CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0258 |
1.0250 |
-0.0008 |
-0.1% |
1.0101 |
High |
1.0282 |
1.0255 |
-0.0027 |
-0.3% |
1.0282 |
Low |
1.0241 |
1.0210 |
-0.0031 |
-0.3% |
1.0100 |
Close |
1.0246 |
1.0212 |
-0.0034 |
-0.3% |
1.0212 |
Range |
0.0041 |
0.0045 |
0.0004 |
9.8% |
0.0182 |
ATR |
0.0061 |
0.0060 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
39 |
190 |
151 |
387.2% |
300 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0361 |
1.0331 |
1.0237 |
|
R3 |
1.0316 |
1.0286 |
1.0224 |
|
R2 |
1.0271 |
1.0271 |
1.0220 |
|
R1 |
1.0241 |
1.0241 |
1.0216 |
1.0234 |
PP |
1.0226 |
1.0226 |
1.0226 |
1.0222 |
S1 |
1.0196 |
1.0196 |
1.0208 |
1.0189 |
S2 |
1.0181 |
1.0181 |
1.0204 |
|
S3 |
1.0136 |
1.0151 |
1.0200 |
|
S4 |
1.0091 |
1.0106 |
1.0187 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0744 |
1.0660 |
1.0312 |
|
R3 |
1.0562 |
1.0478 |
1.0262 |
|
R2 |
1.0380 |
1.0380 |
1.0245 |
|
R1 |
1.0296 |
1.0296 |
1.0229 |
1.0338 |
PP |
1.0198 |
1.0198 |
1.0198 |
1.0219 |
S1 |
1.0114 |
1.0114 |
1.0195 |
1.0156 |
S2 |
1.0016 |
1.0016 |
1.0179 |
|
S3 |
0.9834 |
0.9932 |
1.0162 |
|
S4 |
0.9652 |
0.9750 |
1.0112 |
|
|
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% |
0.0043 |
0.4% |
62% |
False |
False |
60 |
10 |
1.0282 |
1.0025 |
0.0257 |
2.5% |
0.0049 |
0.5% |
73% |
False |
False |
41 |
20 |
1.0318 |
1.0025 |
0.0293 |
2.9% |
0.0053 |
0.5% |
64% |
False |
False |
43 |
40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0040 |
0.4% |
44% |
False |
False |
33 |
60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0027 |
0.3% |
44% |
False |
False |
22 |
80 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0020 |
0.2% |
61% |
False |
False |
17 |
100 |
1.0470 |
0.9492 |
0.0978 |
9.6% |
0.0016 |
0.2% |
74% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0446 |
2.618 |
1.0373 |
1.618 |
1.0328 |
1.000 |
1.0300 |
0.618 |
1.0283 |
HIGH |
1.0255 |
0.618 |
1.0238 |
0.500 |
1.0233 |
0.382 |
1.0227 |
LOW |
1.0210 |
0.618 |
1.0182 |
1.000 |
1.0165 |
1.618 |
1.0137 |
2.618 |
1.0092 |
4.250 |
1.0019 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0233 |
1.0231 |
PP |
1.0226 |
1.0225 |
S1 |
1.0219 |
1.0218 |
|