CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0452 |
1.0445 |
-0.0007 |
-0.1% |
1.0362 |
| High |
1.0454 |
1.0447 |
-0.0007 |
-0.1% |
1.0474 |
| Low |
1.0419 |
1.0395 |
-0.0024 |
-0.2% |
1.0354 |
| Close |
1.0453 |
1.0427 |
-0.0026 |
-0.2% |
1.0416 |
| Range |
0.0035 |
0.0052 |
0.0017 |
48.6% |
0.0120 |
| ATR |
0.0042 |
0.0043 |
0.0001 |
2.6% |
0.0000 |
| Volume |
34 |
38 |
4 |
11.8% |
306 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0579 |
1.0555 |
1.0456 |
|
| R3 |
1.0527 |
1.0503 |
1.0441 |
|
| R2 |
1.0475 |
1.0475 |
1.0437 |
|
| R1 |
1.0451 |
1.0451 |
1.0432 |
1.0437 |
| PP |
1.0423 |
1.0423 |
1.0423 |
1.0416 |
| S1 |
1.0399 |
1.0399 |
1.0422 |
1.0385 |
| S2 |
1.0371 |
1.0371 |
1.0417 |
|
| S3 |
1.0319 |
1.0347 |
1.0413 |
|
| S4 |
1.0267 |
1.0295 |
1.0398 |
|
|
| 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 |
1.0462 |
1.0395 |
0.0067 |
0.6% |
0.0041 |
0.4% |
48% |
False |
True |
33 |
| 10 |
1.0474 |
1.0280 |
0.0194 |
1.9% |
0.0044 |
0.4% |
76% |
False |
False |
43 |
| 20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0034 |
0.3% |
81% |
False |
False |
45 |
| 40 |
1.0474 |
1.0175 |
0.0299 |
2.9% |
0.0021 |
0.2% |
84% |
False |
False |
29 |
| 60 |
1.0474 |
1.0080 |
0.0394 |
3.8% |
0.0015 |
0.1% |
88% |
False |
False |
20 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0012 |
0.1% |
91% |
False |
False |
15 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0011 |
0.1% |
91% |
False |
False |
13 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0010 |
0.1% |
91% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0668 |
|
2.618 |
1.0583 |
|
1.618 |
1.0531 |
|
1.000 |
1.0499 |
|
0.618 |
1.0479 |
|
HIGH |
1.0447 |
|
0.618 |
1.0427 |
|
0.500 |
1.0421 |
|
0.382 |
1.0415 |
|
LOW |
1.0395 |
|
0.618 |
1.0363 |
|
1.000 |
1.0343 |
|
1.618 |
1.0311 |
|
2.618 |
1.0259 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0425 |
1.0426 |
| PP |
1.0423 |
1.0425 |
| S1 |
1.0421 |
1.0425 |
|