CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0394 |
1.0370 |
-0.0024 |
-0.2% |
1.0366 |
| High |
1.0403 |
1.0435 |
0.0032 |
0.3% |
1.0397 |
| Low |
1.0360 |
1.0364 |
0.0004 |
0.0% |
1.0320 |
| Close |
1.0379 |
1.0393 |
0.0014 |
0.1% |
1.0337 |
| Range |
0.0043 |
0.0071 |
0.0028 |
65.1% |
0.0077 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.1% |
0.0000 |
| Volume |
17,568 |
9,767 |
-7,801 |
-44.4% |
5,588 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0610 |
1.0573 |
1.0432 |
|
| R3 |
1.0539 |
1.0502 |
1.0413 |
|
| R2 |
1.0468 |
1.0468 |
1.0406 |
|
| R1 |
1.0431 |
1.0431 |
1.0400 |
1.0450 |
| PP |
1.0397 |
1.0397 |
1.0397 |
1.0407 |
| S1 |
1.0360 |
1.0360 |
1.0386 |
1.0379 |
| S2 |
1.0326 |
1.0326 |
1.0380 |
|
| S3 |
1.0255 |
1.0289 |
1.0373 |
|
| S4 |
1.0184 |
1.0218 |
1.0354 |
|
|
| 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 |
1.0435 |
1.0311 |
0.0124 |
1.2% |
0.0055 |
0.5% |
66% |
True |
False |
8,141 |
| 10 |
1.0435 |
1.0261 |
0.0174 |
1.7% |
0.0058 |
0.6% |
76% |
True |
False |
4,307 |
| 20 |
1.0435 |
1.0203 |
0.0232 |
2.2% |
0.0056 |
0.5% |
82% |
True |
False |
2,215 |
| 40 |
1.0435 |
1.0085 |
0.0350 |
3.4% |
0.0049 |
0.5% |
88% |
True |
False |
1,132 |
| 60 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0052 |
0.5% |
83% |
False |
False |
770 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0040 |
0.4% |
83% |
False |
False |
578 |
| 100 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0032 |
0.3% |
83% |
False |
False |
462 |
| 120 |
1.0470 |
0.9780 |
0.0690 |
6.6% |
0.0027 |
0.3% |
89% |
False |
False |
386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0737 |
|
2.618 |
1.0621 |
|
1.618 |
1.0550 |
|
1.000 |
1.0506 |
|
0.618 |
1.0479 |
|
HIGH |
1.0435 |
|
0.618 |
1.0408 |
|
0.500 |
1.0400 |
|
0.382 |
1.0391 |
|
LOW |
1.0364 |
|
0.618 |
1.0320 |
|
1.000 |
1.0293 |
|
1.618 |
1.0249 |
|
2.618 |
1.0178 |
|
4.250 |
1.0062 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0390 |
| PP |
1.0397 |
1.0386 |
| S1 |
1.0395 |
1.0383 |
|