CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 22-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0285 |
1.0320 |
0.0035 |
0.3% |
1.0315 |
High |
1.0285 |
1.0320 |
0.0035 |
0.3% |
1.0322 |
Low |
1.0285 |
1.0320 |
0.0035 |
0.3% |
1.0228 |
Close |
1.0285 |
1.0320 |
0.0035 |
0.3% |
1.0228 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0039 |
0.0000 |
-0.7% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0320 |
1.0320 |
1.0320 |
|
R3 |
1.0320 |
1.0320 |
1.0320 |
|
R2 |
1.0320 |
1.0320 |
1.0320 |
|
R1 |
1.0320 |
1.0320 |
1.0320 |
1.0320 |
PP |
1.0320 |
1.0320 |
1.0320 |
1.0320 |
S1 |
1.0320 |
1.0320 |
1.0320 |
1.0320 |
S2 |
1.0320 |
1.0320 |
1.0320 |
|
S3 |
1.0320 |
1.0320 |
1.0320 |
|
S4 |
1.0320 |
1.0320 |
1.0320 |
|
|
Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0541 |
1.0479 |
1.0280 |
|
R3 |
1.0447 |
1.0385 |
1.0254 |
|
R2 |
1.0353 |
1.0353 |
1.0245 |
|
R1 |
1.0291 |
1.0291 |
1.0237 |
1.0275 |
PP |
1.0259 |
1.0259 |
1.0259 |
1.0252 |
S1 |
1.0197 |
1.0197 |
1.0219 |
1.0181 |
S2 |
1.0165 |
1.0165 |
1.0211 |
|
S3 |
1.0071 |
1.0103 |
1.0202 |
|
S4 |
0.9977 |
1.0009 |
1.0176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0322 |
1.0228 |
0.0094 |
0.9% |
0.0000 |
0.0% |
98% |
False |
False |
1 |
10 |
1.0375 |
1.0228 |
0.0147 |
1.4% |
0.0000 |
0.0% |
63% |
False |
False |
1 |
20 |
1.0375 |
1.0197 |
0.0178 |
1.7% |
0.0000 |
0.0% |
69% |
False |
False |
1 |
40 |
1.0375 |
0.9802 |
0.0573 |
5.6% |
0.0000 |
0.0% |
90% |
False |
False |
1 |
60 |
1.0375 |
0.9492 |
0.0883 |
8.6% |
0.0000 |
0.0% |
94% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0320 |
2.618 |
1.0320 |
1.618 |
1.0320 |
1.000 |
1.0320 |
0.618 |
1.0320 |
HIGH |
1.0320 |
0.618 |
1.0320 |
0.500 |
1.0320 |
0.382 |
1.0320 |
LOW |
1.0320 |
0.618 |
1.0320 |
1.000 |
1.0320 |
1.618 |
1.0320 |
2.618 |
1.0320 |
4.250 |
1.0320 |
|
|
Fisher Pivots for day following 22-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0320 |
1.0310 |
PP |
1.0320 |
1.0300 |
S1 |
1.0320 |
1.0290 |
|