CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0288 |
1.0284 |
-0.0004 |
0.0% |
1.0200 |
| High |
1.0288 |
1.0284 |
-0.0004 |
0.0% |
1.0300 |
| Low |
1.0288 |
1.0284 |
-0.0004 |
0.0% |
1.0200 |
| Close |
1.0288 |
1.0284 |
-0.0004 |
0.0% |
1.0284 |
| Range |
|
|
|
|
|
| ATR |
0.0029 |
0.0027 |
-0.0002 |
-6.2% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0284 |
1.0284 |
1.0284 |
|
| R3 |
1.0284 |
1.0284 |
1.0284 |
|
| R2 |
1.0284 |
1.0284 |
1.0284 |
|
| R1 |
1.0284 |
1.0284 |
1.0284 |
1.0284 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0284 |
| S1 |
1.0284 |
1.0284 |
1.0284 |
1.0284 |
| S2 |
1.0284 |
1.0284 |
1.0284 |
|
| S3 |
1.0284 |
1.0284 |
1.0284 |
|
| S4 |
1.0284 |
1.0284 |
1.0284 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0523 |
1.0339 |
|
| R3 |
1.0461 |
1.0423 |
1.0312 |
|
| R2 |
1.0361 |
1.0361 |
1.0302 |
|
| R1 |
1.0323 |
1.0323 |
1.0293 |
1.0342 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0271 |
| S1 |
1.0223 |
1.0223 |
1.0275 |
1.0242 |
| S2 |
1.0161 |
1.0161 |
1.0266 |
|
| S3 |
1.0061 |
1.0123 |
1.0257 |
|
| S4 |
0.9961 |
1.0023 |
1.0229 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0284 |
|
2.618 |
1.0284 |
|
1.618 |
1.0284 |
|
1.000 |
1.0284 |
|
0.618 |
1.0284 |
|
HIGH |
1.0284 |
|
0.618 |
1.0284 |
|
0.500 |
1.0284 |
|
0.382 |
1.0284 |
|
LOW |
1.0284 |
|
0.618 |
1.0284 |
|
1.000 |
1.0284 |
|
1.618 |
1.0284 |
|
2.618 |
1.0284 |
|
4.250 |
1.0284 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0284 |
1.0292 |
| PP |
1.0284 |
1.0289 |
| S1 |
1.0284 |
1.0287 |
|