CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0375 |
0.0009 |
0.1% |
1.0260 |
| High |
1.0370 |
1.0397 |
0.0027 |
0.3% |
1.0375 |
| Low |
1.0347 |
1.0344 |
-0.0003 |
0.0% |
1.0244 |
| Close |
1.0365 |
1.0356 |
-0.0009 |
-0.1% |
1.0370 |
| Range |
0.0023 |
0.0053 |
0.0030 |
130.4% |
0.0131 |
| ATR |
0.0057 |
0.0056 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
563 |
492 |
-71 |
-12.6% |
451 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0525 |
1.0493 |
1.0385 |
|
| R3 |
1.0472 |
1.0440 |
1.0371 |
|
| R2 |
1.0419 |
1.0419 |
1.0366 |
|
| R1 |
1.0387 |
1.0387 |
1.0361 |
1.0377 |
| PP |
1.0366 |
1.0366 |
1.0366 |
1.0360 |
| S1 |
1.0334 |
1.0334 |
1.0351 |
1.0324 |
| S2 |
1.0313 |
1.0313 |
1.0346 |
|
| S3 |
1.0260 |
1.0281 |
1.0341 |
|
| S4 |
1.0207 |
1.0228 |
1.0327 |
|
|
| 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 |
1.0397 |
1.0244 |
0.0153 |
1.5% |
0.0059 |
0.6% |
73% |
True |
False |
271 |
| 10 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0057 |
0.5% |
79% |
True |
False |
204 |
| 20 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0050 |
0.5% |
79% |
True |
False |
131 |
| 40 |
1.0397 |
1.0025 |
0.0372 |
3.6% |
0.0050 |
0.5% |
89% |
True |
False |
88 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0047 |
0.5% |
75% |
False |
False |
71 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0035 |
0.3% |
75% |
False |
False |
54 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0028 |
0.3% |
79% |
False |
False |
43 |
| 120 |
1.0470 |
0.9677 |
0.0793 |
7.7% |
0.0024 |
0.2% |
86% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0622 |
|
2.618 |
1.0536 |
|
1.618 |
1.0483 |
|
1.000 |
1.0450 |
|
0.618 |
1.0430 |
|
HIGH |
1.0397 |
|
0.618 |
1.0377 |
|
0.500 |
1.0371 |
|
0.382 |
1.0364 |
|
LOW |
1.0344 |
|
0.618 |
1.0311 |
|
1.000 |
1.0291 |
|
1.618 |
1.0258 |
|
2.618 |
1.0205 |
|
4.250 |
1.0119 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0371 |
1.0347 |
| PP |
1.0366 |
1.0338 |
| S1 |
1.0361 |
1.0329 |
|