CME Australian Dollar Future September 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 |
1.0390 |
1.0376 |
-0.0014 |
-0.1% |
1.0380 |
High |
1.0390 |
1.0376 |
-0.0014 |
-0.1% |
1.0389 |
Low |
1.0390 |
1.0376 |
-0.0014 |
-0.1% |
1.0334 |
Close |
1.0390 |
1.0376 |
-0.0014 |
-0.1% |
1.0334 |
Range |
|
|
|
|
|
ATR |
0.0030 |
0.0029 |
-0.0001 |
-3.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0376 |
1.0376 |
1.0376 |
|
R3 |
1.0376 |
1.0376 |
1.0376 |
|
R2 |
1.0376 |
1.0376 |
1.0376 |
|
R1 |
1.0376 |
1.0376 |
1.0376 |
1.0376 |
PP |
1.0376 |
1.0376 |
1.0376 |
1.0376 |
S1 |
1.0376 |
1.0376 |
1.0376 |
1.0376 |
S2 |
1.0376 |
1.0376 |
1.0376 |
|
S3 |
1.0376 |
1.0376 |
1.0376 |
|
S4 |
1.0376 |
1.0376 |
1.0376 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0517 |
1.0481 |
1.0364 |
|
R3 |
1.0462 |
1.0426 |
1.0349 |
|
R2 |
1.0407 |
1.0407 |
1.0344 |
|
R1 |
1.0371 |
1.0371 |
1.0339 |
1.0362 |
PP |
1.0352 |
1.0352 |
1.0352 |
1.0348 |
S1 |
1.0316 |
1.0316 |
1.0329 |
1.0307 |
S2 |
1.0297 |
1.0297 |
1.0324 |
|
S3 |
1.0242 |
1.0261 |
1.0319 |
|
S4 |
1.0187 |
1.0206 |
1.0304 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0390 |
1.0334 |
0.0056 |
0.5% |
0.0000 |
0.0% |
75% |
False |
False |
1 |
10 |
1.0406 |
1.0321 |
0.0085 |
0.8% |
0.0000 |
0.0% |
65% |
False |
False |
1 |
20 |
1.0406 |
1.0174 |
0.0232 |
2.2% |
0.0000 |
0.0% |
87% |
False |
False |
1 |
40 |
1.0406 |
1.0174 |
0.0232 |
2.2% |
0.0000 |
0.0% |
87% |
False |
False |
1 |
60 |
1.0406 |
1.0092 |
0.0314 |
3.0% |
0.0000 |
0.0% |
90% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0376 |
2.618 |
1.0376 |
1.618 |
1.0376 |
1.000 |
1.0376 |
0.618 |
1.0376 |
HIGH |
1.0376 |
0.618 |
1.0376 |
0.500 |
1.0376 |
0.382 |
1.0376 |
LOW |
1.0376 |
0.618 |
1.0376 |
1.000 |
1.0376 |
1.618 |
1.0376 |
2.618 |
1.0376 |
4.250 |
1.0376 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0376 |
1.0371 |
PP |
1.0376 |
1.0367 |
S1 |
1.0376 |
1.0362 |
|