CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0344 |
-0.0061 |
-0.6% |
1.0408 |
| High |
1.0414 |
1.0357 |
-0.0057 |
-0.5% |
1.0460 |
| Low |
1.0355 |
1.0299 |
-0.0056 |
-0.5% |
1.0299 |
| Close |
1.0366 |
1.0308 |
-0.0058 |
-0.6% |
1.0308 |
| Range |
0.0059 |
0.0058 |
-0.0001 |
-1.7% |
0.0161 |
| ATR |
0.0047 |
0.0048 |
0.0001 |
3.1% |
0.0000 |
| Volume |
24 |
119 |
95 |
395.8% |
209 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0495 |
1.0460 |
1.0340 |
|
| R3 |
1.0437 |
1.0402 |
1.0324 |
|
| R2 |
1.0379 |
1.0379 |
1.0319 |
|
| R1 |
1.0344 |
1.0344 |
1.0313 |
1.0333 |
| PP |
1.0321 |
1.0321 |
1.0321 |
1.0316 |
| S1 |
1.0286 |
1.0286 |
1.0303 |
1.0275 |
| S2 |
1.0263 |
1.0263 |
1.0297 |
|
| S3 |
1.0205 |
1.0228 |
1.0292 |
|
| S4 |
1.0147 |
1.0170 |
1.0276 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0734 |
1.0397 |
|
| R3 |
1.0678 |
1.0573 |
1.0352 |
|
| R2 |
1.0517 |
1.0517 |
1.0338 |
|
| R1 |
1.0412 |
1.0412 |
1.0323 |
1.0384 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0342 |
| S1 |
1.0251 |
1.0251 |
1.0293 |
1.0223 |
| S2 |
1.0195 |
1.0195 |
1.0278 |
|
| S3 |
1.0034 |
1.0090 |
1.0264 |
|
| S4 |
0.9873 |
0.9929 |
1.0219 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0460 |
1.0299 |
0.0161 |
1.6% |
0.0046 |
0.4% |
6% |
False |
True |
63 |
| 10 |
1.0462 |
1.0299 |
0.0163 |
1.6% |
0.0043 |
0.4% |
6% |
False |
True |
48 |
| 20 |
1.0474 |
1.0240 |
0.0234 |
2.3% |
0.0039 |
0.4% |
29% |
False |
False |
53 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0026 |
0.2% |
33% |
False |
False |
37 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0019 |
0.2% |
47% |
False |
False |
25 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0015 |
0.1% |
67% |
False |
False |
19 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0013 |
0.1% |
68% |
False |
False |
16 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0011 |
0.1% |
68% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0509 |
|
1.618 |
1.0451 |
|
1.000 |
1.0415 |
|
0.618 |
1.0393 |
|
HIGH |
1.0357 |
|
0.618 |
1.0335 |
|
0.500 |
1.0328 |
|
0.382 |
1.0321 |
|
LOW |
1.0299 |
|
0.618 |
1.0263 |
|
1.000 |
1.0241 |
|
1.618 |
1.0205 |
|
2.618 |
1.0147 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0328 |
1.0372 |
| PP |
1.0321 |
1.0350 |
| S1 |
1.0315 |
1.0329 |
|