CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0362 |
1.0375 |
0.0013 |
0.1% |
1.0298 |
High |
1.0362 |
1.0375 |
0.0013 |
0.1% |
1.0351 |
Low |
1.0362 |
1.0375 |
0.0013 |
0.1% |
1.0254 |
Close |
1.0362 |
1.0375 |
0.0013 |
0.1% |
1.0351 |
Range |
|
|
|
|
|
ATR |
0.0047 |
0.0045 |
-0.0002 |
-5.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0375 |
1.0375 |
1.0375 |
|
R3 |
1.0375 |
1.0375 |
1.0375 |
|
R2 |
1.0375 |
1.0375 |
1.0375 |
|
R1 |
1.0375 |
1.0375 |
1.0375 |
1.0375 |
PP |
1.0375 |
1.0375 |
1.0375 |
1.0375 |
S1 |
1.0375 |
1.0375 |
1.0375 |
1.0375 |
S2 |
1.0375 |
1.0375 |
1.0375 |
|
S3 |
1.0375 |
1.0375 |
1.0375 |
|
S4 |
1.0375 |
1.0375 |
1.0375 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0610 |
1.0577 |
1.0404 |
|
R3 |
1.0513 |
1.0480 |
1.0378 |
|
R2 |
1.0416 |
1.0416 |
1.0369 |
|
R1 |
1.0383 |
1.0383 |
1.0360 |
1.0400 |
PP |
1.0319 |
1.0319 |
1.0319 |
1.0327 |
S1 |
1.0286 |
1.0286 |
1.0342 |
1.0303 |
S2 |
1.0222 |
1.0222 |
1.0333 |
|
S3 |
1.0125 |
1.0189 |
1.0324 |
|
S4 |
1.0028 |
1.0092 |
1.0298 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0375 |
1.0350 |
0.0025 |
0.2% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.0375 |
1.0254 |
0.0121 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.0375 |
1.0022 |
0.0353 |
3.4% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
40 |
1.0375 |
0.9763 |
0.0612 |
5.9% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
60 |
1.0375 |
0.9492 |
0.0883 |
8.5% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0375 |
2.618 |
1.0375 |
1.618 |
1.0375 |
1.000 |
1.0375 |
0.618 |
1.0375 |
HIGH |
1.0375 |
0.618 |
1.0375 |
0.500 |
1.0375 |
0.382 |
1.0375 |
LOW |
1.0375 |
0.618 |
1.0375 |
1.000 |
1.0375 |
1.618 |
1.0375 |
2.618 |
1.0375 |
4.250 |
1.0375 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0375 |
1.0371 |
PP |
1.0375 |
1.0367 |
S1 |
1.0375 |
1.0363 |
|