CME Australian Dollar Future September 2013
Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.0295 |
1.0242 |
-0.0053 |
-0.5% |
1.0390 |
High |
1.0295 |
1.0242 |
-0.0053 |
-0.5% |
1.0390 |
Low |
1.0295 |
1.0242 |
-0.0053 |
-0.5% |
1.0245 |
Close |
1.0295 |
1.0242 |
-0.0053 |
-0.5% |
1.0245 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0034 |
0.0001 |
4.5% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
6 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0242 |
1.0242 |
1.0242 |
|
R3 |
1.0242 |
1.0242 |
1.0242 |
|
R2 |
1.0242 |
1.0242 |
1.0242 |
|
R1 |
1.0242 |
1.0242 |
1.0242 |
1.0242 |
PP |
1.0242 |
1.0242 |
1.0242 |
1.0242 |
S1 |
1.0242 |
1.0242 |
1.0242 |
1.0242 |
S2 |
1.0242 |
1.0242 |
1.0242 |
|
S3 |
1.0242 |
1.0242 |
1.0242 |
|
S4 |
1.0242 |
1.0242 |
1.0242 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0728 |
1.0632 |
1.0325 |
|
R3 |
1.0583 |
1.0487 |
1.0285 |
|
R2 |
1.0438 |
1.0438 |
1.0272 |
|
R1 |
1.0342 |
1.0342 |
1.0258 |
1.0318 |
PP |
1.0293 |
1.0293 |
1.0293 |
1.0281 |
S1 |
1.0197 |
1.0197 |
1.0232 |
1.0173 |
S2 |
1.0148 |
1.0148 |
1.0218 |
|
S3 |
1.0003 |
1.0052 |
1.0205 |
|
S4 |
0.9858 |
0.9907 |
1.0165 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0320 |
1.0242 |
0.0078 |
0.8% |
0.0003 |
0.0% |
0% |
False |
True |
2 |
10 |
1.0390 |
1.0242 |
0.0148 |
1.4% |
0.0002 |
0.0% |
0% |
False |
True |
1 |
20 |
1.0406 |
1.0242 |
0.0164 |
1.6% |
0.0001 |
0.0% |
0% |
False |
True |
1 |
40 |
1.0406 |
1.0174 |
0.0232 |
2.3% |
0.0000 |
0.0% |
29% |
False |
False |
1 |
60 |
1.0406 |
1.0096 |
0.0310 |
3.0% |
0.0000 |
0.0% |
47% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0242 |
2.618 |
1.0242 |
1.618 |
1.0242 |
1.000 |
1.0242 |
0.618 |
1.0242 |
HIGH |
1.0242 |
0.618 |
1.0242 |
0.500 |
1.0242 |
0.382 |
1.0242 |
LOW |
1.0242 |
0.618 |
1.0242 |
1.000 |
1.0242 |
1.618 |
1.0242 |
2.618 |
1.0242 |
4.250 |
1.0242 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0242 |
1.0269 |
PP |
1.0242 |
1.0260 |
S1 |
1.0242 |
1.0251 |
|