CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0286 |
0.0040 |
0.4% |
1.0345 |
| High |
1.0291 |
1.0354 |
0.0063 |
0.6% |
1.0354 |
| Low |
1.0241 |
1.0286 |
0.0045 |
0.4% |
1.0241 |
| Close |
1.0291 |
1.0301 |
0.0010 |
0.1% |
1.0301 |
| Range |
0.0050 |
0.0068 |
0.0018 |
36.0% |
0.0113 |
| ATR |
0.0062 |
0.0063 |
0.0000 |
0.7% |
0.0000 |
| Volume |
11 |
5 |
-6 |
-54.5% |
412 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0518 |
1.0477 |
1.0338 |
|
| R3 |
1.0450 |
1.0409 |
1.0320 |
|
| R2 |
1.0382 |
1.0382 |
1.0313 |
|
| R1 |
1.0341 |
1.0341 |
1.0307 |
1.0362 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0324 |
| S1 |
1.0273 |
1.0273 |
1.0295 |
1.0294 |
| S2 |
1.0246 |
1.0246 |
1.0289 |
|
| S3 |
1.0178 |
1.0205 |
1.0282 |
|
| S4 |
1.0110 |
1.0137 |
1.0264 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0638 |
1.0582 |
1.0363 |
|
| R3 |
1.0525 |
1.0469 |
1.0332 |
|
| R2 |
1.0412 |
1.0412 |
1.0322 |
|
| R1 |
1.0356 |
1.0356 |
1.0311 |
1.0328 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0284 |
| S1 |
1.0243 |
1.0243 |
1.0291 |
1.0215 |
| S2 |
1.0186 |
1.0186 |
1.0280 |
|
| S3 |
1.0073 |
1.0130 |
1.0270 |
|
| S4 |
0.9960 |
1.0017 |
1.0239 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0354 |
1.0241 |
0.0113 |
1.1% |
0.0054 |
0.5% |
53% |
True |
False |
82 |
| 10 |
1.0470 |
1.0171 |
0.0299 |
2.9% |
0.0044 |
0.4% |
43% |
False |
False |
44 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0027 |
0.3% |
63% |
False |
False |
23 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0013 |
0.1% |
63% |
False |
False |
12 |
| 60 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0009 |
0.1% |
75% |
False |
False |
8 |
| 80 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0007 |
0.1% |
83% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0643 |
|
2.618 |
1.0532 |
|
1.618 |
1.0464 |
|
1.000 |
1.0422 |
|
0.618 |
1.0396 |
|
HIGH |
1.0354 |
|
0.618 |
1.0328 |
|
0.500 |
1.0320 |
|
0.382 |
1.0312 |
|
LOW |
1.0286 |
|
0.618 |
1.0244 |
|
1.000 |
1.0218 |
|
1.618 |
1.0176 |
|
2.618 |
1.0108 |
|
4.250 |
0.9997 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0300 |
| PP |
1.0314 |
1.0299 |
| S1 |
1.0307 |
1.0298 |
|