CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0347 |
0.0010 |
0.1% |
1.0366 |
| High |
1.0363 |
1.0402 |
0.0039 |
0.4% |
1.0397 |
| Low |
1.0311 |
1.0331 |
0.0020 |
0.2% |
1.0320 |
| Close |
1.0333 |
1.0390 |
0.0057 |
0.6% |
1.0337 |
| Range |
0.0052 |
0.0071 |
0.0019 |
36.5% |
0.0077 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.1% |
0.0000 |
| Volume |
3,702 |
6,372 |
2,670 |
72.1% |
5,588 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0587 |
1.0560 |
1.0429 |
|
| R3 |
1.0516 |
1.0489 |
1.0410 |
|
| R2 |
1.0445 |
1.0445 |
1.0403 |
|
| R1 |
1.0418 |
1.0418 |
1.0397 |
1.0432 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0381 |
| S1 |
1.0347 |
1.0347 |
1.0383 |
1.0361 |
| S2 |
1.0303 |
1.0303 |
1.0377 |
|
| S3 |
1.0232 |
1.0276 |
1.0370 |
|
| S4 |
1.0161 |
1.0205 |
1.0351 |
|
|
| 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 |
1.0402 |
1.0311 |
0.0091 |
0.9% |
0.0055 |
0.5% |
87% |
True |
False |
2,921 |
| 10 |
1.0402 |
1.0244 |
0.0158 |
1.5% |
0.0057 |
0.5% |
92% |
True |
False |
1,596 |
| 20 |
1.0402 |
1.0203 |
0.0199 |
1.9% |
0.0056 |
0.5% |
94% |
True |
False |
853 |
| 40 |
1.0402 |
1.0060 |
0.0342 |
3.3% |
0.0048 |
0.5% |
96% |
True |
False |
449 |
| 60 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0050 |
0.5% |
82% |
False |
False |
315 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0039 |
0.4% |
83% |
False |
False |
236 |
| 100 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0031 |
0.3% |
83% |
False |
False |
189 |
| 120 |
1.0470 |
0.9780 |
0.0690 |
6.6% |
0.0026 |
0.2% |
88% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0704 |
|
2.618 |
1.0588 |
|
1.618 |
1.0517 |
|
1.000 |
1.0473 |
|
0.618 |
1.0446 |
|
HIGH |
1.0402 |
|
0.618 |
1.0375 |
|
0.500 |
1.0367 |
|
0.382 |
1.0358 |
|
LOW |
1.0331 |
|
0.618 |
1.0287 |
|
1.000 |
1.0260 |
|
1.618 |
1.0216 |
|
2.618 |
1.0145 |
|
4.250 |
1.0029 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0379 |
| PP |
1.0374 |
1.0368 |
| S1 |
1.0367 |
1.0357 |
|