CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 28-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0230 |
1.0310 |
0.0080 |
0.8% |
1.0270 |
High |
1.0313 |
1.0318 |
0.0005 |
0.0% |
1.0318 |
Low |
1.0230 |
1.0229 |
-0.0001 |
0.0% |
1.0190 |
Close |
1.0302 |
1.0229 |
-0.0073 |
-0.7% |
1.0229 |
Range |
0.0083 |
0.0089 |
0.0006 |
7.2% |
0.0128 |
ATR |
0.0063 |
0.0065 |
0.0002 |
2.9% |
0.0000 |
Volume |
31 |
48 |
17 |
54.8% |
276 |
|
Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0526 |
1.0466 |
1.0278 |
|
R3 |
1.0437 |
1.0377 |
1.0253 |
|
R2 |
1.0348 |
1.0348 |
1.0245 |
|
R1 |
1.0288 |
1.0288 |
1.0237 |
1.0274 |
PP |
1.0259 |
1.0259 |
1.0259 |
1.0251 |
S1 |
1.0199 |
1.0199 |
1.0221 |
1.0185 |
S2 |
1.0170 |
1.0170 |
1.0213 |
|
S3 |
1.0081 |
1.0110 |
1.0205 |
|
S4 |
0.9992 |
1.0021 |
1.0180 |
|
|
Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0630 |
1.0557 |
1.0299 |
|
R3 |
1.0502 |
1.0429 |
1.0264 |
|
R2 |
1.0374 |
1.0374 |
1.0252 |
|
R1 |
1.0301 |
1.0301 |
1.0241 |
1.0274 |
PP |
1.0246 |
1.0246 |
1.0246 |
1.0232 |
S1 |
1.0173 |
1.0173 |
1.0217 |
1.0146 |
S2 |
1.0118 |
1.0118 |
1.0206 |
|
S3 |
0.9990 |
1.0045 |
1.0194 |
|
S4 |
0.9862 |
0.9917 |
1.0159 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0318 |
1.0190 |
0.0128 |
1.3% |
0.0053 |
0.5% |
30% |
True |
False |
55 |
10 |
1.0354 |
1.0190 |
0.0164 |
1.6% |
0.0054 |
0.5% |
24% |
False |
False |
68 |
20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0040 |
0.4% |
48% |
False |
False |
36 |
40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0020 |
0.2% |
48% |
False |
False |
18 |
60 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0013 |
0.1% |
55% |
False |
False |
13 |
80 |
1.0470 |
0.9677 |
0.0793 |
7.8% |
0.0010 |
0.1% |
70% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0696 |
2.618 |
1.0551 |
1.618 |
1.0462 |
1.000 |
1.0407 |
0.618 |
1.0373 |
HIGH |
1.0318 |
0.618 |
1.0284 |
0.500 |
1.0274 |
0.382 |
1.0263 |
LOW |
1.0229 |
0.618 |
1.0174 |
1.000 |
1.0140 |
1.618 |
1.0085 |
2.618 |
0.9996 |
4.250 |
0.9851 |
|
|
Fisher Pivots for day following 28-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0274 |
1.0254 |
PP |
1.0259 |
1.0246 |
S1 |
1.0244 |
1.0237 |
|