CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0451 |
1.0457 |
0.0006 |
0.1% |
1.0321 |
| High |
1.0482 |
1.0547 |
0.0065 |
0.6% |
1.0472 |
| Low |
1.0433 |
1.0443 |
0.0010 |
0.1% |
1.0307 |
| Close |
1.0455 |
1.0544 |
0.0089 |
0.9% |
1.0419 |
| Range |
0.0049 |
0.0104 |
0.0055 |
112.2% |
0.0165 |
| ATR |
0.0059 |
0.0063 |
0.0003 |
5.4% |
0.0000 |
| Volume |
84,467 |
122,780 |
38,313 |
45.4% |
320,863 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0823 |
1.0788 |
1.0601 |
|
| R3 |
1.0719 |
1.0684 |
1.0573 |
|
| R2 |
1.0615 |
1.0615 |
1.0563 |
|
| R1 |
1.0580 |
1.0580 |
1.0554 |
1.0598 |
| PP |
1.0511 |
1.0511 |
1.0511 |
1.0520 |
| S1 |
1.0476 |
1.0476 |
1.0534 |
1.0494 |
| S2 |
1.0407 |
1.0407 |
1.0525 |
|
| S3 |
1.0303 |
1.0372 |
1.0515 |
|
| S4 |
1.0199 |
1.0268 |
1.0487 |
|
|
| 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 |
1.0547 |
1.0340 |
0.0207 |
2.0% |
0.0067 |
0.6% |
99% |
True |
False |
93,236 |
| 10 |
1.0547 |
1.0285 |
0.0262 |
2.5% |
0.0067 |
0.6% |
99% |
True |
False |
78,201 |
| 20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0063 |
0.6% |
99% |
True |
False |
76,927 |
| 40 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0059 |
0.6% |
99% |
True |
False |
41,592 |
| 60 |
1.0547 |
1.0127 |
0.0420 |
4.0% |
0.0054 |
0.5% |
99% |
True |
False |
27,748 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0054 |
0.5% |
99% |
True |
False |
20,821 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0046 |
0.4% |
99% |
True |
False |
16,659 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0038 |
0.4% |
99% |
True |
False |
13,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0989 |
|
2.618 |
1.0819 |
|
1.618 |
1.0715 |
|
1.000 |
1.0651 |
|
0.618 |
1.0611 |
|
HIGH |
1.0547 |
|
0.618 |
1.0507 |
|
0.500 |
1.0495 |
|
0.382 |
1.0483 |
|
LOW |
1.0443 |
|
0.618 |
1.0379 |
|
1.000 |
1.0339 |
|
1.618 |
1.0275 |
|
2.618 |
1.0171 |
|
4.250 |
1.0001 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0528 |
1.0523 |
| PP |
1.0511 |
1.0502 |
| S1 |
1.0495 |
1.0482 |
|