CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0379 |
1.0369 |
-0.0010 |
-0.1% |
1.0459 |
| High |
1.0392 |
1.0441 |
0.0049 |
0.5% |
1.0535 |
| Low |
1.0347 |
1.0368 |
0.0021 |
0.2% |
1.0365 |
| Close |
1.0377 |
1.0427 |
0.0050 |
0.5% |
1.0375 |
| Range |
0.0045 |
0.0073 |
0.0028 |
62.2% |
0.0170 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.0% |
0.0000 |
| Volume |
72,124 |
86,280 |
14,156 |
19.6% |
400,842 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0602 |
1.0467 |
|
| R3 |
1.0558 |
1.0529 |
1.0447 |
|
| R2 |
1.0485 |
1.0485 |
1.0440 |
|
| R1 |
1.0456 |
1.0456 |
1.0434 |
1.0471 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0419 |
| S1 |
1.0383 |
1.0383 |
1.0420 |
1.0398 |
| S2 |
1.0339 |
1.0339 |
1.0414 |
|
| S3 |
1.0266 |
1.0310 |
1.0407 |
|
| S4 |
1.0193 |
1.0237 |
1.0387 |
|
|
| 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 |
1.0524 |
1.0347 |
0.0177 |
1.7% |
0.0066 |
0.6% |
45% |
False |
False |
86,901 |
| 10 |
1.0535 |
1.0347 |
0.0188 |
1.8% |
0.0066 |
0.6% |
43% |
False |
False |
89,293 |
| 20 |
1.0547 |
1.0307 |
0.0240 |
2.3% |
0.0068 |
0.7% |
50% |
False |
False |
86,160 |
| 40 |
1.0547 |
1.0281 |
0.0266 |
2.6% |
0.0061 |
0.6% |
55% |
False |
False |
67,678 |
| 60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0059 |
0.6% |
65% |
False |
False |
45,183 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
77% |
False |
False |
33,898 |
| 100 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0053 |
0.5% |
77% |
False |
False |
27,127 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0045 |
0.4% |
78% |
False |
False |
22,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0751 |
|
2.618 |
1.0632 |
|
1.618 |
1.0559 |
|
1.000 |
1.0514 |
|
0.618 |
1.0486 |
|
HIGH |
1.0441 |
|
0.618 |
1.0413 |
|
0.500 |
1.0405 |
|
0.382 |
1.0396 |
|
LOW |
1.0368 |
|
0.618 |
1.0323 |
|
1.000 |
1.0295 |
|
1.618 |
1.0250 |
|
2.618 |
1.0177 |
|
4.250 |
1.0058 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0420 |
1.0416 |
| PP |
1.0412 |
1.0405 |
| S1 |
1.0405 |
1.0394 |
|