CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0256 |
1.0240 |
-0.0016 |
-0.2% |
1.0289 |
| High |
1.0271 |
1.0246 |
-0.0025 |
-0.2% |
1.0348 |
| Low |
1.0212 |
1.0203 |
-0.0009 |
-0.1% |
1.0203 |
| Close |
1.0231 |
1.0235 |
0.0004 |
0.0% |
1.0235 |
| Range |
0.0059 |
0.0043 |
-0.0016 |
-27.1% |
0.0145 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
201 |
257 |
56 |
27.9% |
726 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0339 |
1.0259 |
|
| R3 |
1.0314 |
1.0296 |
1.0247 |
|
| R2 |
1.0271 |
1.0271 |
1.0243 |
|
| R1 |
1.0253 |
1.0253 |
1.0239 |
1.0241 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0222 |
| S1 |
1.0210 |
1.0210 |
1.0231 |
1.0198 |
| S2 |
1.0185 |
1.0185 |
1.0227 |
|
| S3 |
1.0142 |
1.0167 |
1.0223 |
|
| S4 |
1.0099 |
1.0124 |
1.0211 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0611 |
1.0315 |
|
| R3 |
1.0552 |
1.0466 |
1.0275 |
|
| R2 |
1.0407 |
1.0407 |
1.0262 |
|
| R1 |
1.0321 |
1.0321 |
1.0248 |
1.0292 |
| PP |
1.0262 |
1.0262 |
1.0262 |
1.0247 |
| S1 |
1.0176 |
1.0176 |
1.0222 |
1.0147 |
| S2 |
1.0117 |
1.0117 |
1.0208 |
|
| S3 |
0.9972 |
1.0031 |
1.0195 |
|
| S4 |
0.9827 |
0.9886 |
1.0155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0348 |
1.0203 |
0.0145 |
1.4% |
0.0052 |
0.5% |
22% |
False |
True |
145 |
| 10 |
1.0360 |
1.0203 |
0.0157 |
1.5% |
0.0050 |
0.5% |
20% |
False |
True |
102 |
| 20 |
1.0360 |
1.0134 |
0.0226 |
2.2% |
0.0044 |
0.4% |
45% |
False |
False |
73 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.3% |
0.0048 |
0.5% |
63% |
False |
False |
58 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0041 |
0.4% |
49% |
False |
False |
46 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0031 |
0.3% |
49% |
False |
False |
35 |
| 100 |
1.0470 |
0.9802 |
0.0668 |
6.5% |
0.0025 |
0.2% |
65% |
False |
False |
28 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.6% |
0.0021 |
0.2% |
76% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0429 |
|
2.618 |
1.0359 |
|
1.618 |
1.0316 |
|
1.000 |
1.0289 |
|
0.618 |
1.0273 |
|
HIGH |
1.0246 |
|
0.618 |
1.0230 |
|
0.500 |
1.0225 |
|
0.382 |
1.0219 |
|
LOW |
1.0203 |
|
0.618 |
1.0176 |
|
1.000 |
1.0160 |
|
1.618 |
1.0133 |
|
2.618 |
1.0090 |
|
4.250 |
1.0020 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0232 |
1.0276 |
| PP |
1.0228 |
1.0262 |
| S1 |
1.0225 |
1.0249 |
|