CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0431 |
1.0405 |
-0.0026 |
-0.2% |
1.0432 |
| High |
1.0444 |
1.0414 |
-0.0030 |
-0.3% |
1.0455 |
| Low |
1.0428 |
1.0355 |
-0.0073 |
-0.7% |
1.0378 |
| Close |
1.0439 |
1.0366 |
-0.0073 |
-0.7% |
1.0397 |
| Range |
0.0016 |
0.0059 |
0.0043 |
268.8% |
0.0077 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.5% |
0.0000 |
| Volume |
20 |
24 |
4 |
20.0% |
221 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0555 |
1.0520 |
1.0398 |
|
| R3 |
1.0496 |
1.0461 |
1.0382 |
|
| R2 |
1.0437 |
1.0437 |
1.0377 |
|
| R1 |
1.0402 |
1.0402 |
1.0371 |
1.0390 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0373 |
| S1 |
1.0343 |
1.0343 |
1.0361 |
1.0331 |
| S2 |
1.0319 |
1.0319 |
1.0355 |
|
| S3 |
1.0260 |
1.0284 |
1.0350 |
|
| S4 |
1.0201 |
1.0225 |
1.0334 |
|
|
| 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 |
1.0355 |
0.0105 |
1.0% |
0.0045 |
0.4% |
10% |
False |
True |
46 |
| 10 |
1.0474 |
1.0355 |
0.0119 |
1.1% |
0.0047 |
0.5% |
9% |
False |
True |
49 |
| 20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0037 |
0.4% |
56% |
False |
False |
49 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0024 |
0.2% |
56% |
False |
False |
34 |
| 60 |
1.0474 |
1.0157 |
0.0317 |
3.1% |
0.0018 |
0.2% |
66% |
False |
False |
23 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0014 |
0.1% |
78% |
False |
False |
17 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0012 |
0.1% |
79% |
False |
False |
15 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0011 |
0.1% |
79% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0665 |
|
2.618 |
1.0568 |
|
1.618 |
1.0509 |
|
1.000 |
1.0473 |
|
0.618 |
1.0450 |
|
HIGH |
1.0414 |
|
0.618 |
1.0391 |
|
0.500 |
1.0385 |
|
0.382 |
1.0378 |
|
LOW |
1.0355 |
|
0.618 |
1.0319 |
|
1.000 |
1.0296 |
|
1.618 |
1.0260 |
|
2.618 |
1.0201 |
|
4.250 |
1.0104 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0385 |
1.0408 |
| PP |
1.0378 |
1.0394 |
| S1 |
1.0372 |
1.0380 |
|