CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 12-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2012 |
12-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0289 |
-0.0021 |
-0.2% |
1.0248 |
| High |
1.0320 |
1.0334 |
0.0014 |
0.1% |
1.0360 |
| Low |
1.0261 |
1.0289 |
0.0028 |
0.3% |
1.0245 |
| Close |
1.0287 |
1.0326 |
0.0039 |
0.4% |
1.0287 |
| Range |
0.0059 |
0.0045 |
-0.0014 |
-23.7% |
0.0115 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
79 |
189 |
110 |
139.2% |
295 |
|
| Daily Pivots for day following 12-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0451 |
1.0434 |
1.0351 |
|
| R3 |
1.0406 |
1.0389 |
1.0338 |
|
| R2 |
1.0361 |
1.0361 |
1.0334 |
|
| R1 |
1.0344 |
1.0344 |
1.0330 |
1.0353 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0321 |
| S1 |
1.0299 |
1.0299 |
1.0322 |
1.0308 |
| S2 |
1.0271 |
1.0271 |
1.0318 |
|
| S3 |
1.0226 |
1.0254 |
1.0314 |
|
| S4 |
1.0181 |
1.0209 |
1.0301 |
|
|
| 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 |
1.0261 |
0.0099 |
1.0% |
0.0055 |
0.5% |
66% |
False |
False |
84 |
| 10 |
1.0360 |
1.0235 |
0.0125 |
1.2% |
0.0043 |
0.4% |
73% |
False |
False |
58 |
| 20 |
1.0360 |
1.0127 |
0.0233 |
2.3% |
0.0043 |
0.4% |
85% |
False |
False |
60 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.2% |
0.0049 |
0.5% |
90% |
False |
False |
50 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0038 |
0.4% |
69% |
False |
False |
38 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0028 |
0.3% |
69% |
False |
False |
28 |
| 100 |
1.0470 |
0.9780 |
0.0690 |
6.7% |
0.0023 |
0.2% |
79% |
False |
False |
23 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0019 |
0.2% |
85% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0525 |
|
2.618 |
1.0452 |
|
1.618 |
1.0407 |
|
1.000 |
1.0379 |
|
0.618 |
1.0362 |
|
HIGH |
1.0334 |
|
0.618 |
1.0317 |
|
0.500 |
1.0312 |
|
0.382 |
1.0306 |
|
LOW |
1.0289 |
|
0.618 |
1.0261 |
|
1.000 |
1.0244 |
|
1.618 |
1.0216 |
|
2.618 |
1.0171 |
|
4.250 |
1.0098 |
|
|
| Fisher Pivots for day following 12-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0321 |
1.0319 |
| PP |
1.0316 |
1.0312 |
| S1 |
1.0312 |
1.0305 |
|