CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0389 |
1.0363 |
-0.0026 |
-0.3% |
1.0306 |
| High |
1.0389 |
1.0363 |
-0.0026 |
-0.3% |
1.0406 |
| Low |
1.0389 |
1.0363 |
-0.0026 |
-0.3% |
1.0306 |
| Close |
1.0389 |
1.0363 |
-0.0026 |
-0.3% |
1.0349 |
| Range |
|
|
|
|
|
| ATR |
0.0028 |
0.0028 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0363 |
1.0363 |
|
| R3 |
1.0363 |
1.0363 |
1.0363 |
|
| R2 |
1.0363 |
1.0363 |
1.0363 |
|
| R1 |
1.0363 |
1.0363 |
1.0363 |
1.0363 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0363 |
| S1 |
1.0363 |
1.0363 |
1.0363 |
1.0363 |
| S2 |
1.0363 |
1.0363 |
1.0363 |
|
| S3 |
1.0363 |
1.0363 |
1.0363 |
|
| S4 |
1.0363 |
1.0363 |
1.0363 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0654 |
1.0601 |
1.0404 |
|
| R3 |
1.0554 |
1.0501 |
1.0377 |
|
| R2 |
1.0454 |
1.0454 |
1.0367 |
|
| R1 |
1.0401 |
1.0401 |
1.0358 |
1.0428 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0367 |
| S1 |
1.0301 |
1.0301 |
1.0340 |
1.0328 |
| S2 |
1.0254 |
1.0254 |
1.0331 |
|
| S3 |
1.0154 |
1.0201 |
1.0322 |
|
| S4 |
1.0054 |
1.0101 |
1.0294 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0363 |
|
2.618 |
1.0363 |
|
1.618 |
1.0363 |
|
1.000 |
1.0363 |
|
0.618 |
1.0363 |
|
HIGH |
1.0363 |
|
0.618 |
1.0363 |
|
0.500 |
1.0363 |
|
0.382 |
1.0363 |
|
LOW |
1.0363 |
|
0.618 |
1.0363 |
|
1.000 |
1.0363 |
|
1.618 |
1.0363 |
|
2.618 |
1.0363 |
|
4.250 |
1.0363 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0376 |
| PP |
1.0363 |
1.0372 |
| S1 |
1.0363 |
1.0367 |
|