CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0390 |
1.0382 |
-0.0008 |
-0.1% |
1.0254 |
| High |
1.0400 |
1.0474 |
0.0074 |
0.7% |
1.0391 |
| Low |
1.0376 |
1.0382 |
0.0006 |
0.1% |
1.0254 |
| Close |
1.0386 |
1.0473 |
0.0087 |
0.8% |
1.0350 |
| Range |
0.0024 |
0.0092 |
0.0068 |
283.3% |
0.0137 |
| ATR |
0.0038 |
0.0042 |
0.0004 |
10.2% |
0.0000 |
| Volume |
48 |
129 |
81 |
168.8% |
329 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0719 |
1.0688 |
1.0524 |
|
| R3 |
1.0627 |
1.0596 |
1.0498 |
|
| R2 |
1.0535 |
1.0535 |
1.0490 |
|
| R1 |
1.0504 |
1.0504 |
1.0481 |
1.0520 |
| PP |
1.0443 |
1.0443 |
1.0443 |
1.0451 |
| S1 |
1.0412 |
1.0412 |
1.0465 |
1.0428 |
| S2 |
1.0351 |
1.0351 |
1.0456 |
|
| S3 |
1.0259 |
1.0320 |
1.0448 |
|
| S4 |
1.0167 |
1.0228 |
1.0422 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0683 |
1.0425 |
|
| R3 |
1.0606 |
1.0546 |
1.0388 |
|
| R2 |
1.0469 |
1.0469 |
1.0375 |
|
| R1 |
1.0409 |
1.0409 |
1.0363 |
1.0439 |
| PP |
1.0332 |
1.0332 |
1.0332 |
1.0347 |
| S1 |
1.0272 |
1.0272 |
1.0337 |
1.0302 |
| S2 |
1.0195 |
1.0195 |
1.0325 |
|
| S3 |
1.0058 |
1.0135 |
1.0312 |
|
| S4 |
0.9921 |
0.9998 |
1.0275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0474 |
1.0280 |
0.0194 |
1.9% |
0.0047 |
0.5% |
99% |
True |
False |
54 |
| 10 |
1.0474 |
1.0240 |
0.0234 |
2.2% |
0.0036 |
0.3% |
100% |
True |
False |
58 |
| 20 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0025 |
0.2% |
100% |
True |
False |
37 |
| 40 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0015 |
0.1% |
100% |
True |
False |
25 |
| 60 |
1.0474 |
1.0080 |
0.0394 |
3.8% |
0.0011 |
0.1% |
100% |
True |
False |
17 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.8% |
0.0010 |
0.1% |
100% |
True |
False |
13 |
| 100 |
1.0474 |
0.9959 |
0.0515 |
4.9% |
0.0009 |
0.1% |
100% |
True |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0865 |
|
2.618 |
1.0715 |
|
1.618 |
1.0623 |
|
1.000 |
1.0566 |
|
0.618 |
1.0531 |
|
HIGH |
1.0474 |
|
0.618 |
1.0439 |
|
0.500 |
1.0428 |
|
0.382 |
1.0417 |
|
LOW |
1.0382 |
|
0.618 |
1.0325 |
|
1.000 |
1.0290 |
|
1.618 |
1.0233 |
|
2.618 |
1.0141 |
|
4.250 |
0.9991 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0458 |
1.0454 |
| PP |
1.0443 |
1.0436 |
| S1 |
1.0428 |
1.0417 |
|