CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0285 |
1.0397 |
0.0112 |
1.1% |
1.0171 |
| High |
1.0379 |
1.0470 |
0.0091 |
0.9% |
1.0470 |
| Low |
1.0285 |
1.0396 |
0.0111 |
1.1% |
1.0171 |
| Close |
1.0379 |
1.0396 |
0.0017 |
0.2% |
1.0396 |
| Range |
0.0094 |
0.0074 |
-0.0020 |
-21.3% |
0.0299 |
| ATR |
0.0055 |
0.0057 |
0.0003 |
4.7% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
34 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0593 |
1.0437 |
|
| R3 |
1.0569 |
1.0519 |
1.0416 |
|
| R2 |
1.0495 |
1.0495 |
1.0410 |
|
| R1 |
1.0445 |
1.0445 |
1.0403 |
1.0433 |
| PP |
1.0421 |
1.0421 |
1.0421 |
1.0415 |
| S1 |
1.0371 |
1.0371 |
1.0389 |
1.0359 |
| S2 |
1.0347 |
1.0347 |
1.0382 |
|
| S3 |
1.0273 |
1.0297 |
1.0376 |
|
| S4 |
1.0199 |
1.0223 |
1.0355 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1243 |
1.1118 |
1.0560 |
|
| R3 |
1.0944 |
1.0819 |
1.0478 |
|
| R2 |
1.0645 |
1.0645 |
1.0451 |
|
| R1 |
1.0520 |
1.0520 |
1.0423 |
1.0583 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0377 |
| S1 |
1.0221 |
1.0221 |
1.0369 |
1.0284 |
| S2 |
1.0047 |
1.0047 |
1.0341 |
|
| S3 |
0.9748 |
0.9922 |
1.0314 |
|
| S4 |
0.9449 |
0.9623 |
1.0232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0470 |
1.0171 |
0.0299 |
2.9% |
0.0034 |
0.3% |
75% |
True |
False |
6 |
| 10 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0025 |
0.2% |
84% |
True |
False |
4 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0013 |
0.1% |
84% |
True |
False |
2 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0007 |
0.1% |
84% |
True |
False |
1 |
| 60 |
1.0470 |
0.9780 |
0.0690 |
6.6% |
0.0004 |
0.0% |
89% |
True |
False |
1 |
| 80 |
1.0470 |
0.9492 |
0.0978 |
9.4% |
0.0003 |
0.0% |
92% |
True |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0785 |
|
2.618 |
1.0664 |
|
1.618 |
1.0590 |
|
1.000 |
1.0544 |
|
0.618 |
1.0516 |
|
HIGH |
1.0470 |
|
0.618 |
1.0442 |
|
0.500 |
1.0433 |
|
0.382 |
1.0424 |
|
LOW |
1.0396 |
|
0.618 |
1.0350 |
|
1.000 |
1.0322 |
|
1.618 |
1.0276 |
|
2.618 |
1.0202 |
|
4.250 |
1.0082 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0433 |
1.0389 |
| PP |
1.0421 |
1.0383 |
| S1 |
1.0408 |
1.0376 |
|