CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0366 |
0.0088 |
0.9% |
1.0260 |
| High |
1.0375 |
1.0370 |
-0.0005 |
0.0% |
1.0375 |
| Low |
1.0261 |
1.0347 |
0.0086 |
0.8% |
1.0244 |
| Close |
1.0370 |
1.0365 |
-0.0005 |
0.0% |
1.0370 |
| Range |
0.0114 |
0.0023 |
-0.0091 |
-79.8% |
0.0131 |
| ATR |
0.0059 |
0.0057 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
73 |
563 |
490 |
671.2% |
451 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0430 |
1.0420 |
1.0378 |
|
| R3 |
1.0407 |
1.0397 |
1.0371 |
|
| R2 |
1.0384 |
1.0384 |
1.0369 |
|
| R1 |
1.0374 |
1.0374 |
1.0367 |
1.0368 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0357 |
| S1 |
1.0351 |
1.0351 |
1.0363 |
1.0345 |
| S2 |
1.0338 |
1.0338 |
1.0361 |
|
| S3 |
1.0315 |
1.0328 |
1.0359 |
|
| S4 |
1.0292 |
1.0305 |
1.0352 |
|
|
| 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 |
1.0244 |
0.0131 |
1.3% |
0.0060 |
0.6% |
92% |
False |
False |
202 |
| 10 |
1.0375 |
1.0203 |
0.0172 |
1.7% |
0.0056 |
0.5% |
94% |
False |
False |
174 |
| 20 |
1.0375 |
1.0203 |
0.0172 |
1.7% |
0.0048 |
0.5% |
94% |
False |
False |
108 |
| 40 |
1.0375 |
1.0025 |
0.0350 |
3.4% |
0.0049 |
0.5% |
97% |
False |
False |
77 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0046 |
0.4% |
77% |
False |
False |
63 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0035 |
0.3% |
77% |
False |
False |
48 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0028 |
0.3% |
80% |
False |
False |
38 |
| 120 |
1.0470 |
0.9677 |
0.0793 |
7.7% |
0.0023 |
0.2% |
87% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0468 |
|
2.618 |
1.0430 |
|
1.618 |
1.0407 |
|
1.000 |
1.0393 |
|
0.618 |
1.0384 |
|
HIGH |
1.0370 |
|
0.618 |
1.0361 |
|
0.500 |
1.0359 |
|
0.382 |
1.0356 |
|
LOW |
1.0347 |
|
0.618 |
1.0333 |
|
1.000 |
1.0324 |
|
1.618 |
1.0310 |
|
2.618 |
1.0287 |
|
4.250 |
1.0249 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0363 |
1.0347 |
| PP |
1.0361 |
1.0328 |
| S1 |
1.0359 |
1.0310 |
|