CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0375 |
1.0354 |
-0.0021 |
-0.2% |
1.0260 |
| High |
1.0397 |
1.0391 |
-0.0006 |
-0.1% |
1.0375 |
| Low |
1.0344 |
1.0337 |
-0.0007 |
-0.1% |
1.0244 |
| Close |
1.0356 |
1.0386 |
0.0030 |
0.3% |
1.0370 |
| Range |
0.0053 |
0.0054 |
0.0001 |
1.9% |
0.0131 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
492 |
964 |
472 |
95.9% |
451 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0514 |
1.0416 |
|
| R3 |
1.0479 |
1.0460 |
1.0401 |
|
| R2 |
1.0425 |
1.0425 |
1.0396 |
|
| R1 |
1.0406 |
1.0406 |
1.0391 |
1.0416 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0376 |
| S1 |
1.0352 |
1.0352 |
1.0381 |
1.0362 |
| S2 |
1.0317 |
1.0317 |
1.0376 |
|
| S3 |
1.0263 |
1.0298 |
1.0371 |
|
| S4 |
1.0209 |
1.0244 |
1.0356 |
|
|
| 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% |
0.0058 |
0.6% |
93% |
False |
False |
447 |
| 10 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0059 |
0.6% |
94% |
False |
False |
295 |
| 20 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0053 |
0.5% |
94% |
False |
False |
178 |
| 40 |
1.0397 |
1.0025 |
0.0372 |
3.6% |
0.0049 |
0.5% |
97% |
False |
False |
111 |
| 60 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0048 |
0.5% |
82% |
False |
False |
87 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0036 |
0.3% |
82% |
False |
False |
66 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0029 |
0.3% |
84% |
False |
False |
53 |
| 120 |
1.0470 |
0.9677 |
0.0793 |
7.6% |
0.0024 |
0.2% |
89% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0532 |
|
1.618 |
1.0478 |
|
1.000 |
1.0445 |
|
0.618 |
1.0424 |
|
HIGH |
1.0391 |
|
0.618 |
1.0370 |
|
0.500 |
1.0364 |
|
0.382 |
1.0358 |
|
LOW |
1.0337 |
|
0.618 |
1.0304 |
|
1.000 |
1.0283 |
|
1.618 |
1.0250 |
|
2.618 |
1.0196 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0379 |
1.0380 |
| PP |
1.0371 |
1.0373 |
| S1 |
1.0364 |
1.0367 |
|