CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0484 |
1.0508 |
0.0024 |
0.2% |
1.0453 |
| High |
1.0528 |
1.0520 |
-0.0008 |
-0.1% |
1.0547 |
| Low |
1.0471 |
1.0476 |
0.0005 |
0.0% |
1.0413 |
| Close |
1.0516 |
1.0508 |
-0.0008 |
-0.1% |
1.0486 |
| Range |
0.0057 |
0.0044 |
-0.0013 |
-22.8% |
0.0134 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
66,792 |
74,784 |
7,992 |
12.0% |
442,622 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0615 |
1.0532 |
|
| R3 |
1.0589 |
1.0571 |
1.0520 |
|
| R2 |
1.0545 |
1.0545 |
1.0516 |
|
| R1 |
1.0527 |
1.0527 |
1.0512 |
1.0530 |
| PP |
1.0501 |
1.0501 |
1.0501 |
1.0503 |
| S1 |
1.0483 |
1.0483 |
1.0504 |
1.0486 |
| S2 |
1.0457 |
1.0457 |
1.0500 |
|
| S3 |
1.0413 |
1.0439 |
1.0496 |
|
| S4 |
1.0369 |
1.0395 |
1.0484 |
|
|
| 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 |
1.0433 |
0.0114 |
1.1% |
0.0064 |
0.6% |
66% |
False |
False |
87,164 |
| 10 |
1.0547 |
1.0325 |
0.0222 |
2.1% |
0.0071 |
0.7% |
82% |
False |
False |
86,107 |
| 20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0062 |
0.6% |
85% |
False |
False |
73,733 |
| 40 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0059 |
0.6% |
89% |
False |
False |
47,300 |
| 60 |
1.0547 |
1.0134 |
0.0413 |
3.9% |
0.0054 |
0.5% |
91% |
False |
False |
31,556 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0054 |
0.5% |
93% |
False |
False |
23,676 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0048 |
0.5% |
93% |
False |
False |
18,945 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0040 |
0.4% |
93% |
False |
False |
15,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0707 |
|
2.618 |
1.0635 |
|
1.618 |
1.0591 |
|
1.000 |
1.0564 |
|
0.618 |
1.0547 |
|
HIGH |
1.0520 |
|
0.618 |
1.0503 |
|
0.500 |
1.0498 |
|
0.382 |
1.0493 |
|
LOW |
1.0476 |
|
0.618 |
1.0449 |
|
1.000 |
1.0432 |
|
1.618 |
1.0405 |
|
2.618 |
1.0361 |
|
4.250 |
1.0289 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0505 |
1.0508 |
| PP |
1.0501 |
1.0508 |
| S1 |
1.0498 |
1.0508 |
|