CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0519 |
1.0495 |
-0.0024 |
-0.2% |
1.0484 |
| High |
1.0524 |
1.0509 |
-0.0015 |
-0.1% |
1.0532 |
| Low |
1.0484 |
1.0405 |
-0.0079 |
-0.8% |
1.0440 |
| Close |
1.0507 |
1.0433 |
-0.0074 |
-0.7% |
1.0465 |
| Range |
0.0040 |
0.0104 |
0.0064 |
160.0% |
0.0092 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.8% |
0.0000 |
| Volume |
63,469 |
112,540 |
49,071 |
77.3% |
400,476 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0761 |
1.0701 |
1.0490 |
|
| R3 |
1.0657 |
1.0597 |
1.0462 |
|
| R2 |
1.0553 |
1.0553 |
1.0452 |
|
| R1 |
1.0493 |
1.0493 |
1.0443 |
1.0471 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0438 |
| S1 |
1.0389 |
1.0389 |
1.0423 |
1.0367 |
| S2 |
1.0345 |
1.0345 |
1.0414 |
|
| S3 |
1.0241 |
1.0285 |
1.0404 |
|
| S4 |
1.0137 |
1.0181 |
1.0376 |
|
|
| 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 |
1.0405 |
0.0130 |
1.2% |
0.0075 |
0.7% |
22% |
False |
True |
96,665 |
| 10 |
1.0547 |
1.0405 |
0.0142 |
1.4% |
0.0070 |
0.7% |
20% |
False |
True |
91,100 |
| 20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0065 |
0.6% |
57% |
False |
False |
80,137 |
| 40 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0061 |
0.6% |
57% |
False |
False |
61,259 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0057 |
0.5% |
67% |
False |
False |
40,875 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
78% |
False |
False |
30,668 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0052 |
0.5% |
79% |
False |
False |
24,542 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0043 |
0.4% |
79% |
False |
False |
20,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0951 |
|
2.618 |
1.0781 |
|
1.618 |
1.0677 |
|
1.000 |
1.0613 |
|
0.618 |
1.0573 |
|
HIGH |
1.0509 |
|
0.618 |
1.0469 |
|
0.500 |
1.0457 |
|
0.382 |
1.0445 |
|
LOW |
1.0405 |
|
0.618 |
1.0341 |
|
1.000 |
1.0301 |
|
1.618 |
1.0237 |
|
2.618 |
1.0133 |
|
4.250 |
0.9963 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0457 |
1.0470 |
| PP |
1.0449 |
1.0458 |
| S1 |
1.0441 |
1.0445 |
|