |
1.0333 |
1.0428 |
|
|
| 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 |
1.0482 |
1.0340 |
0.0142 |
1.4% |
0.0060 |
0.6% |
81% |
True |
False |
86,173 |
| 10 |
1.0482 |
1.0281 |
0.0201 |
1.9% |
0.0060 |
0.6% |
87% |
True |
False |
69,174 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0061 |
0.6% |
73% |
False |
False |
73,312 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.0% |
0.0057 |
0.5% |
79% |
False |
False |
38,528 |
| 60 |
1.0520 |
1.0100 |
0.0420 |
4.0% |
0.0052 |
0.5% |
85% |
False |
False |
25,702 |
| 80 |
1.0520 |
1.0025 |
0.0495 |
4.7% |
0.0053 |
0.5% |
87% |
False |
False |
19,289 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0045 |
0.4% |
87% |
False |
False |
15,432 |
| 120 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0038 |
0.4% |
87% |
False |
False |
12,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0690 |
|
2.618 |
1.0610 |
|
1.618 |
1.0561 |
|
1.000 |
1.0531 |
|
0.618 |
1.0512 |
|
HIGH |
1.0482 |
|
0.618 |
1.0463 |
|
0.500 |
1.0458 |
|
0.382 |
1.0452 |
|
LOW |
1.0433 |
|
0.618 |
1.0403 |
|
1.000 |
1.0384 |
|
1.618 |
1.0354 |
|
2.618 |
1.0305 |
|
4.250 |
1.0225 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0458 |
1.0453 |
| PP |
1.0457 |
1.0450 |
| S1 |
1.0456 |
1.0448 |
|