CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0289 |
1.0312 |
0.0023 |
0.2% |
1.0248 |
| High |
1.0334 |
1.0336 |
0.0002 |
0.0% |
1.0360 |
| Low |
1.0289 |
1.0301 |
0.0012 |
0.1% |
1.0245 |
| Close |
1.0326 |
1.0336 |
0.0010 |
0.1% |
1.0287 |
| Range |
0.0045 |
0.0035 |
-0.0010 |
-22.2% |
0.0115 |
| ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
189 |
52 |
-137 |
-72.5% |
295 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0429 |
1.0418 |
1.0355 |
|
| R3 |
1.0394 |
1.0383 |
1.0346 |
|
| R2 |
1.0359 |
1.0359 |
1.0342 |
|
| R1 |
1.0348 |
1.0348 |
1.0339 |
1.0354 |
| PP |
1.0324 |
1.0324 |
1.0324 |
1.0327 |
| S1 |
1.0313 |
1.0313 |
1.0333 |
1.0319 |
| S2 |
1.0289 |
1.0289 |
1.0330 |
|
| S3 |
1.0254 |
1.0278 |
1.0326 |
|
| S4 |
1.0219 |
1.0243 |
1.0317 |
|
|
| 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% |
0.0051 |
0.5% |
76% |
False |
False |
93 |
| 10 |
1.0360 |
1.0235 |
0.0125 |
1.2% |
0.0047 |
0.4% |
81% |
False |
False |
61 |
| 20 |
1.0360 |
1.0134 |
0.0226 |
2.2% |
0.0043 |
0.4% |
89% |
False |
False |
62 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.2% |
0.0048 |
0.5% |
93% |
False |
False |
49 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0038 |
0.4% |
71% |
False |
False |
38 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0029 |
0.3% |
71% |
False |
False |
29 |
| 100 |
1.0470 |
0.9780 |
0.0690 |
6.7% |
0.0023 |
0.2% |
81% |
False |
False |
23 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0019 |
0.2% |
86% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0485 |
|
2.618 |
1.0428 |
|
1.618 |
1.0393 |
|
1.000 |
1.0371 |
|
0.618 |
1.0358 |
|
HIGH |
1.0336 |
|
0.618 |
1.0323 |
|
0.500 |
1.0319 |
|
0.382 |
1.0314 |
|
LOW |
1.0301 |
|
0.618 |
1.0279 |
|
1.000 |
1.0266 |
|
1.618 |
1.0244 |
|
2.618 |
1.0209 |
|
4.250 |
1.0152 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0330 |
1.0324 |
| PP |
1.0324 |
1.0311 |
| S1 |
1.0319 |
1.0299 |
|