CME Australian Dollar Future June 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 |
1.0335 |
1.0366 |
0.0031 |
0.3% |
1.0408 |
| High |
1.0365 |
1.0366 |
0.0001 |
0.0% |
1.0460 |
| Low |
1.0335 |
1.0299 |
-0.0036 |
-0.3% |
1.0299 |
| Close |
1.0359 |
1.0306 |
-0.0053 |
-0.5% |
1.0308 |
| Range |
0.0030 |
0.0067 |
0.0037 |
123.3% |
0.0161 |
| ATR |
0.0047 |
0.0049 |
0.0001 |
3.0% |
0.0000 |
| Volume |
41 |
33 |
-8 |
-19.5% |
209 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0525 |
1.0482 |
1.0343 |
|
| R3 |
1.0458 |
1.0415 |
1.0324 |
|
| R2 |
1.0391 |
1.0391 |
1.0318 |
|
| R1 |
1.0348 |
1.0348 |
1.0312 |
1.0336 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0318 |
| S1 |
1.0281 |
1.0281 |
1.0300 |
1.0269 |
| S2 |
1.0257 |
1.0257 |
1.0294 |
|
| S3 |
1.0190 |
1.0214 |
1.0288 |
|
| S4 |
1.0123 |
1.0147 |
1.0269 |
|
|
| 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 |
1.0414 |
1.0284 |
0.0130 |
1.3% |
0.0048 |
0.5% |
17% |
False |
False |
53 |
| 10 |
1.0460 |
1.0284 |
0.0176 |
1.7% |
0.0044 |
0.4% |
13% |
False |
False |
51 |
| 20 |
1.0474 |
1.0280 |
0.0194 |
1.9% |
0.0043 |
0.4% |
13% |
False |
False |
56 |
| 40 |
1.0474 |
1.0226 |
0.0248 |
2.4% |
0.0029 |
0.3% |
32% |
False |
False |
40 |
| 60 |
1.0474 |
1.0162 |
0.0312 |
3.0% |
0.0020 |
0.2% |
46% |
False |
False |
27 |
| 80 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0016 |
0.2% |
66% |
False |
False |
20 |
| 100 |
1.0474 |
0.9973 |
0.0501 |
4.9% |
0.0014 |
0.1% |
66% |
False |
False |
17 |
| 120 |
1.0474 |
0.9959 |
0.0515 |
5.0% |
0.0012 |
0.1% |
67% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0651 |
|
2.618 |
1.0541 |
|
1.618 |
1.0474 |
|
1.000 |
1.0433 |
|
0.618 |
1.0407 |
|
HIGH |
1.0366 |
|
0.618 |
1.0340 |
|
0.500 |
1.0333 |
|
0.382 |
1.0325 |
|
LOW |
1.0299 |
|
0.618 |
1.0258 |
|
1.000 |
1.0232 |
|
1.618 |
1.0191 |
|
2.618 |
1.0124 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0333 |
1.0325 |
| PP |
1.0324 |
1.0319 |
| S1 |
1.0315 |
1.0312 |
|