CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0236 |
0.0092 |
0.9% |
1.0101 |
| High |
1.0230 |
1.0274 |
0.0044 |
0.4% |
1.0282 |
| Low |
1.0144 |
1.0227 |
0.0083 |
0.8% |
1.0100 |
| Close |
1.0229 |
1.0249 |
0.0020 |
0.2% |
1.0212 |
| Range |
0.0086 |
0.0047 |
-0.0039 |
-45.3% |
0.0182 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
207 |
34 |
-173 |
-83.6% |
300 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0367 |
1.0275 |
|
| R3 |
1.0344 |
1.0320 |
1.0262 |
|
| R2 |
1.0297 |
1.0297 |
1.0258 |
|
| R1 |
1.0273 |
1.0273 |
1.0253 |
1.0285 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0256 |
| S1 |
1.0226 |
1.0226 |
1.0245 |
1.0238 |
| S2 |
1.0203 |
1.0203 |
1.0240 |
|
| S3 |
1.0156 |
1.0179 |
1.0236 |
|
| S4 |
1.0109 |
1.0132 |
1.0223 |
|
|
| 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 |
1.0274 |
1.0134 |
0.0140 |
1.4% |
0.0047 |
0.5% |
82% |
True |
False |
97 |
| 10 |
1.0282 |
1.0100 |
0.0182 |
1.8% |
0.0046 |
0.4% |
82% |
False |
False |
62 |
| 20 |
1.0318 |
1.0025 |
0.0293 |
2.9% |
0.0054 |
0.5% |
76% |
False |
False |
47 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0044 |
0.4% |
52% |
False |
False |
40 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0030 |
0.3% |
52% |
False |
False |
27 |
| 80 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0022 |
0.2% |
59% |
False |
False |
21 |
| 100 |
1.0470 |
0.9677 |
0.0793 |
7.7% |
0.0018 |
0.2% |
72% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0474 |
|
2.618 |
1.0397 |
|
1.618 |
1.0350 |
|
1.000 |
1.0321 |
|
0.618 |
1.0303 |
|
HIGH |
1.0274 |
|
0.618 |
1.0256 |
|
0.500 |
1.0251 |
|
0.382 |
1.0245 |
|
LOW |
1.0227 |
|
0.618 |
1.0198 |
|
1.000 |
1.0180 |
|
1.618 |
1.0151 |
|
2.618 |
1.0104 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0234 |
| PP |
1.0250 |
1.0219 |
| S1 |
1.0250 |
1.0204 |
|