CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 10-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0223 |
1.0171 |
-0.0052 |
-0.5% |
1.0058 |
High |
1.0223 |
1.0171 |
-0.0052 |
-0.5% |
1.0223 |
Low |
1.0223 |
1.0171 |
-0.0052 |
-0.5% |
1.0010 |
Close |
1.0223 |
1.0171 |
-0.0052 |
-0.5% |
1.0223 |
Range |
|
|
|
|
|
ATR |
0.0051 |
0.0051 |
0.0000 |
0.1% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0171 |
1.0171 |
1.0171 |
|
R3 |
1.0171 |
1.0171 |
1.0171 |
|
R2 |
1.0171 |
1.0171 |
1.0171 |
|
R1 |
1.0171 |
1.0171 |
1.0171 |
1.0171 |
PP |
1.0171 |
1.0171 |
1.0171 |
1.0171 |
S1 |
1.0171 |
1.0171 |
1.0171 |
1.0171 |
S2 |
1.0171 |
1.0171 |
1.0171 |
|
S3 |
1.0171 |
1.0171 |
1.0171 |
|
S4 |
1.0171 |
1.0171 |
1.0171 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0791 |
1.0720 |
1.0340 |
|
R3 |
1.0578 |
1.0507 |
1.0282 |
|
R2 |
1.0365 |
1.0365 |
1.0262 |
|
R1 |
1.0294 |
1.0294 |
1.0243 |
1.0330 |
PP |
1.0152 |
1.0152 |
1.0152 |
1.0170 |
S1 |
1.0081 |
1.0081 |
1.0203 |
1.0117 |
S2 |
0.9939 |
0.9939 |
1.0184 |
|
S3 |
0.9726 |
0.9868 |
1.0164 |
|
S4 |
0.9513 |
0.9655 |
1.0106 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0223 |
1.0010 |
0.0213 |
2.1% |
0.0017 |
0.2% |
76% |
False |
False |
2 |
10 |
1.0223 |
1.0010 |
0.0213 |
2.1% |
0.0009 |
0.1% |
76% |
False |
False |
1 |
20 |
1.0322 |
1.0010 |
0.0312 |
3.1% |
0.0005 |
0.0% |
52% |
False |
False |
1 |
40 |
1.0375 |
1.0010 |
0.0365 |
3.6% |
0.0002 |
0.0% |
44% |
False |
False |
1 |
60 |
1.0375 |
0.9780 |
0.0595 |
5.8% |
0.0002 |
0.0% |
66% |
False |
False |
1 |
80 |
1.0375 |
0.9492 |
0.0883 |
8.7% |
0.0001 |
0.0% |
77% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0171 |
2.618 |
1.0171 |
1.618 |
1.0171 |
1.000 |
1.0171 |
0.618 |
1.0171 |
HIGH |
1.0171 |
0.618 |
1.0171 |
0.500 |
1.0171 |
0.382 |
1.0171 |
LOW |
1.0171 |
0.618 |
1.0171 |
1.000 |
1.0171 |
1.618 |
1.0171 |
2.618 |
1.0171 |
4.250 |
1.0171 |
|
|
Fisher Pivots for day following 10-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0171 |
1.0174 |
PP |
1.0171 |
1.0173 |
S1 |
1.0171 |
1.0172 |
|