CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0111 |
1.0030 |
-0.0081 |
-0.8% |
1.0213 |
| High |
1.0129 |
1.0089 |
-0.0040 |
-0.4% |
1.0255 |
| Low |
1.0026 |
1.0025 |
-0.0001 |
0.0% |
1.0026 |
| Close |
1.0037 |
1.0089 |
0.0052 |
0.5% |
1.0037 |
| Range |
0.0103 |
0.0064 |
-0.0039 |
-37.9% |
0.0229 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
18 |
38 |
20 |
111.1% |
190 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0238 |
1.0124 |
|
| R3 |
1.0196 |
1.0174 |
1.0107 |
|
| R2 |
1.0132 |
1.0132 |
1.0101 |
|
| R1 |
1.0110 |
1.0110 |
1.0095 |
1.0121 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0073 |
| S1 |
1.0046 |
1.0046 |
1.0083 |
1.0057 |
| S2 |
1.0004 |
1.0004 |
1.0077 |
|
| S3 |
0.9940 |
0.9982 |
1.0071 |
|
| S4 |
0.9876 |
0.9918 |
1.0054 |
|
|
| 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 |
1.0182 |
1.0025 |
0.0157 |
1.6% |
0.0066 |
0.7% |
41% |
False |
True |
39 |
| 10 |
1.0318 |
1.0025 |
0.0293 |
2.9% |
0.0063 |
0.6% |
22% |
False |
True |
44 |
| 20 |
1.0470 |
1.0025 |
0.0445 |
4.4% |
0.0054 |
0.5% |
14% |
False |
True |
47 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.6% |
0.0029 |
0.3% |
17% |
False |
False |
24 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.6% |
0.0020 |
0.2% |
17% |
False |
False |
16 |
| 80 |
1.0470 |
0.9780 |
0.0690 |
6.8% |
0.0015 |
0.1% |
45% |
False |
False |
12 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.7% |
0.0012 |
0.1% |
61% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0361 |
|
2.618 |
1.0257 |
|
1.618 |
1.0193 |
|
1.000 |
1.0153 |
|
0.618 |
1.0129 |
|
HIGH |
1.0089 |
|
0.618 |
1.0065 |
|
0.500 |
1.0057 |
|
0.382 |
1.0049 |
|
LOW |
1.0025 |
|
0.618 |
0.9985 |
|
1.000 |
0.9961 |
|
1.618 |
0.9921 |
|
2.618 |
0.9857 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0085 |
| PP |
1.0068 |
1.0081 |
| S1 |
1.0057 |
1.0077 |
|