CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0347 |
1.0394 |
0.0047 |
0.5% |
1.0366 |
| High |
1.0402 |
1.0403 |
0.0001 |
0.0% |
1.0397 |
| Low |
1.0331 |
1.0360 |
0.0029 |
0.3% |
1.0320 |
| Close |
1.0390 |
1.0379 |
-0.0011 |
-0.1% |
1.0337 |
| Range |
0.0071 |
0.0043 |
-0.0028 |
-39.4% |
0.0077 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
6,372 |
17,568 |
11,196 |
175.7% |
5,588 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0487 |
1.0403 |
|
| R3 |
1.0467 |
1.0444 |
1.0391 |
|
| R2 |
1.0424 |
1.0424 |
1.0387 |
|
| R1 |
1.0401 |
1.0401 |
1.0383 |
1.0391 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0376 |
| S1 |
1.0358 |
1.0358 |
1.0375 |
1.0348 |
| S2 |
1.0338 |
1.0338 |
1.0371 |
|
| S3 |
1.0295 |
1.0315 |
1.0367 |
|
| S4 |
1.0252 |
1.0272 |
1.0355 |
|
|
| 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 |
1.0403 |
1.0311 |
0.0092 |
0.9% |
0.0053 |
0.5% |
74% |
True |
False |
6,242 |
| 10 |
1.0403 |
1.0244 |
0.0159 |
1.5% |
0.0055 |
0.5% |
85% |
True |
False |
3,344 |
| 20 |
1.0403 |
1.0203 |
0.0200 |
1.9% |
0.0055 |
0.5% |
88% |
True |
False |
1,731 |
| 40 |
1.0403 |
1.0060 |
0.0343 |
3.3% |
0.0049 |
0.5% |
93% |
True |
False |
888 |
| 60 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0051 |
0.5% |
80% |
False |
False |
607 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0039 |
0.4% |
80% |
False |
False |
456 |
| 100 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0031 |
0.3% |
80% |
False |
False |
365 |
| 120 |
1.0470 |
0.9780 |
0.0690 |
6.6% |
0.0026 |
0.3% |
87% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0586 |
|
2.618 |
1.0516 |
|
1.618 |
1.0473 |
|
1.000 |
1.0446 |
|
0.618 |
1.0430 |
|
HIGH |
1.0403 |
|
0.618 |
1.0387 |
|
0.500 |
1.0382 |
|
0.382 |
1.0376 |
|
LOW |
1.0360 |
|
0.618 |
1.0333 |
|
1.000 |
1.0317 |
|
1.618 |
1.0290 |
|
2.618 |
1.0247 |
|
4.250 |
1.0177 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0372 |
| PP |
1.0381 |
1.0364 |
| S1 |
1.0380 |
1.0357 |
|