CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0508 |
1.0513 |
0.0005 |
0.0% |
1.0453 |
| High |
1.0520 |
1.0532 |
0.0012 |
0.1% |
1.0547 |
| Low |
1.0476 |
1.0484 |
0.0008 |
0.1% |
1.0413 |
| Close |
1.0508 |
1.0522 |
0.0014 |
0.1% |
1.0486 |
| Range |
0.0044 |
0.0048 |
0.0004 |
9.1% |
0.0134 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
74,784 |
76,320 |
1,536 |
2.1% |
442,622 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0657 |
1.0637 |
1.0548 |
|
| R3 |
1.0609 |
1.0589 |
1.0535 |
|
| R2 |
1.0561 |
1.0561 |
1.0531 |
|
| R1 |
1.0541 |
1.0541 |
1.0526 |
1.0551 |
| PP |
1.0513 |
1.0513 |
1.0513 |
1.0518 |
| S1 |
1.0493 |
1.0493 |
1.0518 |
1.0503 |
| S2 |
1.0465 |
1.0465 |
1.0513 |
|
| S3 |
1.0417 |
1.0445 |
1.0509 |
|
| S4 |
1.0369 |
1.0397 |
1.0496 |
|
|
| 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 |
1.0443 |
0.0104 |
1.0% |
0.0064 |
0.6% |
76% |
False |
False |
85,534 |
| 10 |
1.0547 |
1.0340 |
0.0207 |
2.0% |
0.0062 |
0.6% |
88% |
False |
False |
85,854 |
| 20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0061 |
0.6% |
91% |
False |
False |
74,210 |
| 40 |
1.0547 |
1.0244 |
0.0303 |
2.9% |
0.0059 |
0.6% |
92% |
False |
False |
49,201 |
| 60 |
1.0547 |
1.0134 |
0.0413 |
3.9% |
0.0054 |
0.5% |
94% |
False |
False |
32,825 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0054 |
0.5% |
95% |
False |
False |
24,630 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0048 |
0.5% |
95% |
False |
False |
19,708 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0040 |
0.4% |
95% |
False |
False |
16,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0658 |
|
1.618 |
1.0610 |
|
1.000 |
1.0580 |
|
0.618 |
1.0562 |
|
HIGH |
1.0532 |
|
0.618 |
1.0514 |
|
0.500 |
1.0508 |
|
0.382 |
1.0502 |
|
LOW |
1.0484 |
|
0.618 |
1.0454 |
|
1.000 |
1.0436 |
|
1.618 |
1.0406 |
|
2.618 |
1.0358 |
|
4.250 |
1.0280 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0517 |
1.0515 |
| PP |
1.0513 |
1.0508 |
| S1 |
1.0508 |
1.0502 |
|