CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0144 |
-0.0020 |
-0.2% |
1.0101 |
| High |
1.0164 |
1.0230 |
0.0066 |
0.6% |
1.0282 |
| Low |
1.0134 |
1.0144 |
0.0010 |
0.1% |
1.0100 |
| Close |
1.0144 |
1.0229 |
0.0085 |
0.8% |
1.0212 |
| Range |
0.0030 |
0.0086 |
0.0056 |
186.7% |
0.0182 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.5% |
0.0000 |
| Volume |
11 |
207 |
196 |
1,781.8% |
300 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0430 |
1.0276 |
|
| R3 |
1.0373 |
1.0344 |
1.0253 |
|
| R2 |
1.0287 |
1.0287 |
1.0245 |
|
| R1 |
1.0258 |
1.0258 |
1.0237 |
1.0273 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0208 |
| S1 |
1.0172 |
1.0172 |
1.0221 |
1.0187 |
| S2 |
1.0115 |
1.0115 |
1.0213 |
|
| S3 |
1.0029 |
1.0086 |
1.0205 |
|
| S4 |
0.9943 |
1.0000 |
1.0182 |
|
|
| 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 |
1.4% |
0.0046 |
0.5% |
64% |
False |
False |
98 |
| 10 |
1.0282 |
1.0085 |
0.0197 |
1.9% |
0.0049 |
0.5% |
73% |
False |
False |
62 |
| 20 |
1.0318 |
1.0025 |
0.0293 |
2.9% |
0.0056 |
0.5% |
70% |
False |
False |
47 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0043 |
0.4% |
48% |
False |
False |
40 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0029 |
0.3% |
48% |
False |
False |
27 |
| 80 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0022 |
0.2% |
55% |
False |
False |
20 |
| 100 |
1.0470 |
0.9545 |
0.0925 |
9.0% |
0.0018 |
0.2% |
74% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0596 |
|
2.618 |
1.0455 |
|
1.618 |
1.0369 |
|
1.000 |
1.0316 |
|
0.618 |
1.0283 |
|
HIGH |
1.0230 |
|
0.618 |
1.0197 |
|
0.500 |
1.0187 |
|
0.382 |
1.0177 |
|
LOW |
1.0144 |
|
0.618 |
1.0091 |
|
1.000 |
1.0058 |
|
1.618 |
1.0005 |
|
2.618 |
0.9919 |
|
4.250 |
0.9779 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0215 |
1.0213 |
| PP |
1.0201 |
1.0198 |
| S1 |
1.0187 |
1.0182 |
|