CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 15-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0301 |
1.0310 |
0.0009 |
0.1% |
1.0374 |
High |
1.0301 |
1.0310 |
0.0009 |
0.1% |
1.0375 |
Low |
1.0301 |
1.0310 |
0.0009 |
0.1% |
1.0350 |
Close |
1.0301 |
1.0310 |
0.0009 |
0.1% |
1.0367 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0310 |
1.0310 |
1.0310 |
|
R3 |
1.0310 |
1.0310 |
1.0310 |
|
R2 |
1.0310 |
1.0310 |
1.0310 |
|
R1 |
1.0310 |
1.0310 |
1.0310 |
1.0310 |
PP |
1.0310 |
1.0310 |
1.0310 |
1.0310 |
S1 |
1.0310 |
1.0310 |
1.0310 |
1.0310 |
S2 |
1.0310 |
1.0310 |
1.0310 |
|
S3 |
1.0310 |
1.0310 |
1.0310 |
|
S4 |
1.0310 |
1.0310 |
1.0310 |
|
|
Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0439 |
1.0428 |
1.0381 |
|
R3 |
1.0414 |
1.0403 |
1.0374 |
|
R2 |
1.0389 |
1.0389 |
1.0372 |
|
R1 |
1.0378 |
1.0378 |
1.0369 |
1.0371 |
PP |
1.0364 |
1.0364 |
1.0364 |
1.0361 |
S1 |
1.0353 |
1.0353 |
1.0365 |
1.0346 |
S2 |
1.0339 |
1.0339 |
1.0362 |
|
S3 |
1.0314 |
1.0328 |
1.0360 |
|
S4 |
1.0289 |
1.0303 |
1.0353 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0375 |
1.0301 |
0.0074 |
0.7% |
0.0000 |
0.0% |
12% |
False |
False |
1 |
10 |
1.0375 |
1.0254 |
0.0121 |
1.2% |
0.0000 |
0.0% |
46% |
False |
False |
1 |
20 |
1.0375 |
1.0034 |
0.0341 |
3.3% |
0.0000 |
0.0% |
81% |
False |
False |
1 |
40 |
1.0375 |
0.9780 |
0.0595 |
5.8% |
0.0000 |
0.0% |
89% |
False |
False |
1 |
60 |
1.0375 |
0.9492 |
0.0883 |
8.6% |
0.0000 |
0.0% |
93% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0310 |
2.618 |
1.0310 |
1.618 |
1.0310 |
1.000 |
1.0310 |
0.618 |
1.0310 |
HIGH |
1.0310 |
0.618 |
1.0310 |
0.500 |
1.0310 |
0.382 |
1.0310 |
LOW |
1.0310 |
0.618 |
1.0310 |
1.000 |
1.0310 |
1.618 |
1.0310 |
2.618 |
1.0310 |
4.250 |
1.0310 |
|
|
Fisher Pivots for day following 15-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0310 |
1.0309 |
PP |
1.0310 |
1.0309 |
S1 |
1.0310 |
1.0308 |
|