CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0312 |
1.0327 |
0.0015 |
0.1% |
1.0248 |
| High |
1.0336 |
1.0348 |
0.0012 |
0.1% |
1.0360 |
| Low |
1.0301 |
1.0270 |
-0.0031 |
-0.3% |
1.0245 |
| Close |
1.0336 |
1.0281 |
-0.0055 |
-0.5% |
1.0287 |
| Range |
0.0035 |
0.0078 |
0.0043 |
122.9% |
0.0115 |
| ATR |
0.0051 |
0.0053 |
0.0002 |
3.8% |
0.0000 |
| Volume |
52 |
27 |
-25 |
-48.1% |
295 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0534 |
1.0485 |
1.0324 |
|
| R3 |
1.0456 |
1.0407 |
1.0302 |
|
| R2 |
1.0378 |
1.0378 |
1.0295 |
|
| R1 |
1.0329 |
1.0329 |
1.0288 |
1.0315 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0292 |
| S1 |
1.0251 |
1.0251 |
1.0274 |
1.0237 |
| S2 |
1.0222 |
1.0222 |
1.0267 |
|
| S3 |
1.0144 |
1.0173 |
1.0260 |
|
| S4 |
1.0066 |
1.0095 |
1.0238 |
|
|
| 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 |
1.0348 |
1.0261 |
0.0087 |
0.8% |
0.0054 |
0.5% |
23% |
True |
False |
79 |
| 10 |
1.0360 |
1.0235 |
0.0125 |
1.2% |
0.0052 |
0.5% |
37% |
False |
False |
64 |
| 20 |
1.0360 |
1.0134 |
0.0226 |
2.2% |
0.0043 |
0.4% |
65% |
False |
False |
62 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.3% |
0.0049 |
0.5% |
76% |
False |
False |
47 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0039 |
0.4% |
59% |
False |
False |
39 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0030 |
0.3% |
59% |
False |
False |
29 |
| 100 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0024 |
0.2% |
72% |
False |
False |
24 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0020 |
0.2% |
81% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0680 |
|
2.618 |
1.0552 |
|
1.618 |
1.0474 |
|
1.000 |
1.0426 |
|
0.618 |
1.0396 |
|
HIGH |
1.0348 |
|
0.618 |
1.0318 |
|
0.500 |
1.0309 |
|
0.382 |
1.0300 |
|
LOW |
1.0270 |
|
0.618 |
1.0222 |
|
1.000 |
1.0192 |
|
1.618 |
1.0144 |
|
2.618 |
1.0066 |
|
4.250 |
0.9939 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0309 |
| PP |
1.0300 |
1.0300 |
| S1 |
1.0290 |
1.0290 |
|