CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0459 |
1.0519 |
0.0060 |
0.6% |
1.0484 |
| High |
1.0535 |
1.0524 |
-0.0011 |
-0.1% |
1.0532 |
| Low |
1.0449 |
1.0484 |
0.0035 |
0.3% |
1.0440 |
| Close |
1.0523 |
1.0507 |
-0.0016 |
-0.2% |
1.0465 |
| Range |
0.0086 |
0.0040 |
-0.0046 |
-53.5% |
0.0092 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
124,739 |
63,469 |
-61,270 |
-49.1% |
400,476 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0625 |
1.0606 |
1.0529 |
|
| R3 |
1.0585 |
1.0566 |
1.0518 |
|
| R2 |
1.0545 |
1.0545 |
1.0514 |
|
| R1 |
1.0526 |
1.0526 |
1.0511 |
1.0516 |
| PP |
1.0505 |
1.0505 |
1.0505 |
1.0500 |
| S1 |
1.0486 |
1.0486 |
1.0503 |
1.0476 |
| S2 |
1.0465 |
1.0465 |
1.0500 |
|
| S3 |
1.0425 |
1.0446 |
1.0496 |
|
| S4 |
1.0385 |
1.0406 |
1.0485 |
|
|
| 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% |
0.0064 |
0.6% |
71% |
False |
False |
89,421 |
| 10 |
1.0547 |
1.0433 |
0.0114 |
1.1% |
0.0064 |
0.6% |
65% |
False |
False |
88,292 |
| 20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0063 |
0.6% |
85% |
False |
False |
76,112 |
| 40 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0059 |
0.6% |
85% |
False |
False |
58,460 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0055 |
0.5% |
88% |
False |
False |
39,000 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
92% |
False |
False |
29,262 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0051 |
0.5% |
93% |
False |
False |
23,416 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0043 |
0.4% |
93% |
False |
False |
19,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0694 |
|
2.618 |
1.0629 |
|
1.618 |
1.0589 |
|
1.000 |
1.0564 |
|
0.618 |
1.0549 |
|
HIGH |
1.0524 |
|
0.618 |
1.0509 |
|
0.500 |
1.0504 |
|
0.382 |
1.0499 |
|
LOW |
1.0484 |
|
0.618 |
1.0459 |
|
1.000 |
1.0444 |
|
1.618 |
1.0419 |
|
2.618 |
1.0379 |
|
4.250 |
1.0314 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0506 |
1.0501 |
| PP |
1.0505 |
1.0494 |
| S1 |
1.0504 |
1.0488 |
|