CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 02-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0213 |
1.0182 |
-0.0031 |
-0.3% |
1.0270 |
| High |
1.0255 |
1.0182 |
-0.0073 |
-0.7% |
1.0318 |
| Low |
1.0213 |
1.0116 |
-0.0097 |
-0.9% |
1.0190 |
| Close |
1.0237 |
1.0116 |
-0.0121 |
-1.2% |
1.0229 |
| Range |
0.0042 |
0.0066 |
0.0024 |
57.1% |
0.0128 |
| ATR |
0.0063 |
0.0067 |
0.0004 |
6.5% |
0.0000 |
| Volume |
31 |
41 |
10 |
32.3% |
276 |
|
| Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0292 |
1.0152 |
|
| R3 |
1.0270 |
1.0226 |
1.0134 |
|
| R2 |
1.0204 |
1.0204 |
1.0128 |
|
| R1 |
1.0160 |
1.0160 |
1.0122 |
1.0149 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0133 |
| S1 |
1.0094 |
1.0094 |
1.0110 |
1.0083 |
| S2 |
1.0072 |
1.0072 |
1.0104 |
|
| S3 |
1.0006 |
1.0028 |
1.0098 |
|
| S4 |
0.9940 |
0.9962 |
1.0080 |
|
|
| 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 |
1.0116 |
0.0202 |
2.0% |
0.0063 |
0.6% |
0% |
False |
True |
56 |
| 10 |
1.0354 |
1.0116 |
0.0238 |
2.4% |
0.0055 |
0.5% |
0% |
False |
True |
47 |
| 20 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0045 |
0.4% |
23% |
False |
False |
40 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0023 |
0.2% |
23% |
False |
False |
20 |
| 60 |
1.0470 |
0.9934 |
0.0536 |
5.3% |
0.0015 |
0.2% |
34% |
False |
False |
14 |
| 80 |
1.0470 |
0.9677 |
0.0793 |
7.8% |
0.0011 |
0.1% |
55% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0463 |
|
2.618 |
1.0355 |
|
1.618 |
1.0289 |
|
1.000 |
1.0248 |
|
0.618 |
1.0223 |
|
HIGH |
1.0182 |
|
0.618 |
1.0157 |
|
0.500 |
1.0149 |
|
0.382 |
1.0141 |
|
LOW |
1.0116 |
|
0.618 |
1.0075 |
|
1.000 |
1.0050 |
|
1.618 |
1.0009 |
|
2.618 |
0.9943 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 02-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0217 |
| PP |
1.0138 |
1.0183 |
| S1 |
1.0127 |
1.0150 |
|