CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0369 |
1.0429 |
0.0060 |
0.6% |
1.0459 |
High |
1.0441 |
1.0438 |
-0.0003 |
0.0% |
1.0535 |
Low |
1.0368 |
1.0362 |
-0.0006 |
-0.1% |
1.0365 |
Close |
1.0427 |
1.0375 |
-0.0052 |
-0.5% |
1.0375 |
Range |
0.0073 |
0.0076 |
0.0003 |
4.1% |
0.0170 |
ATR |
0.0064 |
0.0065 |
0.0001 |
1.3% |
0.0000 |
Volume |
86,280 |
83,910 |
-2,370 |
-2.7% |
400,842 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0620 |
1.0573 |
1.0417 |
|
R3 |
1.0544 |
1.0497 |
1.0396 |
|
R2 |
1.0468 |
1.0468 |
1.0389 |
|
R1 |
1.0421 |
1.0421 |
1.0382 |
1.0407 |
PP |
1.0392 |
1.0392 |
1.0392 |
1.0384 |
S1 |
1.0345 |
1.0345 |
1.0368 |
1.0331 |
S2 |
1.0316 |
1.0316 |
1.0361 |
|
S3 |
1.0240 |
1.0269 |
1.0354 |
|
S4 |
1.0164 |
1.0193 |
1.0333 |
|
|
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 |
1.0509 |
1.0347 |
0.0162 |
1.6% |
0.0073 |
0.7% |
17% |
False |
False |
90,989 |
10 |
1.0535 |
1.0347 |
0.0188 |
1.8% |
0.0069 |
0.7% |
15% |
False |
False |
90,205 |
20 |
1.0547 |
1.0325 |
0.0222 |
2.1% |
0.0070 |
0.7% |
23% |
False |
False |
88,156 |
40 |
1.0547 |
1.0281 |
0.0266 |
2.6% |
0.0062 |
0.6% |
35% |
False |
False |
69,694 |
60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0059 |
0.6% |
50% |
False |
False |
46,581 |
80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0056 |
0.5% |
67% |
False |
False |
34,946 |
100 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0054 |
0.5% |
67% |
False |
False |
27,966 |
120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0046 |
0.4% |
68% |
False |
False |
23,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0761 |
2.618 |
1.0637 |
1.618 |
1.0561 |
1.000 |
1.0514 |
0.618 |
1.0485 |
HIGH |
1.0438 |
0.618 |
1.0409 |
0.500 |
1.0400 |
0.382 |
1.0391 |
LOW |
1.0362 |
0.618 |
1.0315 |
1.000 |
1.0286 |
1.618 |
1.0239 |
2.618 |
1.0163 |
4.250 |
1.0039 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0400 |
1.0394 |
PP |
1.0392 |
1.0388 |
S1 |
1.0383 |
1.0381 |
|