CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0444 |
1.0452 |
0.0008 |
0.1% |
1.0362 |
| High |
1.0452 |
1.0454 |
0.0002 |
0.0% |
1.0474 |
| Low |
1.0410 |
1.0419 |
0.0009 |
0.1% |
1.0354 |
| Close |
1.0439 |
1.0453 |
0.0014 |
0.1% |
1.0416 |
| Range |
0.0042 |
0.0035 |
-0.0007 |
-16.7% |
0.0120 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
14 |
34 |
20 |
142.9% |
306 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0535 |
1.0472 |
|
| R3 |
1.0512 |
1.0500 |
1.0463 |
|
| R2 |
1.0477 |
1.0477 |
1.0459 |
|
| R1 |
1.0465 |
1.0465 |
1.0456 |
1.0471 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0445 |
| S1 |
1.0430 |
1.0430 |
1.0450 |
1.0436 |
| S2 |
1.0407 |
1.0407 |
1.0447 |
|
| S3 |
1.0372 |
1.0395 |
1.0443 |
|
| S4 |
1.0337 |
1.0360 |
1.0434 |
|
|
| 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 |
1.0382 |
0.0092 |
0.9% |
0.0049 |
0.5% |
77% |
False |
False |
51 |
| 10 |
1.0474 |
1.0280 |
0.0194 |
1.9% |
0.0043 |
0.4% |
89% |
False |
False |
54 |
| 20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0031 |
0.3% |
92% |
False |
False |
43 |
| 40 |
1.0474 |
1.0175 |
0.0299 |
2.9% |
0.0019 |
0.2% |
93% |
False |
False |
28 |
| 60 |
1.0474 |
1.0080 |
0.0394 |
3.8% |
0.0014 |
0.1% |
95% |
False |
False |
19 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0011 |
0.1% |
96% |
False |
False |
15 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0010 |
0.1% |
96% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0603 |
|
2.618 |
1.0546 |
|
1.618 |
1.0511 |
|
1.000 |
1.0489 |
|
0.618 |
1.0476 |
|
HIGH |
1.0454 |
|
0.618 |
1.0441 |
|
0.500 |
1.0437 |
|
0.382 |
1.0432 |
|
LOW |
1.0419 |
|
0.618 |
1.0397 |
|
1.000 |
1.0384 |
|
1.618 |
1.0362 |
|
2.618 |
1.0327 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0448 |
1.0446 |
| PP |
1.0442 |
1.0439 |
| S1 |
1.0437 |
1.0433 |
|