CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0131 |
1.0182 |
0.0051 |
0.5% |
1.0030 |
| High |
1.0153 |
1.0264 |
0.0111 |
1.1% |
1.0157 |
| Low |
1.0127 |
1.0180 |
0.0053 |
0.5% |
1.0025 |
| Close |
1.0146 |
1.0254 |
0.0108 |
1.1% |
1.0106 |
| Range |
0.0026 |
0.0084 |
0.0058 |
223.1% |
0.0132 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
7.2% |
0.0000 |
| Volume |
6 |
40 |
34 |
566.7% |
112 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0453 |
1.0300 |
|
| R3 |
1.0401 |
1.0369 |
1.0277 |
|
| R2 |
1.0317 |
1.0317 |
1.0269 |
|
| R1 |
1.0285 |
1.0285 |
1.0262 |
1.0301 |
| PP |
1.0233 |
1.0233 |
1.0233 |
1.0241 |
| S1 |
1.0201 |
1.0201 |
1.0246 |
1.0217 |
| S2 |
1.0149 |
1.0149 |
1.0239 |
|
| S3 |
1.0065 |
1.0117 |
1.0231 |
|
| S4 |
0.9981 |
1.0033 |
1.0208 |
|
|
| 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 |
1.0264 |
1.0085 |
0.0179 |
1.7% |
0.0051 |
0.5% |
94% |
True |
False |
27 |
| 10 |
1.0264 |
1.0025 |
0.0239 |
2.3% |
0.0054 |
0.5% |
96% |
True |
False |
24 |
| 20 |
1.0354 |
1.0025 |
0.0329 |
3.2% |
0.0055 |
0.5% |
70% |
False |
False |
33 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0038 |
0.4% |
53% |
False |
False |
27 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0025 |
0.2% |
53% |
False |
False |
18 |
| 80 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0019 |
0.2% |
68% |
False |
False |
14 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0015 |
0.1% |
78% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0484 |
|
1.618 |
1.0400 |
|
1.000 |
1.0348 |
|
0.618 |
1.0316 |
|
HIGH |
1.0264 |
|
0.618 |
1.0232 |
|
0.500 |
1.0222 |
|
0.382 |
1.0212 |
|
LOW |
1.0180 |
|
0.618 |
1.0128 |
|
1.000 |
1.0096 |
|
1.618 |
1.0044 |
|
2.618 |
0.9960 |
|
4.250 |
0.9823 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0230 |
| PP |
1.0233 |
1.0206 |
| S1 |
1.0222 |
1.0182 |
|