CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0306 |
0.0035 |
0.3% |
1.0245 |
| High |
1.0327 |
1.0360 |
0.0033 |
0.3% |
1.0313 |
| Low |
1.0271 |
1.0298 |
0.0027 |
0.3% |
1.0224 |
| Close |
1.0327 |
1.0307 |
-0.0020 |
-0.2% |
1.0235 |
| Range |
0.0056 |
0.0062 |
0.0006 |
10.7% |
0.0089 |
| ATR |
0.0051 |
0.0052 |
0.0001 |
1.5% |
0.0000 |
| Volume |
10 |
98 |
88 |
880.0% |
133 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0469 |
1.0341 |
|
| R3 |
1.0446 |
1.0407 |
1.0324 |
|
| R2 |
1.0384 |
1.0384 |
1.0318 |
|
| R1 |
1.0345 |
1.0345 |
1.0313 |
1.0365 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0331 |
| S1 |
1.0283 |
1.0283 |
1.0301 |
1.0303 |
| S2 |
1.0260 |
1.0260 |
1.0296 |
|
| S3 |
1.0198 |
1.0221 |
1.0290 |
|
| S4 |
1.0136 |
1.0159 |
1.0273 |
|
|
| 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 |
1.0360 |
1.0235 |
0.0125 |
1.2% |
0.0050 |
0.5% |
58% |
True |
False |
49 |
| 10 |
1.0360 |
1.0224 |
0.0136 |
1.3% |
0.0036 |
0.4% |
61% |
True |
False |
35 |
| 20 |
1.0360 |
1.0085 |
0.0275 |
2.7% |
0.0042 |
0.4% |
81% |
True |
False |
49 |
| 40 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0050 |
0.5% |
63% |
False |
False |
48 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0035 |
0.3% |
65% |
False |
False |
32 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0026 |
0.3% |
65% |
False |
False |
24 |
| 100 |
1.0470 |
0.9780 |
0.0690 |
6.7% |
0.0021 |
0.2% |
76% |
False |
False |
20 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0018 |
0.2% |
83% |
False |
False |
17 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0624 |
|
2.618 |
1.0522 |
|
1.618 |
1.0460 |
|
1.000 |
1.0422 |
|
0.618 |
1.0398 |
|
HIGH |
1.0360 |
|
0.618 |
1.0336 |
|
0.500 |
1.0329 |
|
0.382 |
1.0322 |
|
LOW |
1.0298 |
|
0.618 |
1.0260 |
|
1.000 |
1.0236 |
|
1.618 |
1.0198 |
|
2.618 |
1.0136 |
|
4.250 |
1.0035 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0306 |
| PP |
1.0322 |
1.0304 |
| S1 |
1.0314 |
1.0303 |
|