CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0123 |
-0.0059 |
-0.6% |
1.0270 |
| High |
1.0182 |
1.0123 |
-0.0059 |
-0.6% |
1.0318 |
| Low |
1.0116 |
1.0066 |
-0.0050 |
-0.5% |
1.0190 |
| Close |
1.0116 |
1.0068 |
-0.0048 |
-0.5% |
1.0229 |
| Range |
0.0066 |
0.0057 |
-0.0009 |
-13.6% |
0.0128 |
| ATR |
0.0067 |
0.0067 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
41 |
60 |
19 |
46.3% |
276 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0257 |
1.0219 |
1.0099 |
|
| R3 |
1.0200 |
1.0162 |
1.0084 |
|
| R2 |
1.0143 |
1.0143 |
1.0078 |
|
| R1 |
1.0105 |
1.0105 |
1.0073 |
1.0096 |
| PP |
1.0086 |
1.0086 |
1.0086 |
1.0081 |
| S1 |
1.0048 |
1.0048 |
1.0063 |
1.0039 |
| S2 |
1.0029 |
1.0029 |
1.0058 |
|
| S3 |
0.9972 |
0.9991 |
1.0052 |
|
| S4 |
0.9915 |
0.9934 |
1.0037 |
|
|
| 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 |
1.0066 |
0.0252 |
2.5% |
0.0067 |
0.7% |
1% |
False |
True |
42 |
| 10 |
1.0354 |
1.0066 |
0.0288 |
2.9% |
0.0055 |
0.5% |
1% |
False |
True |
42 |
| 20 |
1.0470 |
1.0066 |
0.0404 |
4.0% |
0.0044 |
0.4% |
0% |
False |
True |
43 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.6% |
0.0024 |
0.2% |
13% |
False |
False |
22 |
| 60 |
1.0470 |
0.9934 |
0.0536 |
5.3% |
0.0016 |
0.2% |
25% |
False |
False |
15 |
| 80 |
1.0470 |
0.9727 |
0.0743 |
7.4% |
0.0012 |
0.1% |
46% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0365 |
|
2.618 |
1.0272 |
|
1.618 |
1.0215 |
|
1.000 |
1.0180 |
|
0.618 |
1.0158 |
|
HIGH |
1.0123 |
|
0.618 |
1.0101 |
|
0.500 |
1.0095 |
|
0.382 |
1.0088 |
|
LOW |
1.0066 |
|
0.618 |
1.0031 |
|
1.000 |
1.0009 |
|
1.618 |
0.9974 |
|
2.618 |
0.9917 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0095 |
1.0161 |
| PP |
1.0086 |
1.0130 |
| S1 |
1.0077 |
1.0099 |
|