CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0445 |
1.0411 |
-0.0034 |
-0.3% |
1.0432 |
| High |
1.0447 |
1.0411 |
-0.0036 |
-0.3% |
1.0455 |
| Low |
1.0395 |
1.0378 |
-0.0017 |
-0.2% |
1.0378 |
| Close |
1.0427 |
1.0397 |
-0.0030 |
-0.3% |
1.0397 |
| Range |
0.0052 |
0.0033 |
-0.0019 |
-36.5% |
0.0077 |
| ATR |
0.0043 |
0.0044 |
0.0000 |
0.9% |
0.0000 |
| Volume |
38 |
106 |
68 |
178.9% |
221 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0479 |
1.0415 |
|
| R3 |
1.0461 |
1.0446 |
1.0406 |
|
| R2 |
1.0428 |
1.0428 |
1.0403 |
|
| R1 |
1.0413 |
1.0413 |
1.0400 |
1.0404 |
| PP |
1.0395 |
1.0395 |
1.0395 |
1.0391 |
| S1 |
1.0380 |
1.0380 |
1.0394 |
1.0371 |
| S2 |
1.0362 |
1.0362 |
1.0391 |
|
| S3 |
1.0329 |
1.0347 |
1.0388 |
|
| S4 |
1.0296 |
1.0314 |
1.0379 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0641 |
1.0596 |
1.0439 |
|
| R3 |
1.0564 |
1.0519 |
1.0418 |
|
| R2 |
1.0487 |
1.0487 |
1.0411 |
|
| R1 |
1.0442 |
1.0442 |
1.0404 |
1.0426 |
| PP |
1.0410 |
1.0410 |
1.0410 |
1.0402 |
| S1 |
1.0365 |
1.0365 |
1.0390 |
1.0349 |
| S2 |
1.0333 |
1.0333 |
1.0383 |
|
| S3 |
1.0256 |
1.0288 |
1.0376 |
|
| S4 |
1.0179 |
1.0211 |
1.0355 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0455 |
1.0378 |
0.0077 |
0.7% |
0.0037 |
0.4% |
25% |
False |
True |
44 |
| 10 |
1.0474 |
1.0354 |
0.0120 |
1.2% |
0.0040 |
0.4% |
36% |
False |
False |
52 |
| 20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0035 |
0.3% |
69% |
False |
False |
50 |
| 40 |
1.0474 |
1.0175 |
0.0299 |
2.9% |
0.0021 |
0.2% |
74% |
False |
False |
32 |
| 60 |
1.0474 |
1.0157 |
0.0317 |
3.0% |
0.0015 |
0.1% |
76% |
False |
False |
22 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0012 |
0.1% |
85% |
False |
False |
16 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0011 |
0.1% |
85% |
False |
False |
14 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0010 |
0.1% |
85% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0551 |
|
2.618 |
1.0497 |
|
1.618 |
1.0464 |
|
1.000 |
1.0444 |
|
0.618 |
1.0431 |
|
HIGH |
1.0411 |
|
0.618 |
1.0398 |
|
0.500 |
1.0395 |
|
0.382 |
1.0391 |
|
LOW |
1.0378 |
|
0.618 |
1.0358 |
|
1.000 |
1.0345 |
|
1.618 |
1.0325 |
|
2.618 |
1.0292 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0396 |
1.0416 |
| PP |
1.0395 |
1.0410 |
| S1 |
1.0395 |
1.0403 |
|