CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0307 |
-0.0058 |
-0.6% |
1.0254 |
| High |
1.0391 |
1.0353 |
-0.0038 |
-0.4% |
1.0391 |
| Low |
1.0353 |
1.0280 |
-0.0073 |
-0.7% |
1.0254 |
| Close |
1.0353 |
1.0350 |
-0.0003 |
0.0% |
1.0350 |
| Range |
0.0038 |
0.0073 |
0.0035 |
92.1% |
0.0137 |
| ATR |
0.0038 |
0.0041 |
0.0002 |
6.4% |
0.0000 |
| Volume |
142 |
17 |
-125 |
-88.0% |
329 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0521 |
1.0390 |
|
| R3 |
1.0474 |
1.0448 |
1.0370 |
|
| R2 |
1.0401 |
1.0401 |
1.0363 |
|
| R1 |
1.0375 |
1.0375 |
1.0357 |
1.0388 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0334 |
| S1 |
1.0302 |
1.0302 |
1.0343 |
1.0315 |
| S2 |
1.0255 |
1.0255 |
1.0337 |
|
| S3 |
1.0182 |
1.0229 |
1.0330 |
|
| S4 |
1.0109 |
1.0156 |
1.0310 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0683 |
1.0425 |
|
| R3 |
1.0606 |
1.0546 |
1.0388 |
|
| R2 |
1.0469 |
1.0469 |
1.0375 |
|
| R1 |
1.0409 |
1.0409 |
1.0363 |
1.0439 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0347 |
| S1 |
1.0272 |
1.0272 |
1.0337 |
1.0302 |
| S2 |
1.0195 |
1.0195 |
1.0325 |
|
| S3 |
1.0058 |
1.0135 |
1.0312 |
|
| S4 |
0.9921 |
0.9998 |
1.0275 |
|
|
| 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% |
0.0038 |
0.4% |
73% |
False |
False |
66 |
| 10 |
1.0391 |
1.0226 |
0.0165 |
1.6% |
0.0031 |
0.3% |
75% |
False |
False |
48 |
| 20 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0018 |
0.2% |
64% |
False |
False |
37 |
| 40 |
1.0420 |
1.0162 |
0.0258 |
2.5% |
0.0012 |
0.1% |
73% |
False |
False |
19 |
| 60 |
1.0420 |
1.0041 |
0.0379 |
3.7% |
0.0009 |
0.1% |
82% |
False |
False |
13 |
| 80 |
1.0420 |
0.9973 |
0.0447 |
4.3% |
0.0007 |
0.1% |
84% |
False |
False |
10 |
| 100 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0007 |
0.1% |
85% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0544 |
|
1.618 |
1.0471 |
|
1.000 |
1.0426 |
|
0.618 |
1.0398 |
|
HIGH |
1.0353 |
|
0.618 |
1.0325 |
|
0.500 |
1.0317 |
|
0.382 |
1.0308 |
|
LOW |
1.0280 |
|
0.618 |
1.0235 |
|
1.000 |
1.0207 |
|
1.618 |
1.0162 |
|
2.618 |
1.0089 |
|
4.250 |
0.9970 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0345 |
| PP |
1.0328 |
1.0340 |
| S1 |
1.0317 |
1.0336 |
|