CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0197 |
1.0164 |
-0.0033 |
-0.3% |
1.0101 |
| High |
1.0212 |
1.0164 |
-0.0048 |
-0.5% |
1.0282 |
| Low |
1.0183 |
1.0134 |
-0.0049 |
-0.5% |
1.0100 |
| Close |
1.0185 |
1.0144 |
-0.0041 |
-0.4% |
1.0212 |
| Range |
0.0029 |
0.0030 |
0.0001 |
3.4% |
0.0182 |
| ATR |
0.0058 |
0.0058 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
45 |
11 |
-34 |
-75.6% |
300 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0237 |
1.0221 |
1.0161 |
|
| R3 |
1.0207 |
1.0191 |
1.0152 |
|
| R2 |
1.0177 |
1.0177 |
1.0150 |
|
| R1 |
1.0161 |
1.0161 |
1.0147 |
1.0154 |
| PP |
1.0147 |
1.0147 |
1.0147 |
1.0144 |
| S1 |
1.0131 |
1.0131 |
1.0141 |
1.0124 |
| S2 |
1.0117 |
1.0117 |
1.0139 |
|
| S3 |
1.0087 |
1.0101 |
1.0136 |
|
| S4 |
1.0057 |
1.0071 |
1.0128 |
|
|
| 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 |
1.0134 |
0.0148 |
1.5% |
0.0046 |
0.5% |
7% |
False |
True |
65 |
| 10 |
1.0282 |
1.0060 |
0.0222 |
2.2% |
0.0048 |
0.5% |
38% |
False |
False |
42 |
| 20 |
1.0318 |
1.0025 |
0.0293 |
2.9% |
0.0053 |
0.5% |
41% |
False |
False |
43 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0041 |
0.4% |
29% |
False |
False |
34 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0028 |
0.3% |
29% |
False |
False |
23 |
| 80 |
1.0470 |
0.9934 |
0.0536 |
5.3% |
0.0021 |
0.2% |
39% |
False |
False |
18 |
| 100 |
1.0470 |
0.9536 |
0.0934 |
9.2% |
0.0017 |
0.2% |
65% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0292 |
|
2.618 |
1.0243 |
|
1.618 |
1.0213 |
|
1.000 |
1.0194 |
|
0.618 |
1.0183 |
|
HIGH |
1.0164 |
|
0.618 |
1.0153 |
|
0.500 |
1.0149 |
|
0.382 |
1.0145 |
|
LOW |
1.0134 |
|
0.618 |
1.0115 |
|
1.000 |
1.0104 |
|
1.618 |
1.0085 |
|
2.618 |
1.0055 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0195 |
| PP |
1.0147 |
1.0178 |
| S1 |
1.0146 |
1.0161 |
|