CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0090 |
1.0111 |
0.0021 |
0.2% |
1.0213 |
| High |
1.0114 |
1.0129 |
0.0015 |
0.1% |
1.0255 |
| Low |
1.0076 |
1.0026 |
-0.0050 |
-0.5% |
1.0026 |
| Close |
1.0110 |
1.0037 |
-0.0073 |
-0.7% |
1.0037 |
| Range |
0.0038 |
0.0103 |
0.0065 |
171.1% |
0.0229 |
| ATR |
0.0065 |
0.0068 |
0.0003 |
4.1% |
0.0000 |
| Volume |
40 |
18 |
-22 |
-55.0% |
190 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0373 |
1.0308 |
1.0094 |
|
| R3 |
1.0270 |
1.0205 |
1.0065 |
|
| R2 |
1.0167 |
1.0167 |
1.0056 |
|
| R1 |
1.0102 |
1.0102 |
1.0046 |
1.0083 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0055 |
| S1 |
0.9999 |
0.9999 |
1.0028 |
0.9980 |
| S2 |
0.9961 |
0.9961 |
1.0018 |
|
| S3 |
0.9858 |
0.9896 |
1.0009 |
|
| S4 |
0.9755 |
0.9793 |
0.9980 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0793 |
1.0644 |
1.0163 |
|
| R3 |
1.0564 |
1.0415 |
1.0100 |
|
| R2 |
1.0335 |
1.0335 |
1.0079 |
|
| R1 |
1.0186 |
1.0186 |
1.0058 |
1.0146 |
| PP |
1.0106 |
1.0106 |
1.0106 |
1.0086 |
| S1 |
0.9957 |
0.9957 |
1.0016 |
0.9917 |
| S2 |
0.9877 |
0.9877 |
0.9995 |
|
| S3 |
0.9648 |
0.9728 |
0.9974 |
|
| S4 |
0.9419 |
0.9499 |
0.9911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0255 |
1.0026 |
0.0229 |
2.3% |
0.0061 |
0.6% |
5% |
False |
True |
38 |
| 10 |
1.0318 |
1.0026 |
0.0292 |
2.9% |
0.0057 |
0.6% |
4% |
False |
True |
46 |
| 20 |
1.0470 |
1.0026 |
0.0444 |
4.4% |
0.0051 |
0.5% |
2% |
False |
True |
45 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.6% |
0.0028 |
0.3% |
6% |
False |
False |
23 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.6% |
0.0019 |
0.2% |
6% |
False |
False |
16 |
| 80 |
1.0470 |
0.9763 |
0.0707 |
7.0% |
0.0014 |
0.1% |
39% |
False |
False |
12 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.7% |
0.0011 |
0.1% |
56% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0567 |
|
2.618 |
1.0399 |
|
1.618 |
1.0296 |
|
1.000 |
1.0232 |
|
0.618 |
1.0193 |
|
HIGH |
1.0129 |
|
0.618 |
1.0090 |
|
0.500 |
1.0078 |
|
0.382 |
1.0065 |
|
LOW |
1.0026 |
|
0.618 |
0.9962 |
|
1.000 |
0.9923 |
|
1.618 |
0.9859 |
|
2.618 |
0.9756 |
|
4.250 |
0.9588 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0078 |
| PP |
1.0064 |
1.0064 |
| S1 |
1.0051 |
1.0051 |
|