CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0290 |
-0.0020 |
-0.2% |
1.0289 |
| High |
1.0322 |
1.0290 |
-0.0032 |
-0.3% |
1.0348 |
| Low |
1.0263 |
1.0244 |
-0.0019 |
-0.2% |
1.0203 |
| Close |
1.0275 |
1.0268 |
-0.0007 |
-0.1% |
1.0235 |
| Range |
0.0059 |
0.0046 |
-0.0013 |
-22.0% |
0.0145 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
85 |
144 |
59 |
69.4% |
726 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0405 |
1.0383 |
1.0293 |
|
| R3 |
1.0359 |
1.0337 |
1.0281 |
|
| R2 |
1.0313 |
1.0313 |
1.0276 |
|
| R1 |
1.0291 |
1.0291 |
1.0272 |
1.0279 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0262 |
| S1 |
1.0245 |
1.0245 |
1.0264 |
1.0233 |
| S2 |
1.0221 |
1.0221 |
1.0260 |
|
| S3 |
1.0175 |
1.0199 |
1.0255 |
|
| S4 |
1.0129 |
1.0153 |
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 |
1.0322 |
1.0203 |
0.0119 |
1.2% |
0.0053 |
0.5% |
55% |
False |
False |
167 |
| 10 |
1.0348 |
1.0203 |
0.0145 |
1.4% |
0.0053 |
0.5% |
45% |
False |
False |
123 |
| 20 |
1.0360 |
1.0203 |
0.0157 |
1.5% |
0.0045 |
0.4% |
41% |
False |
False |
79 |
| 40 |
1.0360 |
1.0025 |
0.0335 |
3.3% |
0.0050 |
0.5% |
73% |
False |
False |
63 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0044 |
0.4% |
56% |
False |
False |
53 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0033 |
0.3% |
56% |
False |
False |
40 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0026 |
0.3% |
62% |
False |
False |
32 |
| 120 |
1.0470 |
0.9545 |
0.0925 |
9.0% |
0.0022 |
0.2% |
78% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0486 |
|
2.618 |
1.0410 |
|
1.618 |
1.0364 |
|
1.000 |
1.0336 |
|
0.618 |
1.0318 |
|
HIGH |
1.0290 |
|
0.618 |
1.0272 |
|
0.500 |
1.0267 |
|
0.382 |
1.0262 |
|
LOW |
1.0244 |
|
0.618 |
1.0216 |
|
1.000 |
1.0198 |
|
1.618 |
1.0170 |
|
2.618 |
1.0124 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0268 |
1.0283 |
| PP |
1.0267 |
1.0278 |
| S1 |
1.0267 |
1.0273 |
|