CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0432 |
1.0444 |
0.0012 |
0.1% |
1.0362 |
High |
1.0455 |
1.0452 |
-0.0003 |
0.0% |
1.0474 |
Low |
1.0432 |
1.0410 |
-0.0022 |
-0.2% |
1.0354 |
Close |
1.0446 |
1.0439 |
-0.0007 |
-0.1% |
1.0416 |
Range |
0.0023 |
0.0042 |
0.0019 |
82.6% |
0.0120 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.2% |
0.0000 |
Volume |
29 |
14 |
-15 |
-51.7% |
306 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0560 |
1.0541 |
1.0462 |
|
R3 |
1.0518 |
1.0499 |
1.0451 |
|
R2 |
1.0476 |
1.0476 |
1.0447 |
|
R1 |
1.0457 |
1.0457 |
1.0443 |
1.0446 |
PP |
1.0434 |
1.0434 |
1.0434 |
1.0428 |
S1 |
1.0415 |
1.0415 |
1.0435 |
1.0404 |
S2 |
1.0392 |
1.0392 |
1.0431 |
|
S3 |
1.0350 |
1.0373 |
1.0427 |
|
S4 |
1.0308 |
1.0331 |
1.0416 |
|
|
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 |
1.0376 |
0.0098 |
0.9% |
0.0047 |
0.4% |
64% |
False |
False |
54 |
10 |
1.0474 |
1.0280 |
0.0194 |
1.9% |
0.0041 |
0.4% |
82% |
False |
False |
61 |
20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0030 |
0.3% |
86% |
False |
False |
42 |
40 |
1.0474 |
1.0166 |
0.0308 |
3.0% |
0.0018 |
0.2% |
89% |
False |
False |
28 |
60 |
1.0474 |
1.0080 |
0.0394 |
3.8% |
0.0013 |
0.1% |
91% |
False |
False |
19 |
80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0011 |
0.1% |
93% |
False |
False |
14 |
100 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0010 |
0.1% |
93% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0631 |
2.618 |
1.0562 |
1.618 |
1.0520 |
1.000 |
1.0494 |
0.618 |
1.0478 |
HIGH |
1.0452 |
0.618 |
1.0436 |
0.500 |
1.0431 |
0.382 |
1.0426 |
LOW |
1.0410 |
0.618 |
1.0384 |
1.000 |
1.0368 |
1.618 |
1.0342 |
2.618 |
1.0300 |
4.250 |
1.0232 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0436 |
1.0438 |
PP |
1.0434 |
1.0437 |
S1 |
1.0431 |
1.0436 |
|