CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 07-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2012 |
07-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0370 |
1.0394 |
0.0024 |
0.2% |
1.0337 |
| High |
1.0435 |
1.0417 |
-0.0018 |
-0.2% |
1.0435 |
| Low |
1.0364 |
1.0381 |
0.0017 |
0.2% |
1.0311 |
| Close |
1.0393 |
1.0408 |
0.0015 |
0.1% |
1.0408 |
| Range |
0.0071 |
0.0036 |
-0.0035 |
-49.3% |
0.0124 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.6% |
0.0000 |
| Volume |
9,767 |
6,073 |
-3,694 |
-37.8% |
43,482 |
|
| Daily Pivots for day following 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0495 |
1.0428 |
|
| R3 |
1.0474 |
1.0459 |
1.0418 |
|
| R2 |
1.0438 |
1.0438 |
1.0415 |
|
| R1 |
1.0423 |
1.0423 |
1.0411 |
1.0431 |
| PP |
1.0402 |
1.0402 |
1.0402 |
1.0406 |
| S1 |
1.0387 |
1.0387 |
1.0405 |
1.0395 |
| S2 |
1.0366 |
1.0366 |
1.0401 |
|
| S3 |
1.0330 |
1.0351 |
1.0398 |
|
| S4 |
1.0294 |
1.0315 |
1.0388 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0757 |
1.0706 |
1.0476 |
|
| R3 |
1.0633 |
1.0582 |
1.0442 |
|
| R2 |
1.0509 |
1.0509 |
1.0431 |
|
| R1 |
1.0458 |
1.0458 |
1.0419 |
1.0484 |
| PP |
1.0385 |
1.0385 |
1.0385 |
1.0397 |
| S1 |
1.0334 |
1.0334 |
1.0397 |
1.0360 |
| S2 |
1.0261 |
1.0261 |
1.0385 |
|
| S3 |
1.0137 |
1.0210 |
1.0374 |
|
| S4 |
1.0013 |
1.0086 |
1.0340 |
|
|
| 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% |
78% |
False |
False |
8,696 |
| 10 |
1.0435 |
1.0311 |
0.0124 |
1.2% |
0.0050 |
0.5% |
78% |
False |
False |
4,907 |
| 20 |
1.0435 |
1.0203 |
0.0232 |
2.2% |
0.0055 |
0.5% |
88% |
False |
False |
2,516 |
| 40 |
1.0435 |
1.0100 |
0.0335 |
3.2% |
0.0048 |
0.5% |
92% |
False |
False |
1,283 |
| 60 |
1.0470 |
1.0025 |
0.0445 |
4.3% |
0.0051 |
0.5% |
86% |
False |
False |
871 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0041 |
0.4% |
87% |
False |
False |
654 |
| 100 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0032 |
0.3% |
87% |
False |
False |
523 |
| 120 |
1.0470 |
0.9780 |
0.0690 |
6.6% |
0.0027 |
0.3% |
91% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0511 |
|
1.618 |
1.0475 |
|
1.000 |
1.0453 |
|
0.618 |
1.0439 |
|
HIGH |
1.0417 |
|
0.618 |
1.0403 |
|
0.500 |
1.0399 |
|
0.382 |
1.0395 |
|
LOW |
1.0381 |
|
0.618 |
1.0359 |
|
1.000 |
1.0345 |
|
1.618 |
1.0323 |
|
2.618 |
1.0287 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 07-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0405 |
1.0405 |
| PP |
1.0402 |
1.0401 |
| S1 |
1.0399 |
1.0398 |
|