CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0281 |
1.0213 |
-0.0068 |
-0.7% |
1.0345 |
| High |
1.0285 |
1.0223 |
-0.0062 |
-0.6% |
1.0354 |
| Low |
1.0234 |
1.0190 |
-0.0044 |
-0.4% |
1.0241 |
| Close |
1.0254 |
1.0210 |
-0.0044 |
-0.4% |
1.0301 |
| Range |
0.0051 |
0.0033 |
-0.0018 |
-35.3% |
0.0113 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.5% |
0.0000 |
| Volume |
7 |
132 |
125 |
1,785.7% |
412 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0291 |
1.0228 |
|
| R3 |
1.0274 |
1.0258 |
1.0219 |
|
| R2 |
1.0241 |
1.0241 |
1.0216 |
|
| R1 |
1.0225 |
1.0225 |
1.0213 |
1.0217 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0203 |
| S1 |
1.0192 |
1.0192 |
1.0207 |
1.0184 |
| S2 |
1.0175 |
1.0175 |
1.0204 |
|
| S3 |
1.0142 |
1.0159 |
1.0201 |
|
| S4 |
1.0109 |
1.0126 |
1.0192 |
|
|
| 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 |
1.0190 |
0.0164 |
1.6% |
0.0042 |
0.4% |
12% |
False |
True |
42 |
| 10 |
1.0470 |
1.0190 |
0.0280 |
2.7% |
0.0053 |
0.5% |
7% |
False |
True |
62 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0031 |
0.3% |
43% |
False |
False |
32 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0016 |
0.2% |
43% |
False |
False |
16 |
| 60 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0011 |
0.1% |
51% |
False |
False |
11 |
| 80 |
1.0470 |
0.9545 |
0.0925 |
9.1% |
0.0008 |
0.1% |
72% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0363 |
|
2.618 |
1.0309 |
|
1.618 |
1.0276 |
|
1.000 |
1.0256 |
|
0.618 |
1.0243 |
|
HIGH |
1.0223 |
|
0.618 |
1.0210 |
|
0.500 |
1.0207 |
|
0.382 |
1.0203 |
|
LOW |
1.0190 |
|
0.618 |
1.0170 |
|
1.000 |
1.0157 |
|
1.618 |
1.0137 |
|
2.618 |
1.0104 |
|
4.250 |
1.0050 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0209 |
1.0238 |
| PP |
1.0208 |
1.0228 |
| S1 |
1.0207 |
1.0219 |
|