CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0521 |
1.0502 |
-0.0019 |
-0.2% |
1.0484 |
| High |
1.0522 |
1.0514 |
-0.0008 |
-0.1% |
1.0532 |
| Low |
1.0449 |
1.0440 |
-0.0009 |
-0.1% |
1.0440 |
| Close |
1.0496 |
1.0465 |
-0.0031 |
-0.3% |
1.0465 |
| Range |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0092 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.5% |
0.0000 |
| Volume |
100,678 |
81,902 |
-18,776 |
-18.6% |
400,476 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0654 |
1.0506 |
|
| R3 |
1.0621 |
1.0580 |
1.0485 |
|
| R2 |
1.0547 |
1.0547 |
1.0479 |
|
| R1 |
1.0506 |
1.0506 |
1.0472 |
1.0490 |
| PP |
1.0473 |
1.0473 |
1.0473 |
1.0465 |
| S1 |
1.0432 |
1.0432 |
1.0458 |
1.0416 |
| S2 |
1.0399 |
1.0399 |
1.0451 |
|
| S3 |
1.0325 |
1.0358 |
1.0445 |
|
| S4 |
1.0251 |
1.0284 |
1.0424 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0755 |
1.0702 |
1.0516 |
|
| R3 |
1.0663 |
1.0610 |
1.0490 |
|
| R2 |
1.0571 |
1.0571 |
1.0482 |
|
| R1 |
1.0518 |
1.0518 |
1.0473 |
1.0499 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0469 |
| S1 |
1.0426 |
1.0426 |
1.0457 |
1.0407 |
| S2 |
1.0387 |
1.0387 |
1.0448 |
|
| S3 |
1.0295 |
1.0334 |
1.0440 |
|
| S4 |
1.0203 |
1.0242 |
1.0414 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0532 |
1.0440 |
0.0092 |
0.9% |
0.0059 |
0.6% |
27% |
False |
True |
80,095 |
| 10 |
1.0547 |
1.0413 |
0.0134 |
1.3% |
0.0061 |
0.6% |
39% |
False |
False |
84,309 |
| 20 |
1.0547 |
1.0281 |
0.0266 |
2.5% |
0.0063 |
0.6% |
69% |
False |
False |
75,231 |
| 40 |
1.0547 |
1.0244 |
0.0303 |
2.9% |
0.0060 |
0.6% |
73% |
False |
False |
53,760 |
| 60 |
1.0547 |
1.0144 |
0.0403 |
3.9% |
0.0055 |
0.5% |
80% |
False |
False |
35,867 |
| 80 |
1.0547 |
1.0025 |
0.0522 |
5.0% |
0.0055 |
0.5% |
84% |
False |
False |
26,911 |
| 100 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0050 |
0.5% |
85% |
False |
False |
21,534 |
| 120 |
1.0547 |
1.0010 |
0.0537 |
5.1% |
0.0041 |
0.4% |
85% |
False |
False |
17,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0829 |
|
2.618 |
1.0708 |
|
1.618 |
1.0634 |
|
1.000 |
1.0588 |
|
0.618 |
1.0560 |
|
HIGH |
1.0514 |
|
0.618 |
1.0486 |
|
0.500 |
1.0477 |
|
0.382 |
1.0468 |
|
LOW |
1.0440 |
|
0.618 |
1.0394 |
|
1.000 |
1.0366 |
|
1.618 |
1.0320 |
|
2.618 |
1.0246 |
|
4.250 |
1.0126 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0477 |
1.0486 |
| PP |
1.0473 |
1.0479 |
| S1 |
1.0469 |
1.0472 |
|