CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0089 |
1.0073 |
-0.0016 |
-0.2% |
1.0213 |
| High |
1.0089 |
1.0140 |
0.0051 |
0.5% |
1.0255 |
| Low |
1.0084 |
1.0060 |
-0.0024 |
-0.2% |
1.0026 |
| Close |
1.0084 |
1.0108 |
0.0024 |
0.2% |
1.0037 |
| Range |
0.0005 |
0.0080 |
0.0075 |
1,500.0% |
0.0229 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.9% |
0.0000 |
| Volume |
5 |
5 |
0 |
0.0% |
190 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0305 |
1.0152 |
|
| R3 |
1.0263 |
1.0225 |
1.0130 |
|
| R2 |
1.0183 |
1.0183 |
1.0123 |
|
| R1 |
1.0145 |
1.0145 |
1.0115 |
1.0164 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0112 |
| S1 |
1.0065 |
1.0065 |
1.0101 |
1.0084 |
| S2 |
1.0023 |
1.0023 |
1.0093 |
|
| S3 |
0.9943 |
0.9985 |
1.0086 |
|
| S4 |
0.9863 |
0.9905 |
1.0064 |
|
|
| 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 |
1.0140 |
1.0025 |
0.0115 |
1.1% |
0.0058 |
0.6% |
72% |
True |
False |
21 |
| 10 |
1.0318 |
1.0025 |
0.0293 |
2.9% |
0.0063 |
0.6% |
28% |
False |
False |
31 |
| 20 |
1.0470 |
1.0025 |
0.0445 |
4.4% |
0.0058 |
0.6% |
19% |
False |
False |
47 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.6% |
0.0031 |
0.3% |
21% |
False |
False |
24 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.6% |
0.0021 |
0.2% |
21% |
False |
False |
16 |
| 80 |
1.0470 |
0.9780 |
0.0690 |
6.8% |
0.0016 |
0.2% |
48% |
False |
False |
13 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.7% |
0.0013 |
0.1% |
63% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0480 |
|
2.618 |
1.0349 |
|
1.618 |
1.0269 |
|
1.000 |
1.0220 |
|
0.618 |
1.0189 |
|
HIGH |
1.0140 |
|
0.618 |
1.0109 |
|
0.500 |
1.0100 |
|
0.382 |
1.0091 |
|
LOW |
1.0060 |
|
0.618 |
1.0011 |
|
1.000 |
0.9980 |
|
1.618 |
0.9931 |
|
2.618 |
0.9851 |
|
4.250 |
0.9720 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0100 |
| PP |
1.0103 |
1.0091 |
| S1 |
1.0100 |
1.0083 |
|