CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0241 |
1.0245 |
0.0004 |
0.0% |
1.0197 |
| High |
1.0260 |
1.0245 |
-0.0015 |
-0.1% |
1.0274 |
| Low |
1.0241 |
1.0224 |
-0.0017 |
-0.2% |
1.0134 |
| Close |
1.0251 |
1.0224 |
-0.0027 |
-0.3% |
1.0251 |
| Range |
0.0019 |
0.0021 |
0.0002 |
10.5% |
0.0140 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
24 |
36 |
12 |
50.0% |
321 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0280 |
1.0236 |
|
| R3 |
1.0273 |
1.0259 |
1.0230 |
|
| R2 |
1.0252 |
1.0252 |
1.0228 |
|
| R1 |
1.0238 |
1.0238 |
1.0226 |
1.0235 |
| PP |
1.0231 |
1.0231 |
1.0231 |
1.0229 |
| S1 |
1.0217 |
1.0217 |
1.0222 |
1.0214 |
| S2 |
1.0210 |
1.0210 |
1.0220 |
|
| S3 |
1.0189 |
1.0196 |
1.0218 |
|
| S4 |
1.0168 |
1.0175 |
1.0212 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0585 |
1.0328 |
|
| R3 |
1.0500 |
1.0445 |
1.0290 |
|
| R2 |
1.0360 |
1.0360 |
1.0277 |
|
| R1 |
1.0305 |
1.0305 |
1.0264 |
1.0333 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0233 |
| S1 |
1.0165 |
1.0165 |
1.0238 |
1.0193 |
| S2 |
1.0080 |
1.0080 |
1.0225 |
|
| S3 |
0.9940 |
1.0025 |
1.0213 |
|
| S4 |
0.9800 |
0.9885 |
1.0174 |
|
|
| 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% |
0.0041 |
0.4% |
64% |
False |
False |
62 |
| 10 |
1.0282 |
1.0127 |
0.0155 |
1.5% |
0.0043 |
0.4% |
63% |
False |
False |
63 |
| 20 |
1.0282 |
1.0025 |
0.0257 |
2.5% |
0.0049 |
0.5% |
77% |
False |
False |
46 |
| 40 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0045 |
0.4% |
47% |
False |
False |
42 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0030 |
0.3% |
47% |
False |
False |
28 |
| 80 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0023 |
0.2% |
54% |
False |
False |
21 |
| 100 |
1.0470 |
0.9677 |
0.0793 |
7.8% |
0.0018 |
0.2% |
69% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0334 |
|
2.618 |
1.0300 |
|
1.618 |
1.0279 |
|
1.000 |
1.0266 |
|
0.618 |
1.0258 |
|
HIGH |
1.0245 |
|
0.618 |
1.0237 |
|
0.500 |
1.0235 |
|
0.382 |
1.0232 |
|
LOW |
1.0224 |
|
0.618 |
1.0211 |
|
1.000 |
1.0203 |
|
1.618 |
1.0190 |
|
2.618 |
1.0169 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0249 |
| PP |
1.0231 |
1.0241 |
| S1 |
1.0228 |
1.0232 |
|