CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0213 |
-0.0097 |
-0.9% |
1.0270 |
| High |
1.0318 |
1.0255 |
-0.0063 |
-0.6% |
1.0318 |
| Low |
1.0229 |
1.0213 |
-0.0016 |
-0.2% |
1.0190 |
| Close |
1.0229 |
1.0237 |
0.0008 |
0.1% |
1.0229 |
| Range |
0.0089 |
0.0042 |
-0.0047 |
-52.8% |
0.0128 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
48 |
31 |
-17 |
-35.4% |
276 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0341 |
1.0260 |
|
| R3 |
1.0319 |
1.0299 |
1.0249 |
|
| R2 |
1.0277 |
1.0277 |
1.0245 |
|
| R1 |
1.0257 |
1.0257 |
1.0241 |
1.0267 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0240 |
| S1 |
1.0215 |
1.0215 |
1.0233 |
1.0225 |
| S2 |
1.0193 |
1.0193 |
1.0229 |
|
| S3 |
1.0151 |
1.0173 |
1.0225 |
|
| S4 |
1.0109 |
1.0131 |
1.0214 |
|
|
| 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% |
0.0060 |
0.6% |
37% |
False |
False |
49 |
| 10 |
1.0354 |
1.0190 |
0.0164 |
1.6% |
0.0053 |
0.5% |
29% |
False |
False |
51 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0042 |
0.4% |
49% |
False |
False |
38 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0021 |
0.2% |
49% |
False |
False |
19 |
| 60 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0014 |
0.1% |
57% |
False |
False |
13 |
| 80 |
1.0470 |
0.9677 |
0.0793 |
7.7% |
0.0011 |
0.1% |
71% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0434 |
|
2.618 |
1.0365 |
|
1.618 |
1.0323 |
|
1.000 |
1.0297 |
|
0.618 |
1.0281 |
|
HIGH |
1.0255 |
|
0.618 |
1.0239 |
|
0.500 |
1.0234 |
|
0.382 |
1.0229 |
|
LOW |
1.0213 |
|
0.618 |
1.0187 |
|
1.000 |
1.0171 |
|
1.618 |
1.0145 |
|
2.618 |
1.0103 |
|
4.250 |
1.0035 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0236 |
1.0266 |
| PP |
1.0235 |
1.0256 |
| S1 |
1.0234 |
1.0247 |
|