CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0513 |
1.0521 |
0.0008 |
0.1% |
1.0453 |
| High |
1.0532 |
1.0522 |
-0.0010 |
-0.1% |
1.0547 |
| Low |
1.0484 |
1.0449 |
-0.0035 |
-0.3% |
1.0413 |
| Close |
1.0522 |
1.0496 |
-0.0026 |
-0.2% |
1.0486 |
| Range |
0.0048 |
0.0073 |
0.0025 |
52.1% |
0.0134 |
| ATR |
0.0060 |
0.0061 |
0.0001 |
1.5% |
0.0000 |
| Volume |
76,320 |
100,678 |
24,358 |
31.9% |
442,622 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0708 |
1.0675 |
1.0536 |
|
| R3 |
1.0635 |
1.0602 |
1.0516 |
|
| R2 |
1.0562 |
1.0562 |
1.0509 |
|
| R1 |
1.0529 |
1.0529 |
1.0503 |
1.0509 |
| PP |
1.0489 |
1.0489 |
1.0489 |
1.0479 |
| S1 |
1.0456 |
1.0456 |
1.0489 |
1.0436 |
| S2 |
1.0416 |
1.0416 |
1.0483 |
|
| S3 |
1.0343 |
1.0383 |
1.0476 |
|
| S4 |
1.0270 |
1.0310 |
1.0456 |
|
|
| 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 |
1.0545 |
1.0449 |
0.0096 |
0.9% |
0.0058 |
0.5% |
49% |
False |
True |
81,114 |
| 10 |
1.0547 |
1.0340 |
0.0207 |
2.0% |
0.0063 |
0.6% |
75% |
False |
False |
87,175 |
| 20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0062 |
0.6% |
81% |
False |
False |
75,425 |
| 40 |
1.0547 |
1.0244 |
0.0303 |
2.9% |
0.0059 |
0.6% |
83% |
False |
False |
51,715 |
| 60 |
1.0547 |
1.0134 |
0.0413 |
3.9% |
0.0055 |
0.5% |
88% |
False |
False |
34,503 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0054 |
0.5% |
90% |
False |
False |
25,888 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0049 |
0.5% |
91% |
False |
False |
20,715 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0041 |
0.4% |
91% |
False |
False |
17,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0832 |
|
2.618 |
1.0713 |
|
1.618 |
1.0640 |
|
1.000 |
1.0595 |
|
0.618 |
1.0567 |
|
HIGH |
1.0522 |
|
0.618 |
1.0494 |
|
0.500 |
1.0486 |
|
0.382 |
1.0477 |
|
LOW |
1.0449 |
|
0.618 |
1.0404 |
|
1.000 |
1.0376 |
|
1.618 |
1.0331 |
|
2.618 |
1.0258 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0493 |
1.0494 |
| PP |
1.0489 |
1.0492 |
| S1 |
1.0486 |
1.0491 |
|