CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0090 |
-0.0033 |
-0.3% |
1.0270 |
| High |
1.0123 |
1.0114 |
-0.0009 |
-0.1% |
1.0318 |
| Low |
1.0066 |
1.0076 |
0.0010 |
0.1% |
1.0190 |
| Close |
1.0068 |
1.0110 |
0.0042 |
0.4% |
1.0229 |
| Range |
0.0057 |
0.0038 |
-0.0019 |
-33.3% |
0.0128 |
| ATR |
0.0067 |
0.0065 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
60 |
40 |
-20 |
-33.3% |
276 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0200 |
1.0131 |
|
| R3 |
1.0176 |
1.0162 |
1.0120 |
|
| R2 |
1.0138 |
1.0138 |
1.0117 |
|
| R1 |
1.0124 |
1.0124 |
1.0113 |
1.0131 |
| PP |
1.0100 |
1.0100 |
1.0100 |
1.0104 |
| S1 |
1.0086 |
1.0086 |
1.0107 |
1.0093 |
| S2 |
1.0062 |
1.0062 |
1.0103 |
|
| S3 |
1.0024 |
1.0048 |
1.0100 |
|
| S4 |
0.9986 |
1.0010 |
1.0089 |
|
|
| 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% |
0.0058 |
0.6% |
17% |
False |
False |
44 |
| 10 |
1.0354 |
1.0066 |
0.0288 |
2.8% |
0.0054 |
0.5% |
15% |
False |
False |
45 |
| 20 |
1.0470 |
1.0066 |
0.0404 |
4.0% |
0.0045 |
0.4% |
11% |
False |
False |
44 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0025 |
0.2% |
22% |
False |
False |
23 |
| 60 |
1.0470 |
0.9934 |
0.0536 |
5.3% |
0.0017 |
0.2% |
33% |
False |
False |
15 |
| 80 |
1.0470 |
0.9745 |
0.0725 |
7.2% |
0.0013 |
0.1% |
50% |
False |
False |
12 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.7% |
0.0010 |
0.1% |
63% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0276 |
|
2.618 |
1.0213 |
|
1.618 |
1.0175 |
|
1.000 |
1.0152 |
|
0.618 |
1.0137 |
|
HIGH |
1.0114 |
|
0.618 |
1.0099 |
|
0.500 |
1.0095 |
|
0.382 |
1.0091 |
|
LOW |
1.0076 |
|
0.618 |
1.0053 |
|
1.000 |
1.0038 |
|
1.618 |
1.0015 |
|
2.618 |
0.9977 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0124 |
| PP |
1.0100 |
1.0119 |
| S1 |
1.0095 |
1.0115 |
|