CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0310 |
0.0050 |
0.5% |
1.0289 |
| High |
1.0318 |
1.0322 |
0.0004 |
0.0% |
1.0348 |
| Low |
1.0260 |
1.0263 |
0.0003 |
0.0% |
1.0203 |
| Close |
1.0312 |
1.0275 |
-0.0037 |
-0.4% |
1.0235 |
| Range |
0.0058 |
0.0059 |
0.0001 |
1.7% |
0.0145 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.5% |
0.0000 |
| Volume |
149 |
85 |
-64 |
-43.0% |
726 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0428 |
1.0307 |
|
| R3 |
1.0405 |
1.0369 |
1.0291 |
|
| R2 |
1.0346 |
1.0346 |
1.0286 |
|
| R1 |
1.0310 |
1.0310 |
1.0280 |
1.0299 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0281 |
| S1 |
1.0251 |
1.0251 |
1.0270 |
1.0240 |
| S2 |
1.0228 |
1.0228 |
1.0264 |
|
| S3 |
1.0169 |
1.0192 |
1.0259 |
|
| S4 |
1.0110 |
1.0133 |
1.0243 |
|
|
| 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% |
0.0059 |
0.6% |
50% |
False |
False |
143 |
| 10 |
1.0360 |
1.0203 |
0.0157 |
1.5% |
0.0055 |
0.5% |
46% |
False |
False |
118 |
| 20 |
1.0360 |
1.0144 |
0.0216 |
2.1% |
0.0047 |
0.5% |
61% |
False |
False |
82 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.3% |
0.0050 |
0.5% |
75% |
False |
False |
63 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0043 |
0.4% |
58% |
False |
False |
50 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0032 |
0.3% |
58% |
False |
False |
38 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0026 |
0.3% |
64% |
False |
False |
30 |
| 120 |
1.0470 |
0.9536 |
0.0934 |
9.1% |
0.0022 |
0.2% |
79% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0573 |
|
2.618 |
1.0476 |
|
1.618 |
1.0417 |
|
1.000 |
1.0381 |
|
0.618 |
1.0358 |
|
HIGH |
1.0322 |
|
0.618 |
1.0299 |
|
0.500 |
1.0293 |
|
0.382 |
1.0286 |
|
LOW |
1.0263 |
|
0.618 |
1.0227 |
|
1.000 |
1.0204 |
|
1.618 |
1.0168 |
|
2.618 |
1.0109 |
|
4.250 |
1.0012 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0271 |
| PP |
1.0287 |
1.0267 |
| S1 |
1.0281 |
1.0263 |
|