CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0281 |
0.0011 |
0.1% |
1.0345 |
| High |
1.0280 |
1.0285 |
0.0005 |
0.0% |
1.0354 |
| Low |
1.0270 |
1.0234 |
-0.0036 |
-0.4% |
1.0241 |
| Close |
1.0280 |
1.0254 |
-0.0026 |
-0.3% |
1.0301 |
| Range |
0.0010 |
0.0051 |
0.0041 |
410.0% |
0.0113 |
| ATR |
0.0060 |
0.0060 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
58 |
7 |
-51 |
-87.9% |
412 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0411 |
1.0383 |
1.0282 |
|
| R3 |
1.0360 |
1.0332 |
1.0268 |
|
| R2 |
1.0309 |
1.0309 |
1.0263 |
|
| R1 |
1.0281 |
1.0281 |
1.0259 |
1.0270 |
| PP |
1.0258 |
1.0258 |
1.0258 |
1.0252 |
| S1 |
1.0230 |
1.0230 |
1.0249 |
1.0219 |
| S2 |
1.0207 |
1.0207 |
1.0245 |
|
| S3 |
1.0156 |
1.0179 |
1.0240 |
|
| S4 |
1.0105 |
1.0128 |
1.0226 |
|
|
| 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 |
1.0234 |
0.0120 |
1.2% |
0.0047 |
0.5% |
17% |
False |
True |
38 |
| 10 |
1.0470 |
1.0234 |
0.0236 |
2.3% |
0.0050 |
0.5% |
8% |
False |
True |
50 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0030 |
0.3% |
53% |
False |
False |
26 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0015 |
0.1% |
53% |
False |
False |
13 |
| 60 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0010 |
0.1% |
60% |
False |
False |
9 |
| 80 |
1.0470 |
0.9536 |
0.0934 |
9.1% |
0.0008 |
0.1% |
77% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0502 |
|
2.618 |
1.0419 |
|
1.618 |
1.0368 |
|
1.000 |
1.0336 |
|
0.618 |
1.0317 |
|
HIGH |
1.0285 |
|
0.618 |
1.0266 |
|
0.500 |
1.0260 |
|
0.382 |
1.0253 |
|
LOW |
1.0234 |
|
0.618 |
1.0202 |
|
1.000 |
1.0183 |
|
1.618 |
1.0151 |
|
2.618 |
1.0100 |
|
4.250 |
1.0017 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0294 |
| PP |
1.0258 |
1.0281 |
| S1 |
1.0256 |
1.0267 |
|