CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0411 |
1.0408 |
-0.0003 |
0.0% |
1.0432 |
| High |
1.0411 |
1.0460 |
0.0049 |
0.5% |
1.0455 |
| Low |
1.0378 |
1.0396 |
0.0018 |
0.2% |
1.0378 |
| Close |
1.0397 |
1.0454 |
0.0057 |
0.5% |
1.0397 |
| Range |
0.0033 |
0.0064 |
0.0031 |
93.9% |
0.0077 |
| ATR |
0.0044 |
0.0045 |
0.0001 |
3.3% |
0.0000 |
| Volume |
106 |
46 |
-60 |
-56.6% |
221 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0605 |
1.0489 |
|
| R3 |
1.0565 |
1.0541 |
1.0472 |
|
| R2 |
1.0501 |
1.0501 |
1.0466 |
|
| R1 |
1.0477 |
1.0477 |
1.0460 |
1.0489 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0443 |
| S1 |
1.0413 |
1.0413 |
1.0448 |
1.0425 |
| S2 |
1.0373 |
1.0373 |
1.0442 |
|
| S3 |
1.0309 |
1.0349 |
1.0436 |
|
| S4 |
1.0245 |
1.0285 |
1.0419 |
|
|
| 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 |
1.0460 |
1.0378 |
0.0082 |
0.8% |
0.0045 |
0.4% |
93% |
True |
False |
47 |
| 10 |
1.0474 |
1.0360 |
0.0114 |
1.1% |
0.0044 |
0.4% |
82% |
False |
False |
56 |
| 20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0038 |
0.4% |
92% |
False |
False |
52 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0022 |
0.2% |
92% |
False |
False |
33 |
| 60 |
1.0474 |
1.0157 |
0.0317 |
3.0% |
0.0016 |
0.2% |
94% |
False |
False |
22 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0013 |
0.1% |
96% |
False |
False |
17 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0012 |
0.1% |
96% |
False |
False |
14 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0010 |
0.1% |
96% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0732 |
|
2.618 |
1.0628 |
|
1.618 |
1.0564 |
|
1.000 |
1.0524 |
|
0.618 |
1.0500 |
|
HIGH |
1.0460 |
|
0.618 |
1.0436 |
|
0.500 |
1.0428 |
|
0.382 |
1.0420 |
|
LOW |
1.0396 |
|
0.618 |
1.0356 |
|
1.000 |
1.0332 |
|
1.618 |
1.0292 |
|
2.618 |
1.0228 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0445 |
1.0442 |
| PP |
1.0437 |
1.0431 |
| S1 |
1.0428 |
1.0419 |
|