CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0391 |
0.0037 |
0.4% |
1.0260 |
| High |
1.0391 |
1.0393 |
0.0002 |
0.0% |
1.0375 |
| Low |
1.0337 |
1.0336 |
-0.0001 |
0.0% |
1.0244 |
| Close |
1.0386 |
1.0346 |
-0.0040 |
-0.4% |
1.0370 |
| Range |
0.0054 |
0.0057 |
0.0003 |
5.6% |
0.0131 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
| Volume |
964 |
270 |
-694 |
-72.0% |
451 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0495 |
1.0377 |
|
| R3 |
1.0472 |
1.0438 |
1.0362 |
|
| R2 |
1.0415 |
1.0415 |
1.0356 |
|
| R1 |
1.0381 |
1.0381 |
1.0351 |
1.0370 |
| PP |
1.0358 |
1.0358 |
1.0358 |
1.0353 |
| S1 |
1.0324 |
1.0324 |
1.0341 |
1.0313 |
| S2 |
1.0301 |
1.0301 |
1.0336 |
|
| S3 |
1.0244 |
1.0267 |
1.0330 |
|
| S4 |
1.0187 |
1.0210 |
1.0315 |
|
|
| 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 |
1.0261 |
0.0136 |
1.3% |
0.0060 |
0.6% |
63% |
False |
False |
472 |
| 10 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0057 |
0.5% |
74% |
False |
False |
319 |
| 20 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0054 |
0.5% |
74% |
False |
False |
191 |
| 40 |
1.0397 |
1.0025 |
0.0372 |
3.6% |
0.0049 |
0.5% |
86% |
False |
False |
117 |
| 60 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0047 |
0.5% |
72% |
False |
False |
92 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0037 |
0.4% |
73% |
False |
False |
69 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0029 |
0.3% |
77% |
False |
False |
55 |
| 120 |
1.0470 |
0.9727 |
0.0743 |
7.2% |
0.0025 |
0.2% |
83% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0635 |
|
2.618 |
1.0542 |
|
1.618 |
1.0485 |
|
1.000 |
1.0450 |
|
0.618 |
1.0428 |
|
HIGH |
1.0393 |
|
0.618 |
1.0371 |
|
0.500 |
1.0365 |
|
0.382 |
1.0358 |
|
LOW |
1.0336 |
|
0.618 |
1.0301 |
|
1.000 |
1.0279 |
|
1.618 |
1.0244 |
|
2.618 |
1.0187 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0365 |
1.0367 |
| PP |
1.0358 |
1.0360 |
| S1 |
1.0352 |
1.0353 |
|