CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0462 |
1.0432 |
-0.0030 |
-0.3% |
1.0362 |
High |
1.0462 |
1.0455 |
-0.0007 |
-0.1% |
1.0474 |
Low |
1.0410 |
1.0432 |
0.0022 |
0.2% |
1.0354 |
Close |
1.0416 |
1.0446 |
0.0030 |
0.3% |
1.0416 |
Range |
0.0052 |
0.0023 |
-0.0029 |
-55.8% |
0.0120 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.7% |
0.0000 |
Volume |
52 |
29 |
-23 |
-44.2% |
306 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0513 |
1.0503 |
1.0459 |
|
R3 |
1.0490 |
1.0480 |
1.0452 |
|
R2 |
1.0467 |
1.0467 |
1.0450 |
|
R1 |
1.0457 |
1.0457 |
1.0448 |
1.0462 |
PP |
1.0444 |
1.0444 |
1.0444 |
1.0447 |
S1 |
1.0434 |
1.0434 |
1.0444 |
1.0439 |
S2 |
1.0421 |
1.0421 |
1.0442 |
|
S3 |
1.0398 |
1.0411 |
1.0440 |
|
S4 |
1.0375 |
1.0388 |
1.0433 |
|
|
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 |
1.0360 |
0.0114 |
1.1% |
0.0042 |
0.4% |
75% |
False |
False |
64 |
10 |
1.0474 |
1.0254 |
0.0220 |
2.1% |
0.0040 |
0.4% |
87% |
False |
False |
66 |
20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0028 |
0.3% |
89% |
False |
False |
41 |
40 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0017 |
0.2% |
91% |
False |
False |
27 |
60 |
1.0474 |
1.0080 |
0.0394 |
3.8% |
0.0013 |
0.1% |
93% |
False |
False |
18 |
80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0010 |
0.1% |
94% |
False |
False |
14 |
100 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0009 |
0.1% |
95% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0553 |
2.618 |
1.0515 |
1.618 |
1.0492 |
1.000 |
1.0478 |
0.618 |
1.0469 |
HIGH |
1.0455 |
0.618 |
1.0446 |
0.500 |
1.0444 |
0.382 |
1.0441 |
LOW |
1.0432 |
0.618 |
1.0418 |
1.000 |
1.0409 |
1.618 |
1.0395 |
2.618 |
1.0372 |
4.250 |
1.0334 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0445 |
1.0440 |
PP |
1.0444 |
1.0434 |
S1 |
1.0444 |
1.0428 |
|