CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0397 |
1.0345 |
-0.0052 |
-0.5% |
1.0171 |
| High |
1.0470 |
1.0345 |
-0.0125 |
-1.2% |
1.0470 |
| Low |
1.0396 |
1.0295 |
-0.0101 |
-1.0% |
1.0171 |
| Close |
1.0396 |
1.0295 |
-0.0101 |
-1.0% |
1.0396 |
| Range |
0.0074 |
0.0050 |
-0.0024 |
-32.4% |
0.0299 |
| ATR |
0.0057 |
0.0060 |
0.0003 |
5.4% |
0.0000 |
| Volume |
16 |
200 |
184 |
1,150.0% |
34 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0428 |
1.0323 |
|
| R3 |
1.0412 |
1.0378 |
1.0309 |
|
| R2 |
1.0362 |
1.0362 |
1.0304 |
|
| R1 |
1.0328 |
1.0328 |
1.0300 |
1.0320 |
| PP |
1.0312 |
1.0312 |
1.0312 |
1.0308 |
| S1 |
1.0278 |
1.0278 |
1.0290 |
1.0270 |
| S2 |
1.0262 |
1.0262 |
1.0286 |
|
| S3 |
1.0212 |
1.0228 |
1.0281 |
|
| S4 |
1.0162 |
1.0178 |
1.0268 |
|
|
| 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 |
1.0266 |
0.0204 |
2.0% |
0.0044 |
0.4% |
14% |
False |
False |
46 |
| 10 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0030 |
0.3% |
62% |
False |
False |
24 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0016 |
0.2% |
62% |
False |
False |
12 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0008 |
0.1% |
62% |
False |
False |
6 |
| 60 |
1.0470 |
0.9780 |
0.0690 |
6.7% |
0.0005 |
0.1% |
75% |
False |
False |
5 |
| 80 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0004 |
0.0% |
82% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0558 |
|
2.618 |
1.0476 |
|
1.618 |
1.0426 |
|
1.000 |
1.0395 |
|
0.618 |
1.0376 |
|
HIGH |
1.0345 |
|
0.618 |
1.0326 |
|
0.500 |
1.0320 |
|
0.382 |
1.0314 |
|
LOW |
1.0295 |
|
0.618 |
1.0264 |
|
1.000 |
1.0245 |
|
1.618 |
1.0214 |
|
2.618 |
1.0164 |
|
4.250 |
1.0083 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0378 |
| PP |
1.0312 |
1.0350 |
| S1 |
1.0303 |
1.0323 |
|