CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0365 |
0.0002 |
0.0% |
1.0279 |
| High |
1.0382 |
1.0391 |
0.0009 |
0.1% |
1.0279 |
| Low |
1.0360 |
1.0353 |
-0.0007 |
-0.1% |
1.0226 |
| Close |
1.0364 |
1.0353 |
-0.0011 |
-0.1% |
1.0246 |
| Range |
0.0022 |
0.0038 |
0.0016 |
72.7% |
0.0053 |
| ATR |
0.0038 |
0.0038 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
110 |
142 |
32 |
29.1% |
64 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0480 |
1.0454 |
1.0374 |
|
| R3 |
1.0442 |
1.0416 |
1.0363 |
|
| R2 |
1.0404 |
1.0404 |
1.0360 |
|
| R1 |
1.0378 |
1.0378 |
1.0356 |
1.0372 |
| PP |
1.0366 |
1.0366 |
1.0366 |
1.0363 |
| S1 |
1.0340 |
1.0340 |
1.0350 |
1.0334 |
| S2 |
1.0328 |
1.0328 |
1.0346 |
|
| S3 |
1.0290 |
1.0302 |
1.0343 |
|
| S4 |
1.0252 |
1.0264 |
1.0332 |
|
|
| 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 |
1.0391 |
1.0240 |
0.0151 |
1.5% |
0.0024 |
0.2% |
75% |
True |
False |
63 |
| 10 |
1.0391 |
1.0226 |
0.0165 |
1.6% |
0.0023 |
0.2% |
77% |
True |
False |
47 |
| 20 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0014 |
0.1% |
65% |
False |
False |
36 |
| 40 |
1.0420 |
1.0162 |
0.0258 |
2.5% |
0.0010 |
0.1% |
74% |
False |
False |
19 |
| 60 |
1.0420 |
1.0021 |
0.0399 |
3.9% |
0.0008 |
0.1% |
83% |
False |
False |
13 |
| 80 |
1.0420 |
0.9973 |
0.0447 |
4.3% |
0.0008 |
0.1% |
85% |
False |
False |
10 |
| 100 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0006 |
0.1% |
85% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0553 |
|
2.618 |
1.0490 |
|
1.618 |
1.0452 |
|
1.000 |
1.0429 |
|
0.618 |
1.0414 |
|
HIGH |
1.0391 |
|
0.618 |
1.0376 |
|
0.500 |
1.0372 |
|
0.382 |
1.0368 |
|
LOW |
1.0353 |
|
0.618 |
1.0330 |
|
1.000 |
1.0315 |
|
1.618 |
1.0292 |
|
2.618 |
1.0254 |
|
4.250 |
1.0192 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0372 |
1.0343 |
| PP |
1.0366 |
1.0333 |
| S1 |
1.0359 |
1.0323 |
|