CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0278 |
-0.0012 |
-0.1% |
1.0260 |
| High |
1.0290 |
1.0375 |
0.0085 |
0.8% |
1.0375 |
| Low |
1.0244 |
1.0261 |
0.0017 |
0.2% |
1.0244 |
| Close |
1.0268 |
1.0370 |
0.0102 |
1.0% |
1.0370 |
| Range |
0.0046 |
0.0114 |
0.0068 |
147.8% |
0.0131 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.7% |
0.0000 |
| Volume |
144 |
73 |
-71 |
-49.3% |
451 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0677 |
1.0638 |
1.0433 |
|
| R3 |
1.0563 |
1.0524 |
1.0401 |
|
| R2 |
1.0449 |
1.0449 |
1.0391 |
|
| R1 |
1.0410 |
1.0410 |
1.0380 |
1.0430 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0345 |
| S1 |
1.0296 |
1.0296 |
1.0360 |
1.0316 |
| S2 |
1.0221 |
1.0221 |
1.0349 |
|
| S3 |
1.0107 |
1.0182 |
1.0339 |
|
| S4 |
0.9993 |
1.0068 |
1.0307 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0723 |
1.0677 |
1.0442 |
|
| R3 |
1.0592 |
1.0546 |
1.0406 |
|
| R2 |
1.0461 |
1.0461 |
1.0394 |
|
| R1 |
1.0415 |
1.0415 |
1.0382 |
1.0438 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0341 |
| S1 |
1.0284 |
1.0284 |
1.0358 |
1.0307 |
| S2 |
1.0199 |
1.0199 |
1.0346 |
|
| S3 |
1.0068 |
1.0153 |
1.0334 |
|
| S4 |
0.9937 |
1.0022 |
1.0298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0375 |
1.0203 |
0.0172 |
1.7% |
0.0064 |
0.6% |
97% |
True |
False |
141 |
| 10 |
1.0375 |
1.0203 |
0.0172 |
1.7% |
0.0060 |
0.6% |
97% |
True |
False |
125 |
| 20 |
1.0375 |
1.0203 |
0.0172 |
1.7% |
0.0048 |
0.5% |
97% |
True |
False |
81 |
| 40 |
1.0375 |
1.0025 |
0.0350 |
3.4% |
0.0051 |
0.5% |
99% |
True |
False |
64 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0046 |
0.4% |
78% |
False |
False |
54 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0034 |
0.3% |
78% |
False |
False |
41 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0028 |
0.3% |
81% |
False |
False |
33 |
| 120 |
1.0470 |
0.9677 |
0.0793 |
7.6% |
0.0023 |
0.2% |
87% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0860 |
|
2.618 |
1.0673 |
|
1.618 |
1.0559 |
|
1.000 |
1.0489 |
|
0.618 |
1.0445 |
|
HIGH |
1.0375 |
|
0.618 |
1.0331 |
|
0.500 |
1.0318 |
|
0.382 |
1.0305 |
|
LOW |
1.0261 |
|
0.618 |
1.0191 |
|
1.000 |
1.0147 |
|
1.618 |
1.0077 |
|
2.618 |
0.9963 |
|
4.250 |
0.9777 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0353 |
1.0350 |
| PP |
1.0335 |
1.0330 |
| S1 |
1.0318 |
1.0310 |
|