CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0296 |
1.0310 |
0.0014 |
0.1% |
1.0248 |
| High |
1.0348 |
1.0320 |
-0.0028 |
-0.3% |
1.0360 |
| Low |
1.0296 |
1.0261 |
-0.0035 |
-0.3% |
1.0245 |
| Close |
1.0306 |
1.0287 |
-0.0019 |
-0.2% |
1.0287 |
| Range |
0.0052 |
0.0059 |
0.0007 |
13.5% |
0.0115 |
| ATR |
0.0052 |
0.0053 |
0.0000 |
0.9% |
0.0000 |
| Volume |
48 |
79 |
31 |
64.6% |
295 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0436 |
1.0319 |
|
| R3 |
1.0407 |
1.0377 |
1.0303 |
|
| R2 |
1.0348 |
1.0348 |
1.0298 |
|
| R1 |
1.0318 |
1.0318 |
1.0292 |
1.0304 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0282 |
| S1 |
1.0259 |
1.0259 |
1.0282 |
1.0245 |
| S2 |
1.0230 |
1.0230 |
1.0276 |
|
| S3 |
1.0171 |
1.0200 |
1.0271 |
|
| S4 |
1.0112 |
1.0141 |
1.0255 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0642 |
1.0580 |
1.0350 |
|
| R3 |
1.0527 |
1.0465 |
1.0319 |
|
| R2 |
1.0412 |
1.0412 |
1.0308 |
|
| R1 |
1.0350 |
1.0350 |
1.0298 |
1.0381 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0313 |
| S1 |
1.0235 |
1.0235 |
1.0276 |
1.0266 |
| S2 |
1.0182 |
1.0182 |
1.0266 |
|
| S3 |
1.0067 |
1.0120 |
1.0255 |
|
| S4 |
0.9952 |
1.0005 |
1.0224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0360 |
1.0245 |
0.0115 |
1.1% |
0.0048 |
0.5% |
37% |
False |
False |
59 |
| 10 |
1.0360 |
1.0224 |
0.0136 |
1.3% |
0.0041 |
0.4% |
46% |
False |
False |
42 |
| 20 |
1.0360 |
1.0100 |
0.0260 |
2.5% |
0.0042 |
0.4% |
72% |
False |
False |
52 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.3% |
0.0049 |
0.5% |
78% |
False |
False |
50 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0037 |
0.4% |
60% |
False |
False |
34 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0028 |
0.3% |
60% |
False |
False |
26 |
| 100 |
1.0470 |
0.9780 |
0.0690 |
6.7% |
0.0022 |
0.2% |
73% |
False |
False |
21 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0019 |
0.2% |
81% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0571 |
|
2.618 |
1.0474 |
|
1.618 |
1.0415 |
|
1.000 |
1.0379 |
|
0.618 |
1.0356 |
|
HIGH |
1.0320 |
|
0.618 |
1.0297 |
|
0.500 |
1.0291 |
|
0.382 |
1.0284 |
|
LOW |
1.0261 |
|
0.618 |
1.0225 |
|
1.000 |
1.0202 |
|
1.618 |
1.0166 |
|
2.618 |
1.0107 |
|
4.250 |
1.0010 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0311 |
| PP |
1.0289 |
1.0303 |
| S1 |
1.0288 |
1.0295 |
|