CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0256 |
-0.0071 |
-0.7% |
1.0248 |
| High |
1.0348 |
1.0271 |
-0.0077 |
-0.7% |
1.0360 |
| Low |
1.0270 |
1.0212 |
-0.0058 |
-0.6% |
1.0245 |
| Close |
1.0281 |
1.0231 |
-0.0050 |
-0.5% |
1.0287 |
| Range |
0.0078 |
0.0059 |
-0.0019 |
-24.4% |
0.0115 |
| ATR |
0.0053 |
0.0054 |
0.0001 |
2.2% |
0.0000 |
| Volume |
27 |
201 |
174 |
644.4% |
295 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0382 |
1.0263 |
|
| R3 |
1.0356 |
1.0323 |
1.0247 |
|
| R2 |
1.0297 |
1.0297 |
1.0242 |
|
| R1 |
1.0264 |
1.0264 |
1.0236 |
1.0251 |
| PP |
1.0238 |
1.0238 |
1.0238 |
1.0232 |
| S1 |
1.0205 |
1.0205 |
1.0226 |
1.0192 |
| S2 |
1.0179 |
1.0179 |
1.0220 |
|
| S3 |
1.0120 |
1.0146 |
1.0215 |
|
| S4 |
1.0061 |
1.0087 |
1.0199 |
|
|
| 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 |
1.0212 |
0.0136 |
1.3% |
0.0055 |
0.5% |
14% |
False |
True |
109 |
| 10 |
1.0360 |
1.0212 |
0.0148 |
1.4% |
0.0052 |
0.5% |
13% |
False |
True |
82 |
| 20 |
1.0360 |
1.0134 |
0.0226 |
2.2% |
0.0044 |
0.4% |
43% |
False |
False |
70 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.3% |
0.0049 |
0.5% |
61% |
False |
False |
52 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0040 |
0.4% |
48% |
False |
False |
42 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0030 |
0.3% |
48% |
False |
False |
32 |
| 100 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0024 |
0.2% |
64% |
False |
False |
26 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.6% |
0.0020 |
0.2% |
76% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0522 |
|
2.618 |
1.0425 |
|
1.618 |
1.0366 |
|
1.000 |
1.0330 |
|
0.618 |
1.0307 |
|
HIGH |
1.0271 |
|
0.618 |
1.0248 |
|
0.500 |
1.0242 |
|
0.382 |
1.0235 |
|
LOW |
1.0212 |
|
0.618 |
1.0176 |
|
1.000 |
1.0153 |
|
1.618 |
1.0117 |
|
2.618 |
1.0058 |
|
4.250 |
0.9961 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0242 |
1.0280 |
| PP |
1.0238 |
1.0264 |
| S1 |
1.0235 |
1.0247 |
|