CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0540 |
1.0484 |
-0.0056 |
-0.5% |
1.0453 |
High |
1.0545 |
1.0528 |
-0.0017 |
-0.2% |
1.0547 |
Low |
1.0479 |
1.0471 |
-0.0008 |
-0.1% |
1.0413 |
Close |
1.0486 |
1.0516 |
0.0030 |
0.3% |
1.0486 |
Range |
0.0066 |
0.0057 |
-0.0009 |
-13.6% |
0.0134 |
ATR |
0.0063 |
0.0062 |
0.0000 |
-0.7% |
0.0000 |
Volume |
86,997 |
66,792 |
-20,205 |
-23.2% |
442,622 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0676 |
1.0653 |
1.0547 |
|
R3 |
1.0619 |
1.0596 |
1.0532 |
|
R2 |
1.0562 |
1.0562 |
1.0526 |
|
R1 |
1.0539 |
1.0539 |
1.0521 |
1.0551 |
PP |
1.0505 |
1.0505 |
1.0505 |
1.0511 |
S1 |
1.0482 |
1.0482 |
1.0511 |
1.0494 |
S2 |
1.0448 |
1.0448 |
1.0506 |
|
S3 |
1.0391 |
1.0425 |
1.0500 |
|
S4 |
1.0334 |
1.0368 |
1.0485 |
|
|
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 |
1.0416 |
0.0131 |
1.2% |
0.0064 |
0.6% |
76% |
False |
False |
86,447 |
10 |
1.0547 |
1.0307 |
0.0240 |
2.3% |
0.0071 |
0.7% |
87% |
False |
False |
83,027 |
20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0063 |
0.6% |
88% |
False |
False |
76,676 |
40 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0059 |
0.6% |
91% |
False |
False |
45,435 |
60 |
1.0547 |
1.0134 |
0.0413 |
3.9% |
0.0054 |
0.5% |
92% |
False |
False |
30,311 |
80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0054 |
0.5% |
94% |
False |
False |
22,741 |
100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0047 |
0.5% |
94% |
False |
False |
18,197 |
120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0039 |
0.4% |
94% |
False |
False |
15,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0770 |
2.618 |
1.0677 |
1.618 |
1.0620 |
1.000 |
1.0585 |
0.618 |
1.0563 |
HIGH |
1.0528 |
0.618 |
1.0506 |
0.500 |
1.0500 |
0.382 |
1.0493 |
LOW |
1.0471 |
0.618 |
1.0436 |
1.000 |
1.0414 |
1.618 |
1.0379 |
2.618 |
1.0322 |
4.250 |
1.0229 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0511 |
1.0509 |
PP |
1.0505 |
1.0502 |
S1 |
1.0500 |
1.0495 |
|