CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0283 |
1.0246 |
-0.0037 |
-0.4% |
1.0171 |
| High |
1.0338 |
1.0291 |
-0.0047 |
-0.5% |
1.0470 |
| Low |
1.0283 |
1.0241 |
-0.0042 |
-0.4% |
1.0171 |
| Close |
1.0338 |
1.0291 |
-0.0047 |
-0.5% |
1.0396 |
| Range |
0.0055 |
0.0050 |
-0.0005 |
-9.1% |
0.0299 |
| ATR |
0.0059 |
0.0062 |
0.0003 |
4.5% |
0.0000 |
| Volume |
111 |
11 |
-100 |
-90.1% |
34 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0424 |
1.0408 |
1.0319 |
|
| R3 |
1.0374 |
1.0358 |
1.0305 |
|
| R2 |
1.0324 |
1.0324 |
1.0300 |
|
| R1 |
1.0308 |
1.0308 |
1.0296 |
1.0316 |
| PP |
1.0274 |
1.0274 |
1.0274 |
1.0279 |
| S1 |
1.0258 |
1.0258 |
1.0286 |
1.0266 |
| S2 |
1.0224 |
1.0224 |
1.0282 |
|
| S3 |
1.0174 |
1.0208 |
1.0277 |
|
| S4 |
1.0124 |
1.0158 |
1.0264 |
|
|
| 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 |
1.0241 |
0.0229 |
2.2% |
0.0055 |
0.5% |
22% |
False |
True |
84 |
| 10 |
1.0470 |
1.0171 |
0.0299 |
2.9% |
0.0037 |
0.4% |
40% |
False |
False |
44 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0023 |
0.2% |
61% |
False |
False |
22 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0012 |
0.1% |
61% |
False |
False |
11 |
| 60 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0008 |
0.1% |
73% |
False |
False |
8 |
| 80 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0006 |
0.1% |
82% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0504 |
|
2.618 |
1.0422 |
|
1.618 |
1.0372 |
|
1.000 |
1.0341 |
|
0.618 |
1.0322 |
|
HIGH |
1.0291 |
|
0.618 |
1.0272 |
|
0.500 |
1.0266 |
|
0.382 |
1.0260 |
|
LOW |
1.0241 |
|
0.618 |
1.0210 |
|
1.000 |
1.0191 |
|
1.618 |
1.0160 |
|
2.618 |
1.0110 |
|
4.250 |
1.0029 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0291 |
| PP |
1.0274 |
1.0290 |
| S1 |
1.0266 |
1.0290 |
|