CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0408 |
1.0431 |
0.0023 |
0.2% |
1.0432 |
| High |
1.0460 |
1.0444 |
-0.0016 |
-0.2% |
1.0455 |
| Low |
1.0396 |
1.0428 |
0.0032 |
0.3% |
1.0378 |
| Close |
1.0454 |
1.0439 |
-0.0015 |
-0.1% |
1.0397 |
| Range |
0.0064 |
0.0016 |
-0.0048 |
-75.0% |
0.0077 |
| ATR |
0.0045 |
0.0044 |
-0.0001 |
-3.0% |
0.0000 |
| Volume |
46 |
20 |
-26 |
-56.5% |
221 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0478 |
1.0448 |
|
| R3 |
1.0469 |
1.0462 |
1.0443 |
|
| R2 |
1.0453 |
1.0453 |
1.0442 |
|
| R1 |
1.0446 |
1.0446 |
1.0440 |
1.0450 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0439 |
| S1 |
1.0430 |
1.0430 |
1.0438 |
1.0434 |
| S2 |
1.0421 |
1.0421 |
1.0436 |
|
| S3 |
1.0405 |
1.0414 |
1.0435 |
|
| S4 |
1.0389 |
1.0398 |
1.0430 |
|
|
| 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% |
0.0040 |
0.4% |
74% |
False |
False |
48 |
| 10 |
1.0474 |
1.0376 |
0.0098 |
0.9% |
0.0043 |
0.4% |
64% |
False |
False |
51 |
| 20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0037 |
0.4% |
86% |
False |
False |
49 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0023 |
0.2% |
86% |
False |
False |
34 |
| 60 |
1.0474 |
1.0157 |
0.0317 |
3.0% |
0.0017 |
0.2% |
89% |
False |
False |
23 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0013 |
0.1% |
93% |
False |
False |
17 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0012 |
0.1% |
93% |
False |
False |
14 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0010 |
0.1% |
93% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0512 |
|
2.618 |
1.0486 |
|
1.618 |
1.0470 |
|
1.000 |
1.0460 |
|
0.618 |
1.0454 |
|
HIGH |
1.0444 |
|
0.618 |
1.0438 |
|
0.500 |
1.0436 |
|
0.382 |
1.0434 |
|
LOW |
1.0428 |
|
0.618 |
1.0418 |
|
1.000 |
1.0412 |
|
1.618 |
1.0402 |
|
2.618 |
1.0386 |
|
4.250 |
1.0360 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0438 |
1.0432 |
| PP |
1.0437 |
1.0426 |
| S1 |
1.0436 |
1.0419 |
|