CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0101 |
-0.0056 |
-0.6% |
1.0030 |
| High |
1.0157 |
1.0121 |
-0.0036 |
-0.4% |
1.0157 |
| Low |
1.0106 |
1.0100 |
-0.0006 |
-0.1% |
1.0025 |
| Close |
1.0106 |
1.0121 |
0.0015 |
0.1% |
1.0106 |
| Range |
0.0051 |
0.0021 |
-0.0030 |
-58.8% |
0.0132 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-4.8% |
0.0000 |
| Volume |
26 |
25 |
-1 |
-3.8% |
112 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0170 |
1.0133 |
|
| R3 |
1.0156 |
1.0149 |
1.0127 |
|
| R2 |
1.0135 |
1.0135 |
1.0125 |
|
| R1 |
1.0128 |
1.0128 |
1.0123 |
1.0132 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0116 |
| S1 |
1.0107 |
1.0107 |
1.0119 |
1.0111 |
| S2 |
1.0093 |
1.0093 |
1.0117 |
|
| S3 |
1.0072 |
1.0086 |
1.0115 |
|
| S4 |
1.0051 |
1.0065 |
1.0109 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0431 |
1.0179 |
|
| R3 |
1.0360 |
1.0299 |
1.0142 |
|
| R2 |
1.0228 |
1.0228 |
1.0130 |
|
| R1 |
1.0167 |
1.0167 |
1.0118 |
1.0198 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0111 |
| S1 |
1.0035 |
1.0035 |
1.0094 |
1.0066 |
| S2 |
0.9964 |
0.9964 |
1.0082 |
|
| S3 |
0.9832 |
0.9903 |
1.0070 |
|
| S4 |
0.9700 |
0.9771 |
1.0033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0157 |
1.0060 |
0.0097 |
1.0% |
0.0046 |
0.5% |
63% |
False |
False |
19 |
| 10 |
1.0182 |
1.0025 |
0.0157 |
1.6% |
0.0056 |
0.6% |
61% |
False |
False |
29 |
| 20 |
1.0354 |
1.0025 |
0.0329 |
3.3% |
0.0054 |
0.5% |
29% |
False |
False |
40 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0035 |
0.3% |
24% |
False |
False |
26 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0023 |
0.2% |
24% |
False |
False |
18 |
| 80 |
1.0470 |
0.9780 |
0.0690 |
6.8% |
0.0018 |
0.2% |
49% |
False |
False |
14 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.7% |
0.0014 |
0.1% |
64% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0210 |
|
2.618 |
1.0176 |
|
1.618 |
1.0155 |
|
1.000 |
1.0142 |
|
0.618 |
1.0134 |
|
HIGH |
1.0121 |
|
0.618 |
1.0113 |
|
0.500 |
1.0111 |
|
0.382 |
1.0108 |
|
LOW |
1.0100 |
|
0.618 |
1.0087 |
|
1.000 |
1.0079 |
|
1.618 |
1.0066 |
|
2.618 |
1.0045 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0121 |
| PP |
1.0114 |
1.0121 |
| S1 |
1.0111 |
1.0121 |
|