CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0382 |
1.0462 |
0.0080 |
0.8% |
1.0362 |
| High |
1.0474 |
1.0462 |
-0.0012 |
-0.1% |
1.0474 |
| Low |
1.0382 |
1.0410 |
0.0028 |
0.3% |
1.0354 |
| Close |
1.0473 |
1.0416 |
-0.0057 |
-0.5% |
1.0416 |
| Range |
0.0092 |
0.0052 |
-0.0040 |
-43.5% |
0.0120 |
| ATR |
0.0042 |
0.0043 |
0.0002 |
3.6% |
0.0000 |
| Volume |
129 |
52 |
-77 |
-59.7% |
306 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0585 |
1.0553 |
1.0445 |
|
| R3 |
1.0533 |
1.0501 |
1.0430 |
|
| R2 |
1.0481 |
1.0481 |
1.0426 |
|
| R1 |
1.0449 |
1.0449 |
1.0421 |
1.0439 |
| PP |
1.0429 |
1.0429 |
1.0429 |
1.0425 |
| S1 |
1.0397 |
1.0397 |
1.0411 |
1.0387 |
| S2 |
1.0377 |
1.0377 |
1.0406 |
|
| S3 |
1.0325 |
1.0345 |
1.0402 |
|
| S4 |
1.0273 |
1.0293 |
1.0387 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0775 |
1.0715 |
1.0482 |
|
| R3 |
1.0655 |
1.0595 |
1.0449 |
|
| R2 |
1.0535 |
1.0535 |
1.0438 |
|
| R1 |
1.0475 |
1.0475 |
1.0427 |
1.0505 |
| PP |
1.0415 |
1.0415 |
1.0415 |
1.0430 |
| S1 |
1.0355 |
1.0355 |
1.0405 |
1.0385 |
| S2 |
1.0295 |
1.0295 |
1.0394 |
|
| S3 |
1.0175 |
1.0235 |
1.0383 |
|
| S4 |
1.0055 |
1.0115 |
1.0350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0474 |
1.0354 |
0.0120 |
1.2% |
0.0043 |
0.4% |
52% |
False |
False |
61 |
| 10 |
1.0474 |
1.0240 |
0.0234 |
2.2% |
0.0041 |
0.4% |
75% |
False |
False |
63 |
| 20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0026 |
0.3% |
77% |
False |
False |
40 |
| 40 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0017 |
0.2% |
81% |
False |
False |
27 |
| 60 |
1.0474 |
1.0080 |
0.0394 |
3.8% |
0.0012 |
0.1% |
85% |
False |
False |
18 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0010 |
0.1% |
88% |
False |
False |
14 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0009 |
0.1% |
89% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0683 |
|
2.618 |
1.0598 |
|
1.618 |
1.0546 |
|
1.000 |
1.0514 |
|
0.618 |
1.0494 |
|
HIGH |
1.0462 |
|
0.618 |
1.0442 |
|
0.500 |
1.0436 |
|
0.382 |
1.0430 |
|
LOW |
1.0410 |
|
0.618 |
1.0378 |
|
1.000 |
1.0358 |
|
1.618 |
1.0326 |
|
2.618 |
1.0274 |
|
4.250 |
1.0189 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0425 |
| PP |
1.0429 |
1.0422 |
| S1 |
1.0423 |
1.0419 |
|