CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0307 |
-0.0059 |
-0.6% |
1.0408 |
| High |
1.0366 |
1.0341 |
-0.0025 |
-0.2% |
1.0460 |
| Low |
1.0299 |
1.0283 |
-0.0016 |
-0.2% |
1.0299 |
| Close |
1.0306 |
1.0332 |
0.0026 |
0.3% |
1.0308 |
| Range |
0.0067 |
0.0058 |
-0.0009 |
-13.4% |
0.0161 |
| ATR |
0.0049 |
0.0049 |
0.0001 |
1.4% |
0.0000 |
| Volume |
33 |
199 |
166 |
503.0% |
209 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0470 |
1.0364 |
|
| R3 |
1.0435 |
1.0412 |
1.0348 |
|
| R2 |
1.0377 |
1.0377 |
1.0343 |
|
| R1 |
1.0354 |
1.0354 |
1.0337 |
1.0366 |
| PP |
1.0319 |
1.0319 |
1.0319 |
1.0324 |
| S1 |
1.0296 |
1.0296 |
1.0327 |
1.0308 |
| S2 |
1.0261 |
1.0261 |
1.0321 |
|
| S3 |
1.0203 |
1.0238 |
1.0316 |
|
| S4 |
1.0145 |
1.0180 |
1.0300 |
|
|
| 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 |
1.0366 |
1.0283 |
0.0083 |
0.8% |
0.0048 |
0.5% |
59% |
False |
True |
88 |
| 10 |
1.0460 |
1.0283 |
0.0177 |
1.7% |
0.0046 |
0.4% |
28% |
False |
True |
67 |
| 20 |
1.0474 |
1.0280 |
0.0194 |
1.9% |
0.0045 |
0.4% |
27% |
False |
False |
60 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0030 |
0.3% |
43% |
False |
False |
45 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0021 |
0.2% |
54% |
False |
False |
30 |
| 80 |
1.0474 |
1.0021 |
0.0453 |
4.4% |
0.0016 |
0.2% |
69% |
False |
False |
23 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0015 |
0.1% |
72% |
False |
False |
19 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0012 |
0.1% |
72% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0588 |
|
2.618 |
1.0493 |
|
1.618 |
1.0435 |
|
1.000 |
1.0399 |
|
0.618 |
1.0377 |
|
HIGH |
1.0341 |
|
0.618 |
1.0319 |
|
0.500 |
1.0312 |
|
0.382 |
1.0305 |
|
LOW |
1.0283 |
|
0.618 |
1.0247 |
|
1.000 |
1.0225 |
|
1.618 |
1.0189 |
|
2.618 |
1.0131 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0325 |
1.0330 |
| PP |
1.0319 |
1.0327 |
| S1 |
1.0312 |
1.0325 |
|