CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0340 |
1.0337 |
-0.0003 |
0.0% |
1.0366 |
| High |
1.0360 |
1.0363 |
0.0003 |
0.0% |
1.0397 |
| Low |
1.0320 |
1.0311 |
-0.0009 |
-0.1% |
1.0320 |
| Close |
1.0337 |
1.0333 |
-0.0004 |
0.0% |
1.0337 |
| Range |
0.0040 |
0.0052 |
0.0012 |
30.0% |
0.0077 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
3,299 |
3,702 |
403 |
12.2% |
5,588 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0464 |
1.0362 |
|
| R3 |
1.0440 |
1.0412 |
1.0347 |
|
| R2 |
1.0388 |
1.0388 |
1.0343 |
|
| R1 |
1.0360 |
1.0360 |
1.0338 |
1.0348 |
| PP |
1.0336 |
1.0336 |
1.0336 |
1.0330 |
| S1 |
1.0308 |
1.0308 |
1.0328 |
1.0296 |
| S2 |
1.0284 |
1.0284 |
1.0323 |
|
| S3 |
1.0232 |
1.0256 |
1.0319 |
|
| S4 |
1.0180 |
1.0204 |
1.0304 |
|
|
| 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 |
1.0311 |
0.0086 |
0.8% |
0.0051 |
0.5% |
26% |
False |
True |
1,745 |
| 10 |
1.0397 |
1.0244 |
0.0153 |
1.5% |
0.0056 |
0.5% |
58% |
False |
False |
974 |
| 20 |
1.0397 |
1.0203 |
0.0194 |
1.9% |
0.0053 |
0.5% |
67% |
False |
False |
538 |
| 40 |
1.0397 |
1.0025 |
0.0372 |
3.6% |
0.0048 |
0.5% |
83% |
False |
False |
290 |
| 60 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0049 |
0.5% |
69% |
False |
False |
209 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0038 |
0.4% |
70% |
False |
False |
157 |
| 100 |
1.0470 |
1.0010 |
0.0460 |
4.5% |
0.0030 |
0.3% |
70% |
False |
False |
125 |
| 120 |
1.0470 |
0.9763 |
0.0707 |
6.8% |
0.0025 |
0.2% |
81% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0584 |
|
2.618 |
1.0499 |
|
1.618 |
1.0447 |
|
1.000 |
1.0415 |
|
0.618 |
1.0395 |
|
HIGH |
1.0363 |
|
0.618 |
1.0343 |
|
0.500 |
1.0337 |
|
0.382 |
1.0331 |
|
LOW |
1.0311 |
|
0.618 |
1.0279 |
|
1.000 |
1.0259 |
|
1.618 |
1.0227 |
|
2.618 |
1.0175 |
|
4.250 |
1.0090 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0337 |
1.0352 |
| PP |
1.0336 |
1.0346 |
| S1 |
1.0334 |
1.0339 |
|