CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0344 |
1.0286 |
-0.0058 |
-0.6% |
1.0408 |
| High |
1.0357 |
1.0310 |
-0.0047 |
-0.5% |
1.0460 |
| Low |
1.0299 |
1.0284 |
-0.0015 |
-0.1% |
1.0299 |
| Close |
1.0308 |
1.0310 |
0.0002 |
0.0% |
1.0308 |
| Range |
0.0058 |
0.0026 |
-0.0032 |
-55.2% |
0.0161 |
| ATR |
0.0048 |
0.0047 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
119 |
50 |
-69 |
-58.0% |
209 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0371 |
1.0324 |
|
| R3 |
1.0353 |
1.0345 |
1.0317 |
|
| R2 |
1.0327 |
1.0327 |
1.0315 |
|
| R1 |
1.0319 |
1.0319 |
1.0312 |
1.0323 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0304 |
| S1 |
1.0293 |
1.0293 |
1.0308 |
1.0297 |
| S2 |
1.0275 |
1.0275 |
1.0305 |
|
| S3 |
1.0249 |
1.0267 |
1.0303 |
|
| S4 |
1.0223 |
1.0241 |
1.0296 |
|
|
| 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 |
1.0284 |
0.0176 |
1.7% |
0.0045 |
0.4% |
15% |
False |
True |
51 |
| 10 |
1.0460 |
1.0284 |
0.0176 |
1.7% |
0.0041 |
0.4% |
15% |
False |
True |
48 |
| 20 |
1.0474 |
1.0240 |
0.0234 |
2.3% |
0.0041 |
0.4% |
30% |
False |
False |
55 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0026 |
0.3% |
34% |
False |
False |
38 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0019 |
0.2% |
47% |
False |
False |
26 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0015 |
0.1% |
67% |
False |
False |
20 |
| 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 |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0421 |
|
2.618 |
1.0378 |
|
1.618 |
1.0352 |
|
1.000 |
1.0336 |
|
0.618 |
1.0326 |
|
HIGH |
1.0310 |
|
0.618 |
1.0300 |
|
0.500 |
1.0297 |
|
0.382 |
1.0294 |
|
LOW |
1.0284 |
|
0.618 |
1.0268 |
|
1.000 |
1.0258 |
|
1.618 |
1.0242 |
|
2.618 |
1.0216 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0306 |
1.0349 |
| PP |
1.0301 |
1.0336 |
| S1 |
1.0297 |
1.0323 |
|