CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0248 |
1.0271 |
0.0023 |
0.2% |
1.0245 |
| High |
1.0254 |
1.0327 |
0.0073 |
0.7% |
1.0313 |
| Low |
1.0245 |
1.0271 |
0.0026 |
0.3% |
1.0224 |
| Close |
1.0252 |
1.0327 |
0.0075 |
0.7% |
1.0235 |
| Range |
0.0009 |
0.0056 |
0.0047 |
522.2% |
0.0089 |
| ATR |
0.0050 |
0.0051 |
0.0002 |
3.7% |
0.0000 |
| Volume |
60 |
10 |
-50 |
-83.3% |
133 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0476 |
1.0458 |
1.0358 |
|
| R3 |
1.0420 |
1.0402 |
1.0342 |
|
| R2 |
1.0364 |
1.0364 |
1.0337 |
|
| R1 |
1.0346 |
1.0346 |
1.0332 |
1.0355 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0313 |
| S1 |
1.0290 |
1.0290 |
1.0322 |
1.0299 |
| S2 |
1.0252 |
1.0252 |
1.0317 |
|
| S3 |
1.0196 |
1.0234 |
1.0312 |
|
| S4 |
1.0140 |
1.0178 |
1.0296 |
|
|
| 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 |
1.0327 |
1.0235 |
0.0092 |
0.9% |
0.0042 |
0.4% |
100% |
True |
False |
29 |
| 10 |
1.0327 |
1.0144 |
0.0183 |
1.8% |
0.0039 |
0.4% |
100% |
True |
False |
46 |
| 20 |
1.0327 |
1.0060 |
0.0267 |
2.6% |
0.0043 |
0.4% |
100% |
True |
False |
44 |
| 40 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0049 |
0.5% |
68% |
False |
False |
46 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0034 |
0.3% |
69% |
False |
False |
31 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0026 |
0.2% |
69% |
False |
False |
23 |
| 100 |
1.0470 |
0.9780 |
0.0690 |
6.7% |
0.0020 |
0.2% |
79% |
False |
False |
19 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0017 |
0.2% |
85% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0565 |
|
2.618 |
1.0474 |
|
1.618 |
1.0418 |
|
1.000 |
1.0383 |
|
0.618 |
1.0362 |
|
HIGH |
1.0327 |
|
0.618 |
1.0306 |
|
0.500 |
1.0299 |
|
0.382 |
1.0292 |
|
LOW |
1.0271 |
|
0.618 |
1.0236 |
|
1.000 |
1.0215 |
|
1.618 |
1.0180 |
|
2.618 |
1.0124 |
|
4.250 |
1.0033 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0318 |
1.0312 |
| PP |
1.0308 |
1.0296 |
| S1 |
1.0299 |
1.0281 |
|