CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0197 |
-0.0053 |
-0.5% |
1.0101 |
| High |
1.0255 |
1.0212 |
-0.0043 |
-0.4% |
1.0282 |
| Low |
1.0210 |
1.0183 |
-0.0027 |
-0.3% |
1.0100 |
| Close |
1.0212 |
1.0185 |
-0.0027 |
-0.3% |
1.0212 |
| Range |
0.0045 |
0.0029 |
-0.0016 |
-35.6% |
0.0182 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
190 |
45 |
-145 |
-76.3% |
300 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0280 |
1.0262 |
1.0201 |
|
| R3 |
1.0251 |
1.0233 |
1.0193 |
|
| R2 |
1.0222 |
1.0222 |
1.0190 |
|
| R1 |
1.0204 |
1.0204 |
1.0188 |
1.0199 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0191 |
| S1 |
1.0175 |
1.0175 |
1.0182 |
1.0170 |
| S2 |
1.0164 |
1.0164 |
1.0180 |
|
| S3 |
1.0135 |
1.0146 |
1.0177 |
|
| S4 |
1.0106 |
1.0117 |
1.0169 |
|
|
| 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 |
1.0127 |
0.0155 |
1.5% |
0.0045 |
0.4% |
37% |
False |
False |
64 |
| 10 |
1.0282 |
1.0060 |
0.0222 |
2.2% |
0.0045 |
0.4% |
56% |
False |
False |
41 |
| 20 |
1.0318 |
1.0025 |
0.0293 |
2.9% |
0.0054 |
0.5% |
55% |
False |
False |
43 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0041 |
0.4% |
38% |
False |
False |
34 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0027 |
0.3% |
38% |
False |
False |
23 |
| 80 |
1.0470 |
0.9934 |
0.0536 |
5.3% |
0.0020 |
0.2% |
47% |
False |
False |
17 |
| 100 |
1.0470 |
0.9492 |
0.0978 |
9.6% |
0.0016 |
0.2% |
71% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0335 |
|
2.618 |
1.0288 |
|
1.618 |
1.0259 |
|
1.000 |
1.0241 |
|
0.618 |
1.0230 |
|
HIGH |
1.0212 |
|
0.618 |
1.0201 |
|
0.500 |
1.0198 |
|
0.382 |
1.0194 |
|
LOW |
1.0183 |
|
0.618 |
1.0165 |
|
1.000 |
1.0154 |
|
1.618 |
1.0136 |
|
2.618 |
1.0107 |
|
4.250 |
1.0060 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0233 |
| PP |
1.0193 |
1.0217 |
| S1 |
1.0189 |
1.0201 |
|