CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0418 |
1.0379 |
-0.0039 |
-0.4% |
1.0459 |
| High |
1.0433 |
1.0392 |
-0.0041 |
-0.4% |
1.0535 |
| Low |
1.0365 |
1.0347 |
-0.0018 |
-0.2% |
1.0365 |
| Close |
1.0375 |
1.0377 |
0.0002 |
0.0% |
1.0375 |
| Range |
0.0068 |
0.0045 |
-0.0023 |
-33.8% |
0.0170 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
100,094 |
72,124 |
-27,970 |
-27.9% |
400,842 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0487 |
1.0402 |
|
| R3 |
1.0462 |
1.0442 |
1.0389 |
|
| R2 |
1.0417 |
1.0417 |
1.0385 |
|
| R1 |
1.0397 |
1.0397 |
1.0381 |
1.0385 |
| PP |
1.0372 |
1.0372 |
1.0372 |
1.0366 |
| S1 |
1.0352 |
1.0352 |
1.0373 |
1.0340 |
| S2 |
1.0327 |
1.0327 |
1.0369 |
|
| S3 |
1.0282 |
1.0307 |
1.0365 |
|
| S4 |
1.0237 |
1.0262 |
1.0352 |
|
|
| 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 |
1.0347 |
0.0188 |
1.8% |
0.0069 |
0.7% |
16% |
False |
True |
94,593 |
| 10 |
1.0535 |
1.0347 |
0.0188 |
1.8% |
0.0064 |
0.6% |
16% |
False |
True |
87,344 |
| 20 |
1.0547 |
1.0302 |
0.0245 |
2.4% |
0.0066 |
0.6% |
31% |
False |
False |
84,356 |
| 40 |
1.0547 |
1.0281 |
0.0266 |
2.6% |
0.0061 |
0.6% |
36% |
False |
False |
65,528 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0058 |
0.6% |
51% |
False |
False |
43,745 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
67% |
False |
False |
32,820 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0053 |
0.5% |
68% |
False |
False |
26,264 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0044 |
0.4% |
68% |
False |
False |
21,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0583 |
|
2.618 |
1.0510 |
|
1.618 |
1.0465 |
|
1.000 |
1.0437 |
|
0.618 |
1.0420 |
|
HIGH |
1.0392 |
|
0.618 |
1.0375 |
|
0.500 |
1.0370 |
|
0.382 |
1.0364 |
|
LOW |
1.0347 |
|
0.618 |
1.0319 |
|
1.000 |
1.0302 |
|
1.618 |
1.0274 |
|
2.618 |
1.0229 |
|
4.250 |
1.0156 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0428 |
| PP |
1.0372 |
1.0411 |
| S1 |
1.0370 |
1.0394 |
|