CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0391 |
1.0340 |
-0.0051 |
-0.5% |
1.0366 |
| High |
1.0393 |
1.0360 |
-0.0033 |
-0.3% |
1.0397 |
| Low |
1.0336 |
1.0320 |
-0.0016 |
-0.2% |
1.0320 |
| Close |
1.0346 |
1.0337 |
-0.0009 |
-0.1% |
1.0337 |
| Range |
0.0057 |
0.0040 |
-0.0017 |
-29.8% |
0.0077 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
270 |
3,299 |
3,029 |
1,121.9% |
5,588 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0438 |
1.0359 |
|
| R3 |
1.0419 |
1.0398 |
1.0348 |
|
| R2 |
1.0379 |
1.0379 |
1.0344 |
|
| R1 |
1.0358 |
1.0358 |
1.0341 |
1.0349 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0334 |
| S1 |
1.0318 |
1.0318 |
1.0333 |
1.0309 |
| S2 |
1.0299 |
1.0299 |
1.0330 |
|
| S3 |
1.0259 |
1.0278 |
1.0326 |
|
| S4 |
1.0219 |
1.0238 |
1.0315 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0537 |
1.0379 |
|
| R3 |
1.0505 |
1.0460 |
1.0358 |
|
| R2 |
1.0428 |
1.0428 |
1.0351 |
|
| R1 |
1.0383 |
1.0383 |
1.0344 |
1.0367 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0344 |
| S1 |
1.0306 |
1.0306 |
1.0330 |
1.0290 |
| S2 |
1.0274 |
1.0274 |
1.0323 |
|
| S3 |
1.0197 |
1.0229 |
1.0316 |
|
| S4 |
1.0120 |
1.0152 |
1.0295 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0397 |
1.0320 |
0.0077 |
0.7% |
0.0045 |
0.4% |
22% |
False |
True |
1,117 |
| 10 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0055 |
0.5% |
69% |
False |
False |
629 |
| 20 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0053 |
0.5% |
69% |
False |
False |
355 |
| 40 |
1.0397 |
1.0025 |
0.0372 |
3.6% |
0.0049 |
0.5% |
84% |
False |
False |
198 |
| 60 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0048 |
0.5% |
70% |
False |
False |
147 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0037 |
0.4% |
71% |
False |
False |
110 |
| 100 |
1.0470 |
0.9934 |
0.0536 |
5.2% |
0.0030 |
0.3% |
75% |
False |
False |
88 |
| 120 |
1.0470 |
0.9745 |
0.0725 |
7.0% |
0.0025 |
0.2% |
82% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0530 |
|
2.618 |
1.0465 |
|
1.618 |
1.0425 |
|
1.000 |
1.0400 |
|
0.618 |
1.0385 |
|
HIGH |
1.0360 |
|
0.618 |
1.0345 |
|
0.500 |
1.0340 |
|
0.382 |
1.0335 |
|
LOW |
1.0320 |
|
0.618 |
1.0295 |
|
1.000 |
1.0280 |
|
1.618 |
1.0255 |
|
2.618 |
1.0215 |
|
4.250 |
1.0150 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0357 |
| PP |
1.0339 |
1.0350 |
| S1 |
1.0338 |
1.0344 |
|