CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0429 |
1.0382 |
-0.0047 |
-0.5% |
1.0459 |
High |
1.0438 |
1.0417 |
-0.0021 |
-0.2% |
1.0535 |
Low |
1.0362 |
1.0346 |
-0.0016 |
-0.2% |
1.0365 |
Close |
1.0375 |
1.0400 |
0.0025 |
0.2% |
1.0375 |
Range |
0.0076 |
0.0071 |
-0.0005 |
-6.6% |
0.0170 |
ATR |
0.0065 |
0.0066 |
0.0000 |
0.6% |
0.0000 |
Volume |
83,910 |
91,449 |
7,539 |
9.0% |
400,842 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0601 |
1.0571 |
1.0439 |
|
R3 |
1.0530 |
1.0500 |
1.0420 |
|
R2 |
1.0459 |
1.0459 |
1.0413 |
|
R1 |
1.0429 |
1.0429 |
1.0407 |
1.0444 |
PP |
1.0388 |
1.0388 |
1.0388 |
1.0395 |
S1 |
1.0358 |
1.0358 |
1.0393 |
1.0373 |
S2 |
1.0317 |
1.0317 |
1.0387 |
|
S3 |
1.0246 |
1.0287 |
1.0380 |
|
S4 |
1.0175 |
1.0216 |
1.0361 |
|
|
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 |
1.0441 |
1.0346 |
0.0095 |
0.9% |
0.0067 |
0.6% |
57% |
False |
True |
86,771 |
10 |
1.0535 |
1.0346 |
0.0189 |
1.8% |
0.0071 |
0.7% |
29% |
False |
True |
91,718 |
20 |
1.0547 |
1.0340 |
0.0207 |
2.0% |
0.0066 |
0.6% |
29% |
False |
False |
88,786 |
40 |
1.0547 |
1.0281 |
0.0266 |
2.6% |
0.0063 |
0.6% |
45% |
False |
False |
71,887 |
60 |
1.0547 |
1.0203 |
0.0344 |
3.3% |
0.0059 |
0.6% |
57% |
False |
False |
48,104 |
80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
72% |
False |
False |
36,089 |
100 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0054 |
0.5% |
72% |
False |
False |
28,880 |
120 |
1.0547 |
1.0010 |
0.0537 |
5.2% |
0.0046 |
0.4% |
73% |
False |
False |
24,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0719 |
2.618 |
1.0603 |
1.618 |
1.0532 |
1.000 |
1.0488 |
0.618 |
1.0461 |
HIGH |
1.0417 |
0.618 |
1.0390 |
0.500 |
1.0382 |
0.382 |
1.0373 |
LOW |
1.0346 |
0.618 |
1.0302 |
1.000 |
1.0275 |
1.618 |
1.0231 |
2.618 |
1.0160 |
4.250 |
1.0044 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0394 |
1.0398 |
PP |
1.0388 |
1.0396 |
S1 |
1.0382 |
1.0394 |
|