CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0457 |
1.0540 |
0.0083 |
0.8% |
1.0453 |
High |
1.0547 |
1.0545 |
-0.0002 |
0.0% |
1.0547 |
Low |
1.0443 |
1.0479 |
0.0036 |
0.3% |
1.0413 |
Close |
1.0544 |
1.0486 |
-0.0058 |
-0.6% |
1.0486 |
Range |
0.0104 |
0.0066 |
-0.0038 |
-36.5% |
0.0134 |
ATR |
0.0063 |
0.0063 |
0.0000 |
0.4% |
0.0000 |
Volume |
122,780 |
86,997 |
-35,783 |
-29.1% |
442,622 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0701 |
1.0660 |
1.0522 |
|
R3 |
1.0635 |
1.0594 |
1.0504 |
|
R2 |
1.0569 |
1.0569 |
1.0498 |
|
R1 |
1.0528 |
1.0528 |
1.0492 |
1.0516 |
PP |
1.0503 |
1.0503 |
1.0503 |
1.0497 |
S1 |
1.0462 |
1.0462 |
1.0480 |
1.0450 |
S2 |
1.0437 |
1.0437 |
1.0474 |
|
S3 |
1.0371 |
1.0396 |
1.0468 |
|
S4 |
1.0305 |
1.0330 |
1.0450 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0884 |
1.0819 |
1.0560 |
|
R3 |
1.0750 |
1.0685 |
1.0523 |
|
R2 |
1.0616 |
1.0616 |
1.0511 |
|
R1 |
1.0551 |
1.0551 |
1.0498 |
1.0584 |
PP |
1.0482 |
1.0482 |
1.0482 |
1.0498 |
S1 |
1.0417 |
1.0417 |
1.0474 |
1.0450 |
S2 |
1.0348 |
1.0348 |
1.0461 |
|
S3 |
1.0214 |
1.0283 |
1.0449 |
|
S4 |
1.0080 |
1.0149 |
1.0412 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0547 |
1.0413 |
0.0134 |
1.3% |
0.0062 |
0.6% |
54% |
False |
False |
88,524 |
10 |
1.0547 |
1.0302 |
0.0245 |
2.3% |
0.0069 |
0.7% |
75% |
False |
False |
81,368 |
20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0063 |
0.6% |
77% |
False |
False |
77,543 |
40 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0060 |
0.6% |
82% |
False |
False |
43,766 |
60 |
1.0547 |
1.0134 |
0.0413 |
3.9% |
0.0054 |
0.5% |
85% |
False |
False |
29,198 |
80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0054 |
0.5% |
88% |
False |
False |
21,908 |
100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0047 |
0.4% |
89% |
False |
False |
17,529 |
120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0039 |
0.4% |
89% |
False |
False |
14,608 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0826 |
2.618 |
1.0718 |
1.618 |
1.0652 |
1.000 |
1.0611 |
0.618 |
1.0586 |
HIGH |
1.0545 |
0.618 |
1.0520 |
0.500 |
1.0512 |
0.382 |
1.0504 |
LOW |
1.0479 |
0.618 |
1.0438 |
1.000 |
1.0413 |
1.618 |
1.0372 |
2.618 |
1.0306 |
4.250 |
1.0199 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0512 |
1.0490 |
PP |
1.0503 |
1.0489 |
S1 |
1.0495 |
1.0487 |
|