CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0258 |
0.0076 |
0.7% |
1.0030 |
| High |
1.0264 |
1.0282 |
0.0018 |
0.2% |
1.0157 |
| Low |
1.0180 |
1.0241 |
0.0061 |
0.6% |
1.0025 |
| Close |
1.0254 |
1.0246 |
-0.0008 |
-0.1% |
1.0106 |
| Range |
0.0084 |
0.0041 |
-0.0043 |
-51.2% |
0.0132 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
40 |
39 |
-1 |
-2.5% |
112 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0354 |
1.0269 |
|
| R3 |
1.0338 |
1.0313 |
1.0257 |
|
| R2 |
1.0297 |
1.0297 |
1.0254 |
|
| R1 |
1.0272 |
1.0272 |
1.0250 |
1.0264 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0253 |
| S1 |
1.0231 |
1.0231 |
1.0242 |
1.0223 |
| S2 |
1.0215 |
1.0215 |
1.0238 |
|
| S3 |
1.0174 |
1.0190 |
1.0235 |
|
| S4 |
1.0133 |
1.0149 |
1.0223 |
|
|
| 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 |
1.0282 |
1.0100 |
0.0182 |
1.8% |
0.0045 |
0.4% |
80% |
True |
False |
27 |
| 10 |
1.0282 |
1.0025 |
0.0257 |
2.5% |
0.0055 |
0.5% |
86% |
True |
False |
24 |
| 20 |
1.0354 |
1.0025 |
0.0329 |
3.2% |
0.0054 |
0.5% |
67% |
False |
False |
34 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0039 |
0.4% |
51% |
False |
False |
28 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0026 |
0.3% |
51% |
False |
False |
19 |
| 80 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0019 |
0.2% |
66% |
False |
False |
15 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0016 |
0.2% |
77% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0389 |
|
1.618 |
1.0348 |
|
1.000 |
1.0323 |
|
0.618 |
1.0307 |
|
HIGH |
1.0282 |
|
0.618 |
1.0266 |
|
0.500 |
1.0262 |
|
0.382 |
1.0257 |
|
LOW |
1.0241 |
|
0.618 |
1.0216 |
|
1.000 |
1.0200 |
|
1.618 |
1.0175 |
|
2.618 |
1.0134 |
|
4.250 |
1.0067 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0262 |
1.0232 |
| PP |
1.0256 |
1.0218 |
| S1 |
1.0251 |
1.0205 |
|