CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0240 |
1.0260 |
0.0020 |
0.2% |
1.0289 |
| High |
1.0246 |
1.0318 |
0.0072 |
0.7% |
1.0348 |
| Low |
1.0203 |
1.0260 |
0.0057 |
0.6% |
1.0203 |
| Close |
1.0235 |
1.0312 |
0.0077 |
0.8% |
1.0235 |
| Range |
0.0043 |
0.0058 |
0.0015 |
34.9% |
0.0145 |
| ATR |
0.0053 |
0.0055 |
0.0002 |
4.0% |
0.0000 |
| Volume |
257 |
149 |
-108 |
-42.0% |
726 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0449 |
1.0344 |
|
| R3 |
1.0413 |
1.0391 |
1.0328 |
|
| R2 |
1.0355 |
1.0355 |
1.0323 |
|
| R1 |
1.0333 |
1.0333 |
1.0317 |
1.0344 |
| PP |
1.0297 |
1.0297 |
1.0297 |
1.0302 |
| S1 |
1.0275 |
1.0275 |
1.0307 |
1.0286 |
| S2 |
1.0239 |
1.0239 |
1.0301 |
|
| S3 |
1.0181 |
1.0217 |
1.0296 |
|
| S4 |
1.0123 |
1.0159 |
1.0280 |
|
|
| 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% |
0.0055 |
0.5% |
75% |
False |
False |
137 |
| 10 |
1.0360 |
1.0203 |
0.0157 |
1.5% |
0.0055 |
0.5% |
69% |
False |
False |
111 |
| 20 |
1.0360 |
1.0134 |
0.0226 |
2.2% |
0.0045 |
0.4% |
79% |
False |
False |
78 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.2% |
0.0050 |
0.5% |
86% |
False |
False |
61 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0042 |
0.4% |
66% |
False |
False |
49 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0032 |
0.3% |
66% |
False |
False |
37 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0025 |
0.2% |
71% |
False |
False |
30 |
| 120 |
1.0470 |
0.9492 |
0.0978 |
9.5% |
0.0021 |
0.2% |
84% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0565 |
|
2.618 |
1.0470 |
|
1.618 |
1.0412 |
|
1.000 |
1.0376 |
|
0.618 |
1.0354 |
|
HIGH |
1.0318 |
|
0.618 |
1.0296 |
|
0.500 |
1.0289 |
|
0.382 |
1.0282 |
|
LOW |
1.0260 |
|
0.618 |
1.0224 |
|
1.000 |
1.0202 |
|
1.618 |
1.0166 |
|
2.618 |
1.0108 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0295 |
| PP |
1.0297 |
1.0278 |
| S1 |
1.0289 |
1.0261 |
|