CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0345 |
1.0296 |
-0.0049 |
-0.5% |
1.0171 |
| High |
1.0345 |
1.0305 |
-0.0040 |
-0.4% |
1.0470 |
| Low |
1.0295 |
1.0257 |
-0.0038 |
-0.4% |
1.0171 |
| Close |
1.0295 |
1.0279 |
-0.0016 |
-0.2% |
1.0396 |
| Range |
0.0050 |
0.0048 |
-0.0002 |
-4.0% |
0.0299 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
200 |
85 |
-115 |
-57.5% |
34 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0424 |
1.0400 |
1.0305 |
|
| R3 |
1.0376 |
1.0352 |
1.0292 |
|
| R2 |
1.0328 |
1.0328 |
1.0288 |
|
| R1 |
1.0304 |
1.0304 |
1.0283 |
1.0292 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0275 |
| S1 |
1.0256 |
1.0256 |
1.0275 |
1.0244 |
| S2 |
1.0232 |
1.0232 |
1.0270 |
|
| S3 |
1.0184 |
1.0208 |
1.0266 |
|
| S4 |
1.0136 |
1.0160 |
1.0253 |
|
|
| 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 |
1.0257 |
0.0213 |
2.1% |
0.0053 |
0.5% |
10% |
False |
True |
62 |
| 10 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0035 |
0.3% |
58% |
False |
False |
32 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0018 |
0.2% |
58% |
False |
False |
16 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0009 |
0.1% |
58% |
False |
False |
8 |
| 60 |
1.0470 |
0.9780 |
0.0690 |
6.7% |
0.0006 |
0.1% |
72% |
False |
False |
6 |
| 80 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0005 |
0.0% |
80% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0509 |
|
2.618 |
1.0431 |
|
1.618 |
1.0383 |
|
1.000 |
1.0353 |
|
0.618 |
1.0335 |
|
HIGH |
1.0305 |
|
0.618 |
1.0287 |
|
0.500 |
1.0281 |
|
0.382 |
1.0275 |
|
LOW |
1.0257 |
|
0.618 |
1.0227 |
|
1.000 |
1.0209 |
|
1.618 |
1.0179 |
|
2.618 |
1.0131 |
|
4.250 |
1.0053 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0281 |
1.0364 |
| PP |
1.0280 |
1.0335 |
| S1 |
1.0280 |
1.0307 |
|