CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0495 |
1.0418 |
-0.0077 |
-0.7% |
1.0459 |
| High |
1.0509 |
1.0433 |
-0.0076 |
-0.7% |
1.0535 |
| Low |
1.0405 |
1.0365 |
-0.0040 |
-0.4% |
1.0365 |
| Close |
1.0433 |
1.0375 |
-0.0058 |
-0.6% |
1.0375 |
| Range |
0.0104 |
0.0068 |
-0.0036 |
-34.6% |
0.0170 |
| ATR |
0.0065 |
0.0065 |
0.0000 |
0.3% |
0.0000 |
| Volume |
112,540 |
100,094 |
-12,446 |
-11.1% |
400,842 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0553 |
1.0412 |
|
| R3 |
1.0527 |
1.0485 |
1.0394 |
|
| R2 |
1.0459 |
1.0459 |
1.0387 |
|
| R1 |
1.0417 |
1.0417 |
1.0381 |
1.0404 |
| PP |
1.0391 |
1.0391 |
1.0391 |
1.0385 |
| S1 |
1.0349 |
1.0349 |
1.0369 |
1.0336 |
| S2 |
1.0323 |
1.0323 |
1.0363 |
|
| S3 |
1.0255 |
1.0281 |
1.0356 |
|
| S4 |
1.0187 |
1.0213 |
1.0338 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0935 |
1.0825 |
1.0469 |
|
| R3 |
1.0765 |
1.0655 |
1.0422 |
|
| R2 |
1.0595 |
1.0595 |
1.0406 |
|
| R1 |
1.0485 |
1.0485 |
1.0391 |
1.0455 |
| PP |
1.0425 |
1.0425 |
1.0425 |
1.0410 |
| S1 |
1.0315 |
1.0315 |
1.0359 |
1.0285 |
| S2 |
1.0255 |
1.0255 |
1.0344 |
|
| S3 |
1.0085 |
1.0145 |
1.0328 |
|
| S4 |
0.9915 |
0.9975 |
1.0282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0535 |
1.0365 |
0.0170 |
1.6% |
0.0074 |
0.7% |
6% |
False |
True |
96,548 |
| 10 |
1.0545 |
1.0365 |
0.0180 |
1.7% |
0.0066 |
0.6% |
6% |
False |
True |
88,831 |
| 20 |
1.0547 |
1.0285 |
0.0262 |
2.5% |
0.0066 |
0.6% |
34% |
False |
False |
83,516 |
| 40 |
1.0547 |
1.0281 |
0.0266 |
2.6% |
0.0061 |
0.6% |
35% |
False |
False |
63,749 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0057 |
0.6% |
50% |
False |
False |
42,543 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
67% |
False |
False |
31,919 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0053 |
0.5% |
68% |
False |
False |
25,543 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0044 |
0.4% |
68% |
False |
False |
21,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0722 |
|
2.618 |
1.0611 |
|
1.618 |
1.0543 |
|
1.000 |
1.0501 |
|
0.618 |
1.0475 |
|
HIGH |
1.0433 |
|
0.618 |
1.0407 |
|
0.500 |
1.0399 |
|
0.382 |
1.0391 |
|
LOW |
1.0365 |
|
0.618 |
1.0323 |
|
1.000 |
1.0297 |
|
1.618 |
1.0255 |
|
2.618 |
1.0187 |
|
4.250 |
1.0076 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0399 |
1.0445 |
| PP |
1.0391 |
1.0421 |
| S1 |
1.0383 |
1.0398 |
|