CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0266 |
1.0260 |
-0.0006 |
-0.1% |
1.0197 |
| High |
1.0275 |
1.0313 |
0.0038 |
0.4% |
1.0274 |
| Low |
1.0249 |
1.0254 |
0.0005 |
0.0% |
1.0134 |
| Close |
1.0268 |
1.0291 |
0.0023 |
0.2% |
1.0251 |
| Range |
0.0026 |
0.0059 |
0.0033 |
126.9% |
0.0140 |
| ATR |
0.0051 |
0.0051 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1 |
19 |
18 |
1,800.0% |
321 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0436 |
1.0323 |
|
| R3 |
1.0404 |
1.0377 |
1.0307 |
|
| R2 |
1.0345 |
1.0345 |
1.0302 |
|
| R1 |
1.0318 |
1.0318 |
1.0296 |
1.0332 |
| PP |
1.0286 |
1.0286 |
1.0286 |
1.0293 |
| S1 |
1.0259 |
1.0259 |
1.0286 |
1.0273 |
| S2 |
1.0227 |
1.0227 |
1.0280 |
|
| S3 |
1.0168 |
1.0200 |
1.0275 |
|
| S4 |
1.0109 |
1.0141 |
1.0259 |
|
|
| 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 |
1.0313 |
1.0224 |
0.0089 |
0.9% |
0.0025 |
0.2% |
75% |
True |
False |
19 |
| 10 |
1.0313 |
1.0134 |
0.0179 |
1.7% |
0.0036 |
0.4% |
88% |
True |
False |
58 |
| 20 |
1.0313 |
1.0025 |
0.0288 |
2.8% |
0.0045 |
0.4% |
92% |
True |
False |
41 |
| 40 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0045 |
0.4% |
60% |
False |
False |
43 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0032 |
0.3% |
61% |
False |
False |
29 |
| 80 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0024 |
0.2% |
67% |
False |
False |
22 |
| 100 |
1.0470 |
0.9745 |
0.0725 |
7.0% |
0.0019 |
0.2% |
75% |
False |
False |
18 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0016 |
0.2% |
82% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0564 |
|
2.618 |
1.0467 |
|
1.618 |
1.0408 |
|
1.000 |
1.0372 |
|
0.618 |
1.0349 |
|
HIGH |
1.0313 |
|
0.618 |
1.0290 |
|
0.500 |
1.0284 |
|
0.382 |
1.0277 |
|
LOW |
1.0254 |
|
0.618 |
1.0218 |
|
1.000 |
1.0195 |
|
1.618 |
1.0159 |
|
2.618 |
1.0100 |
|
4.250 |
1.0003 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0288 |
| PP |
1.0286 |
1.0284 |
| S1 |
1.0284 |
1.0281 |
|