CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 27-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0224 |
1.0196 |
-0.0028 |
-0.3% |
1.0260 |
High |
1.0224 |
1.0196 |
-0.0028 |
-0.3% |
1.0320 |
Low |
1.0224 |
1.0196 |
-0.0028 |
-0.3% |
1.0224 |
Close |
1.0224 |
1.0196 |
-0.0028 |
-0.3% |
1.0224 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0039 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0196 |
1.0196 |
1.0196 |
|
R3 |
1.0196 |
1.0196 |
1.0196 |
|
R2 |
1.0196 |
1.0196 |
1.0196 |
|
R1 |
1.0196 |
1.0196 |
1.0196 |
1.0196 |
PP |
1.0196 |
1.0196 |
1.0196 |
1.0196 |
S1 |
1.0196 |
1.0196 |
1.0196 |
1.0196 |
S2 |
1.0196 |
1.0196 |
1.0196 |
|
S3 |
1.0196 |
1.0196 |
1.0196 |
|
S4 |
1.0196 |
1.0196 |
1.0196 |
|
|
Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0544 |
1.0480 |
1.0277 |
|
R3 |
1.0448 |
1.0384 |
1.0250 |
|
R2 |
1.0352 |
1.0352 |
1.0242 |
|
R1 |
1.0288 |
1.0288 |
1.0233 |
1.0272 |
PP |
1.0256 |
1.0256 |
1.0256 |
1.0248 |
S1 |
1.0192 |
1.0192 |
1.0215 |
1.0176 |
S2 |
1.0160 |
1.0160 |
1.0206 |
|
S3 |
1.0064 |
1.0096 |
1.0198 |
|
S4 |
0.9968 |
1.0000 |
1.0171 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0320 |
1.0196 |
0.0124 |
1.2% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.0322 |
1.0196 |
0.0126 |
1.2% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
20 |
1.0375 |
1.0196 |
0.0179 |
1.8% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
40 |
1.0375 |
0.9934 |
0.0441 |
4.3% |
0.0000 |
0.0% |
59% |
False |
False |
1 |
60 |
1.0375 |
0.9536 |
0.0839 |
8.2% |
0.0000 |
0.0% |
79% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0196 |
2.618 |
1.0196 |
1.618 |
1.0196 |
1.000 |
1.0196 |
0.618 |
1.0196 |
HIGH |
1.0196 |
0.618 |
1.0196 |
0.500 |
1.0196 |
0.382 |
1.0196 |
LOW |
1.0196 |
0.618 |
1.0196 |
1.000 |
1.0196 |
1.618 |
1.0196 |
2.618 |
1.0196 |
4.250 |
1.0196 |
|
|
Fisher Pivots for day following 27-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0196 |
1.0227 |
PP |
1.0196 |
1.0216 |
S1 |
1.0196 |
1.0206 |
|