CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0213 |
1.0230 |
0.0017 |
0.2% |
1.0345 |
| High |
1.0223 |
1.0313 |
0.0090 |
0.9% |
1.0354 |
| Low |
1.0190 |
1.0230 |
0.0040 |
0.4% |
1.0241 |
| Close |
1.0210 |
1.0302 |
0.0092 |
0.9% |
1.0301 |
| Range |
0.0033 |
0.0083 |
0.0050 |
151.5% |
0.0113 |
| ATR |
0.0060 |
0.0063 |
0.0003 |
5.1% |
0.0000 |
| Volume |
132 |
31 |
-101 |
-76.5% |
412 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0499 |
1.0348 |
|
| R3 |
1.0448 |
1.0416 |
1.0325 |
|
| R2 |
1.0365 |
1.0365 |
1.0317 |
|
| R1 |
1.0333 |
1.0333 |
1.0310 |
1.0349 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0290 |
| S1 |
1.0250 |
1.0250 |
1.0294 |
1.0266 |
| S2 |
1.0199 |
1.0199 |
1.0287 |
|
| S3 |
1.0116 |
1.0167 |
1.0279 |
|
| S4 |
1.0033 |
1.0084 |
1.0256 |
|
|
| 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% |
0.0049 |
0.5% |
68% |
False |
False |
46 |
| 10 |
1.0470 |
1.0190 |
0.0280 |
2.7% |
0.0052 |
0.5% |
40% |
False |
False |
65 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0035 |
0.3% |
63% |
False |
False |
34 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0018 |
0.2% |
63% |
False |
False |
17 |
| 60 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0012 |
0.1% |
69% |
False |
False |
12 |
| 80 |
1.0470 |
0.9677 |
0.0793 |
7.7% |
0.0009 |
0.1% |
79% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0666 |
|
2.618 |
1.0530 |
|
1.618 |
1.0447 |
|
1.000 |
1.0396 |
|
0.618 |
1.0364 |
|
HIGH |
1.0313 |
|
0.618 |
1.0281 |
|
0.500 |
1.0272 |
|
0.382 |
1.0262 |
|
LOW |
1.0230 |
|
0.618 |
1.0179 |
|
1.000 |
1.0147 |
|
1.618 |
1.0096 |
|
2.618 |
1.0013 |
|
4.250 |
0.9877 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0285 |
| PP |
1.0282 |
1.0268 |
| S1 |
1.0272 |
1.0252 |
|