CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0363 |
0.0109 |
1.1% |
1.0279 |
| High |
1.0282 |
1.0382 |
0.0100 |
1.0% |
1.0279 |
| Low |
1.0254 |
1.0360 |
0.0106 |
1.0% |
1.0226 |
| Close |
1.0261 |
1.0364 |
0.0103 |
1.0% |
1.0246 |
| Range |
0.0028 |
0.0022 |
-0.0006 |
-21.4% |
0.0053 |
| ATR |
0.0032 |
0.0038 |
0.0006 |
19.8% |
0.0000 |
| Volume |
60 |
110 |
50 |
83.3% |
64 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0421 |
1.0376 |
|
| R3 |
1.0413 |
1.0399 |
1.0370 |
|
| R2 |
1.0391 |
1.0391 |
1.0368 |
|
| R1 |
1.0377 |
1.0377 |
1.0366 |
1.0384 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0372 |
| S1 |
1.0355 |
1.0355 |
1.0362 |
1.0362 |
| S2 |
1.0347 |
1.0347 |
1.0360 |
|
| S3 |
1.0325 |
1.0333 |
1.0358 |
|
| S4 |
1.0303 |
1.0311 |
1.0352 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0381 |
1.0275 |
|
| R3 |
1.0356 |
1.0328 |
1.0261 |
|
| R2 |
1.0303 |
1.0303 |
1.0256 |
|
| R1 |
1.0275 |
1.0275 |
1.0251 |
1.0263 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0244 |
| S1 |
1.0222 |
1.0222 |
1.0241 |
1.0210 |
| S2 |
1.0197 |
1.0197 |
1.0236 |
|
| S3 |
1.0144 |
1.0169 |
1.0231 |
|
| S4 |
1.0091 |
1.0116 |
1.0217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0382 |
1.0226 |
0.0156 |
1.5% |
0.0019 |
0.2% |
88% |
True |
False |
41 |
| 10 |
1.0391 |
1.0226 |
0.0165 |
1.6% |
0.0020 |
0.2% |
84% |
False |
False |
33 |
| 20 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0016 |
0.2% |
71% |
False |
False |
29 |
| 40 |
1.0420 |
1.0162 |
0.0258 |
2.5% |
0.0009 |
0.1% |
78% |
False |
False |
15 |
| 60 |
1.0420 |
1.0021 |
0.0399 |
3.8% |
0.0007 |
0.1% |
86% |
False |
False |
10 |
| 80 |
1.0420 |
0.9973 |
0.0447 |
4.3% |
0.0007 |
0.1% |
87% |
False |
False |
9 |
| 100 |
1.0420 |
0.9959 |
0.0461 |
4.4% |
0.0006 |
0.1% |
88% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0476 |
|
2.618 |
1.0440 |
|
1.618 |
1.0418 |
|
1.000 |
1.0404 |
|
0.618 |
1.0396 |
|
HIGH |
1.0382 |
|
0.618 |
1.0374 |
|
0.500 |
1.0371 |
|
0.382 |
1.0368 |
|
LOW |
1.0360 |
|
0.618 |
1.0346 |
|
1.000 |
1.0338 |
|
1.618 |
1.0324 |
|
2.618 |
1.0302 |
|
4.250 |
1.0267 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0371 |
1.0346 |
| PP |
1.0369 |
1.0329 |
| S1 |
1.0366 |
1.0311 |
|