CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0283 |
-0.0013 |
-0.1% |
1.0171 |
| High |
1.0305 |
1.0338 |
0.0033 |
0.3% |
1.0470 |
| Low |
1.0257 |
1.0283 |
0.0026 |
0.3% |
1.0171 |
| Close |
1.0279 |
1.0338 |
0.0059 |
0.6% |
1.0396 |
| Range |
0.0048 |
0.0055 |
0.0007 |
14.6% |
0.0299 |
| ATR |
0.0060 |
0.0059 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
85 |
111 |
26 |
30.6% |
34 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0466 |
1.0368 |
|
| R3 |
1.0430 |
1.0411 |
1.0353 |
|
| R2 |
1.0375 |
1.0375 |
1.0348 |
|
| R1 |
1.0356 |
1.0356 |
1.0343 |
1.0366 |
| PP |
1.0320 |
1.0320 |
1.0320 |
1.0324 |
| S1 |
1.0301 |
1.0301 |
1.0333 |
1.0311 |
| S2 |
1.0265 |
1.0265 |
1.0328 |
|
| S3 |
1.0210 |
1.0246 |
1.0323 |
|
| S4 |
1.0155 |
1.0191 |
1.0308 |
|
|
| 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% |
0.0064 |
0.6% |
38% |
False |
False |
82 |
| 10 |
1.0470 |
1.0125 |
0.0345 |
3.3% |
0.0032 |
0.3% |
62% |
False |
False |
43 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0021 |
0.2% |
71% |
False |
False |
22 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0010 |
0.1% |
71% |
False |
False |
11 |
| 60 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0007 |
0.1% |
80% |
False |
False |
8 |
| 80 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0005 |
0.1% |
87% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0572 |
|
2.618 |
1.0482 |
|
1.618 |
1.0427 |
|
1.000 |
1.0393 |
|
0.618 |
1.0372 |
|
HIGH |
1.0338 |
|
0.618 |
1.0317 |
|
0.500 |
1.0311 |
|
0.382 |
1.0304 |
|
LOW |
1.0283 |
|
0.618 |
1.0249 |
|
1.000 |
1.0228 |
|
1.618 |
1.0194 |
|
2.618 |
1.0139 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0326 |
| PP |
1.0320 |
1.0313 |
| S1 |
1.0311 |
1.0301 |
|