CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0297 |
0.0037 |
0.4% |
1.0245 |
| High |
1.0313 |
1.0297 |
-0.0016 |
-0.2% |
1.0313 |
| Low |
1.0254 |
1.0235 |
-0.0019 |
-0.2% |
1.0224 |
| Close |
1.0291 |
1.0235 |
-0.0056 |
-0.5% |
1.0235 |
| Range |
0.0059 |
0.0062 |
0.0003 |
5.1% |
0.0089 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.5% |
0.0000 |
| Volume |
19 |
59 |
40 |
210.5% |
133 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0400 |
1.0269 |
|
| R3 |
1.0380 |
1.0338 |
1.0252 |
|
| R2 |
1.0318 |
1.0318 |
1.0246 |
|
| R1 |
1.0276 |
1.0276 |
1.0241 |
1.0266 |
| PP |
1.0256 |
1.0256 |
1.0256 |
1.0251 |
| S1 |
1.0214 |
1.0214 |
1.0229 |
1.0204 |
| S2 |
1.0194 |
1.0194 |
1.0224 |
|
| S3 |
1.0132 |
1.0152 |
1.0218 |
|
| S4 |
1.0070 |
1.0090 |
1.0201 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0469 |
1.0284 |
|
| R3 |
1.0435 |
1.0380 |
1.0259 |
|
| R2 |
1.0346 |
1.0346 |
1.0251 |
|
| R1 |
1.0291 |
1.0291 |
1.0243 |
1.0274 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0249 |
| S1 |
1.0202 |
1.0202 |
1.0227 |
1.0185 |
| S2 |
1.0168 |
1.0168 |
1.0219 |
|
| S3 |
1.0079 |
1.0113 |
1.0211 |
|
| S4 |
0.9990 |
1.0024 |
1.0186 |
|
|
| 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% |
0.0034 |
0.3% |
12% |
False |
False |
26 |
| 10 |
1.0313 |
1.0134 |
0.0179 |
1.7% |
0.0038 |
0.4% |
56% |
False |
False |
45 |
| 20 |
1.0313 |
1.0025 |
0.0288 |
2.8% |
0.0043 |
0.4% |
73% |
False |
False |
43 |
| 40 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0047 |
0.5% |
47% |
False |
False |
44 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0033 |
0.3% |
49% |
False |
False |
30 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0025 |
0.2% |
49% |
False |
False |
22 |
| 100 |
1.0470 |
0.9763 |
0.0707 |
6.9% |
0.0020 |
0.2% |
67% |
False |
False |
18 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.6% |
0.0017 |
0.2% |
76% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0459 |
|
1.618 |
1.0397 |
|
1.000 |
1.0359 |
|
0.618 |
1.0335 |
|
HIGH |
1.0297 |
|
0.618 |
1.0273 |
|
0.500 |
1.0266 |
|
0.382 |
1.0259 |
|
LOW |
1.0235 |
|
0.618 |
1.0197 |
|
1.000 |
1.0173 |
|
1.618 |
1.0135 |
|
2.618 |
1.0073 |
|
4.250 |
0.9972 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0274 |
| PP |
1.0256 |
1.0261 |
| S1 |
1.0245 |
1.0248 |
|