CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0259 |
1.0266 |
0.0007 |
0.1% |
1.0197 |
| High |
1.0259 |
1.0275 |
0.0016 |
0.2% |
1.0274 |
| Low |
1.0259 |
1.0249 |
-0.0010 |
-0.1% |
1.0134 |
| Close |
1.0259 |
1.0268 |
0.0009 |
0.1% |
1.0251 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0140 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
18 |
1 |
-17 |
-94.4% |
321 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0331 |
1.0282 |
|
| R3 |
1.0316 |
1.0305 |
1.0275 |
|
| R2 |
1.0290 |
1.0290 |
1.0273 |
|
| R1 |
1.0279 |
1.0279 |
1.0270 |
1.0285 |
| PP |
1.0264 |
1.0264 |
1.0264 |
1.0267 |
| S1 |
1.0253 |
1.0253 |
1.0266 |
1.0259 |
| S2 |
1.0238 |
1.0238 |
1.0263 |
|
| S3 |
1.0212 |
1.0227 |
1.0261 |
|
| S4 |
1.0186 |
1.0201 |
1.0254 |
|
|
| 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 |
1.0275 |
1.0224 |
0.0051 |
0.5% |
0.0023 |
0.2% |
86% |
True |
False |
22 |
| 10 |
1.0282 |
1.0134 |
0.0148 |
1.4% |
0.0034 |
0.3% |
91% |
False |
False |
60 |
| 20 |
1.0282 |
1.0025 |
0.0257 |
2.5% |
0.0044 |
0.4% |
95% |
False |
False |
42 |
| 40 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0044 |
0.4% |
55% |
False |
False |
42 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0031 |
0.3% |
56% |
False |
False |
28 |
| 80 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0023 |
0.2% |
62% |
False |
False |
21 |
| 100 |
1.0470 |
0.9727 |
0.0743 |
7.2% |
0.0019 |
0.2% |
73% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0343 |
|
1.618 |
1.0317 |
|
1.000 |
1.0301 |
|
0.618 |
1.0291 |
|
HIGH |
1.0275 |
|
0.618 |
1.0265 |
|
0.500 |
1.0262 |
|
0.382 |
1.0259 |
|
LOW |
1.0249 |
|
0.618 |
1.0233 |
|
1.000 |
1.0223 |
|
1.618 |
1.0207 |
|
2.618 |
1.0181 |
|
4.250 |
1.0139 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0262 |
| PP |
1.0264 |
1.0256 |
| S1 |
1.0262 |
1.0250 |
|