CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0282 |
1.0285 |
0.0003 |
0.0% |
1.0058 |
| High |
1.0282 |
1.0379 |
0.0097 |
0.9% |
1.0223 |
| Low |
1.0282 |
1.0285 |
0.0003 |
0.0% |
1.0010 |
| Close |
1.0282 |
1.0379 |
0.0097 |
0.9% |
1.0223 |
| Range |
0.0000 |
0.0094 |
0.0094 |
|
0.0213 |
| ATR |
0.0051 |
0.0055 |
0.0003 |
6.3% |
0.0000 |
| Volume |
8 |
2 |
-6 |
-75.0% |
10 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0598 |
1.0431 |
|
| R3 |
1.0536 |
1.0504 |
1.0405 |
|
| R2 |
1.0442 |
1.0442 |
1.0396 |
|
| R1 |
1.0410 |
1.0410 |
1.0388 |
1.0426 |
| PP |
1.0348 |
1.0348 |
1.0348 |
1.0356 |
| S1 |
1.0316 |
1.0316 |
1.0370 |
1.0332 |
| S2 |
1.0254 |
1.0254 |
1.0362 |
|
| S3 |
1.0160 |
1.0222 |
1.0353 |
|
| S4 |
1.0066 |
1.0128 |
1.0327 |
|
|
| 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 |
1.0379 |
1.0171 |
0.0208 |
2.0% |
0.0019 |
0.2% |
100% |
True |
False |
4 |
| 10 |
1.0379 |
1.0010 |
0.0369 |
3.6% |
0.0018 |
0.2% |
100% |
True |
False |
3 |
| 20 |
1.0379 |
1.0010 |
0.0369 |
3.6% |
0.0009 |
0.1% |
100% |
True |
False |
2 |
| 40 |
1.0379 |
1.0010 |
0.0369 |
3.6% |
0.0005 |
0.0% |
100% |
True |
False |
1 |
| 60 |
1.0379 |
0.9780 |
0.0599 |
5.8% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
| 80 |
1.0379 |
0.9492 |
0.0887 |
8.5% |
0.0002 |
0.0% |
100% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0779 |
|
2.618 |
1.0625 |
|
1.618 |
1.0531 |
|
1.000 |
1.0473 |
|
0.618 |
1.0437 |
|
HIGH |
1.0379 |
|
0.618 |
1.0343 |
|
0.500 |
1.0332 |
|
0.382 |
1.0321 |
|
LOW |
1.0285 |
|
0.618 |
1.0227 |
|
1.000 |
1.0191 |
|
1.618 |
1.0133 |
|
2.618 |
1.0039 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0360 |
| PP |
1.0348 |
1.0341 |
| S1 |
1.0332 |
1.0323 |
|