CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0085 |
0.0012 |
0.1% |
1.0213 |
| High |
1.0140 |
1.0157 |
0.0017 |
0.2% |
1.0255 |
| Low |
1.0060 |
1.0085 |
0.0025 |
0.2% |
1.0026 |
| Close |
1.0108 |
1.0137 |
0.0029 |
0.3% |
1.0037 |
| Range |
0.0080 |
0.0072 |
-0.0008 |
-10.0% |
0.0229 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
0.9% |
0.0000 |
| Volume |
5 |
38 |
33 |
660.0% |
190 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0312 |
1.0177 |
|
| R3 |
1.0270 |
1.0240 |
1.0157 |
|
| R2 |
1.0198 |
1.0198 |
1.0150 |
|
| R1 |
1.0168 |
1.0168 |
1.0144 |
1.0183 |
| PP |
1.0126 |
1.0126 |
1.0126 |
1.0134 |
| S1 |
1.0096 |
1.0096 |
1.0130 |
1.0111 |
| S2 |
1.0054 |
1.0054 |
1.0124 |
|
| S3 |
0.9982 |
1.0024 |
1.0117 |
|
| S4 |
0.9910 |
0.9952 |
1.0097 |
|
|
| 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 |
1.0157 |
1.0025 |
0.0132 |
1.3% |
0.0065 |
0.6% |
85% |
True |
False |
20 |
| 10 |
1.0318 |
1.0025 |
0.0293 |
2.9% |
0.0062 |
0.6% |
38% |
False |
False |
32 |
| 20 |
1.0470 |
1.0025 |
0.0445 |
4.4% |
0.0057 |
0.6% |
25% |
False |
False |
49 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0033 |
0.3% |
28% |
False |
False |
25 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0022 |
0.2% |
28% |
False |
False |
17 |
| 80 |
1.0470 |
0.9780 |
0.0690 |
6.8% |
0.0017 |
0.2% |
52% |
False |
False |
13 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.6% |
0.0013 |
0.1% |
66% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0463 |
|
2.618 |
1.0345 |
|
1.618 |
1.0273 |
|
1.000 |
1.0229 |
|
0.618 |
1.0201 |
|
HIGH |
1.0157 |
|
0.618 |
1.0129 |
|
0.500 |
1.0121 |
|
0.382 |
1.0113 |
|
LOW |
1.0085 |
|
0.618 |
1.0041 |
|
1.000 |
1.0013 |
|
1.618 |
0.9969 |
|
2.618 |
0.9897 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0128 |
| PP |
1.0126 |
1.0118 |
| S1 |
1.0121 |
1.0109 |
|