CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0502 |
1.0459 |
-0.0043 |
-0.4% |
1.0484 |
| High |
1.0514 |
1.0535 |
0.0021 |
0.2% |
1.0532 |
| Low |
1.0440 |
1.0449 |
0.0009 |
0.1% |
1.0440 |
| Close |
1.0465 |
1.0523 |
0.0058 |
0.6% |
1.0465 |
| Range |
0.0074 |
0.0086 |
0.0012 |
16.2% |
0.0092 |
| ATR |
0.0062 |
0.0064 |
0.0002 |
2.8% |
0.0000 |
| Volume |
81,902 |
124,739 |
42,837 |
52.3% |
400,476 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0760 |
1.0728 |
1.0570 |
|
| R3 |
1.0674 |
1.0642 |
1.0547 |
|
| R2 |
1.0588 |
1.0588 |
1.0539 |
|
| R1 |
1.0556 |
1.0556 |
1.0531 |
1.0572 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0511 |
| S1 |
1.0470 |
1.0470 |
1.0515 |
1.0486 |
| S2 |
1.0416 |
1.0416 |
1.0507 |
|
| S3 |
1.0330 |
1.0384 |
1.0499 |
|
| S4 |
1.0244 |
1.0298 |
1.0476 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0755 |
1.0702 |
1.0516 |
|
| R3 |
1.0663 |
1.0610 |
1.0490 |
|
| R2 |
1.0571 |
1.0571 |
1.0482 |
|
| R1 |
1.0518 |
1.0518 |
1.0473 |
1.0499 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0469 |
| S1 |
1.0426 |
1.0426 |
1.0457 |
1.0407 |
| S2 |
1.0387 |
1.0387 |
1.0448 |
|
| S3 |
1.0295 |
1.0334 |
1.0440 |
|
| S4 |
1.0203 |
1.0242 |
1.0414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0535 |
1.0440 |
0.0095 |
0.9% |
0.0065 |
0.6% |
87% |
True |
False |
91,684 |
| 10 |
1.0547 |
1.0416 |
0.0131 |
1.2% |
0.0065 |
0.6% |
82% |
False |
False |
89,066 |
| 20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0065 |
0.6% |
91% |
False |
False |
77,714 |
| 40 |
1.0547 |
1.0261 |
0.0286 |
2.7% |
0.0061 |
0.6% |
92% |
False |
False |
56,875 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0055 |
0.5% |
93% |
False |
False |
37,943 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
95% |
False |
False |
28,469 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0051 |
0.5% |
96% |
False |
False |
22,782 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0042 |
0.4% |
96% |
False |
False |
18,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0901 |
|
2.618 |
1.0760 |
|
1.618 |
1.0674 |
|
1.000 |
1.0621 |
|
0.618 |
1.0588 |
|
HIGH |
1.0535 |
|
0.618 |
1.0502 |
|
0.500 |
1.0492 |
|
0.382 |
1.0482 |
|
LOW |
1.0449 |
|
0.618 |
1.0396 |
|
1.000 |
1.0363 |
|
1.618 |
1.0310 |
|
2.618 |
1.0224 |
|
4.250 |
1.0084 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0513 |
1.0511 |
| PP |
1.0502 |
1.0499 |
| S1 |
1.0492 |
1.0488 |
|