CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0270 |
-0.0016 |
-0.2% |
1.0345 |
| High |
1.0354 |
1.0280 |
-0.0074 |
-0.7% |
1.0354 |
| Low |
1.0286 |
1.0270 |
-0.0016 |
-0.2% |
1.0241 |
| Close |
1.0301 |
1.0280 |
-0.0021 |
-0.2% |
1.0301 |
| Range |
0.0068 |
0.0010 |
-0.0058 |
-85.3% |
0.0113 |
| ATR |
0.0063 |
0.0060 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
5 |
58 |
53 |
1,060.0% |
412 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0303 |
1.0286 |
|
| R3 |
1.0297 |
1.0293 |
1.0283 |
|
| R2 |
1.0287 |
1.0287 |
1.0282 |
|
| R1 |
1.0283 |
1.0283 |
1.0281 |
1.0285 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0278 |
| S1 |
1.0273 |
1.0273 |
1.0279 |
1.0275 |
| S2 |
1.0267 |
1.0267 |
1.0278 |
|
| S3 |
1.0257 |
1.0263 |
1.0277 |
|
| S4 |
1.0247 |
1.0253 |
1.0275 |
|
|
| 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% |
0.0046 |
0.4% |
35% |
False |
False |
54 |
| 10 |
1.0470 |
1.0241 |
0.0229 |
2.2% |
0.0045 |
0.4% |
17% |
False |
False |
50 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0027 |
0.3% |
59% |
False |
False |
25 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0014 |
0.1% |
59% |
False |
False |
13 |
| 60 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0009 |
0.1% |
65% |
False |
False |
9 |
| 80 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0007 |
0.1% |
81% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0323 |
|
2.618 |
1.0306 |
|
1.618 |
1.0296 |
|
1.000 |
1.0290 |
|
0.618 |
1.0286 |
|
HIGH |
1.0280 |
|
0.618 |
1.0276 |
|
0.500 |
1.0275 |
|
0.382 |
1.0274 |
|
LOW |
1.0270 |
|
0.618 |
1.0264 |
|
1.000 |
1.0260 |
|
1.618 |
1.0254 |
|
2.618 |
1.0244 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0278 |
1.0298 |
| PP |
1.0277 |
1.0292 |
| S1 |
1.0275 |
1.0286 |
|