CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 06-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0095 |
1.0125 |
0.0030 |
0.3% |
1.0196 |
High |
1.0095 |
1.0125 |
0.0030 |
0.3% |
1.0196 |
Low |
1.0010 |
1.0125 |
0.0115 |
1.1% |
1.0125 |
Close |
1.0027 |
1.0125 |
0.0098 |
1.0% |
1.0152 |
Range |
0.0085 |
0.0000 |
-0.0085 |
-100.0% |
0.0071 |
ATR |
0.0043 |
0.0047 |
0.0004 |
9.0% |
0.0000 |
Volume |
1 |
4 |
3 |
300.0% |
5 |
|
Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0125 |
1.0125 |
1.0125 |
|
R3 |
1.0125 |
1.0125 |
1.0125 |
|
R2 |
1.0125 |
1.0125 |
1.0125 |
|
R1 |
1.0125 |
1.0125 |
1.0125 |
1.0125 |
PP |
1.0125 |
1.0125 |
1.0125 |
1.0125 |
S1 |
1.0125 |
1.0125 |
1.0125 |
1.0125 |
S2 |
1.0125 |
1.0125 |
1.0125 |
|
S3 |
1.0125 |
1.0125 |
1.0125 |
|
S4 |
1.0125 |
1.0125 |
1.0125 |
|
|
Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0371 |
1.0332 |
1.0191 |
|
R3 |
1.0300 |
1.0261 |
1.0172 |
|
R2 |
1.0229 |
1.0229 |
1.0165 |
|
R1 |
1.0190 |
1.0190 |
1.0159 |
1.0174 |
PP |
1.0158 |
1.0158 |
1.0158 |
1.0150 |
S1 |
1.0119 |
1.0119 |
1.0145 |
1.0103 |
S2 |
1.0087 |
1.0087 |
1.0139 |
|
S3 |
1.0016 |
1.0048 |
1.0132 |
|
S4 |
0.9945 |
0.9977 |
1.0113 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0152 |
1.0010 |
0.0142 |
1.4% |
0.0017 |
0.2% |
81% |
False |
False |
1 |
10 |
1.0257 |
1.0010 |
0.0247 |
2.4% |
0.0009 |
0.1% |
47% |
False |
False |
1 |
20 |
1.0375 |
1.0010 |
0.0365 |
3.6% |
0.0005 |
0.0% |
32% |
False |
False |
1 |
40 |
1.0375 |
0.9934 |
0.0441 |
4.4% |
0.0002 |
0.0% |
43% |
False |
False |
1 |
60 |
1.0375 |
0.9745 |
0.0630 |
6.2% |
0.0002 |
0.0% |
60% |
False |
False |
1 |
80 |
1.0375 |
0.9492 |
0.0883 |
8.7% |
0.0001 |
0.0% |
72% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0125 |
2.618 |
1.0125 |
1.618 |
1.0125 |
1.000 |
1.0125 |
0.618 |
1.0125 |
HIGH |
1.0125 |
0.618 |
1.0125 |
0.500 |
1.0125 |
0.382 |
1.0125 |
LOW |
1.0125 |
0.618 |
1.0125 |
1.000 |
1.0125 |
1.618 |
1.0125 |
2.618 |
1.0125 |
4.250 |
1.0125 |
|
|
Fisher Pivots for day following 06-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0125 |
1.0106 |
PP |
1.0125 |
1.0087 |
S1 |
1.0125 |
1.0068 |
|