CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0362 |
0.0055 |
0.5% |
1.0254 |
| High |
1.0353 |
1.0382 |
0.0029 |
0.3% |
1.0391 |
| Low |
1.0280 |
1.0354 |
0.0074 |
0.7% |
1.0254 |
| Close |
1.0350 |
1.0371 |
0.0021 |
0.2% |
1.0350 |
| Range |
0.0073 |
0.0028 |
-0.0045 |
-61.6% |
0.0137 |
| ATR |
0.0041 |
0.0040 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
17 |
11 |
-6 |
-35.3% |
329 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0453 |
1.0440 |
1.0386 |
|
| R3 |
1.0425 |
1.0412 |
1.0379 |
|
| R2 |
1.0397 |
1.0397 |
1.0376 |
|
| R1 |
1.0384 |
1.0384 |
1.0374 |
1.0391 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0372 |
| S1 |
1.0356 |
1.0356 |
1.0368 |
1.0363 |
| S2 |
1.0341 |
1.0341 |
1.0366 |
|
| S3 |
1.0313 |
1.0328 |
1.0363 |
|
| S4 |
1.0285 |
1.0300 |
1.0356 |
|
|
| 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 |
1.0254 |
0.0137 |
1.3% |
0.0038 |
0.4% |
85% |
False |
False |
68 |
| 10 |
1.0391 |
1.0226 |
0.0165 |
1.6% |
0.0031 |
0.3% |
88% |
False |
False |
49 |
| 20 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0019 |
0.2% |
75% |
False |
False |
31 |
| 40 |
1.0420 |
1.0162 |
0.0258 |
2.5% |
0.0012 |
0.1% |
81% |
False |
False |
19 |
| 60 |
1.0420 |
1.0041 |
0.0379 |
3.7% |
0.0009 |
0.1% |
87% |
False |
False |
13 |
| 80 |
1.0420 |
0.9973 |
0.0447 |
4.3% |
0.0008 |
0.1% |
89% |
False |
False |
10 |
| 100 |
1.0420 |
0.9959 |
0.0461 |
4.4% |
0.0007 |
0.1% |
89% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0501 |
|
2.618 |
1.0455 |
|
1.618 |
1.0427 |
|
1.000 |
1.0410 |
|
0.618 |
1.0399 |
|
HIGH |
1.0382 |
|
0.618 |
1.0371 |
|
0.500 |
1.0368 |
|
0.382 |
1.0365 |
|
LOW |
1.0354 |
|
0.618 |
1.0337 |
|
1.000 |
1.0326 |
|
1.618 |
1.0309 |
|
2.618 |
1.0281 |
|
4.250 |
1.0235 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0370 |
1.0359 |
| PP |
1.0369 |
1.0347 |
| S1 |
1.0368 |
1.0336 |
|