CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0408 |
1.0407 |
-0.0001 |
0.0% |
1.0337 |
| High |
1.0427 |
1.0457 |
0.0030 |
0.3% |
1.0435 |
| Low |
1.0388 |
1.0385 |
-0.0003 |
0.0% |
1.0311 |
| Close |
1.0407 |
1.0444 |
0.0037 |
0.4% |
1.0408 |
| Range |
0.0039 |
0.0072 |
0.0033 |
84.6% |
0.0124 |
| ATR |
0.0054 |
0.0055 |
0.0001 |
2.4% |
0.0000 |
| Volume |
24,629 |
50,477 |
25,848 |
104.9% |
43,482 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0645 |
1.0616 |
1.0484 |
|
| R3 |
1.0573 |
1.0544 |
1.0464 |
|
| R2 |
1.0501 |
1.0501 |
1.0457 |
|
| R1 |
1.0472 |
1.0472 |
1.0451 |
1.0487 |
| PP |
1.0429 |
1.0429 |
1.0429 |
1.0436 |
| S1 |
1.0400 |
1.0400 |
1.0437 |
1.0415 |
| S2 |
1.0357 |
1.0357 |
1.0431 |
|
| S3 |
1.0285 |
1.0328 |
1.0424 |
|
| S4 |
1.0213 |
1.0256 |
1.0404 |
|
|
| 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 |
1.0457 |
1.0360 |
0.0097 |
0.9% |
0.0052 |
0.5% |
87% |
True |
False |
21,702 |
| 10 |
1.0457 |
1.0311 |
0.0146 |
1.4% |
0.0054 |
0.5% |
91% |
True |
False |
12,312 |
| 20 |
1.0457 |
1.0203 |
0.0254 |
2.4% |
0.0055 |
0.5% |
95% |
True |
False |
6,258 |
| 40 |
1.0457 |
1.0127 |
0.0330 |
3.2% |
0.0049 |
0.5% |
96% |
True |
False |
3,159 |
| 60 |
1.0457 |
1.0025 |
0.0432 |
4.1% |
0.0051 |
0.5% |
97% |
True |
False |
2,119 |
| 80 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0042 |
0.4% |
94% |
False |
False |
1,593 |
| 100 |
1.0470 |
1.0010 |
0.0460 |
4.4% |
0.0034 |
0.3% |
94% |
False |
False |
1,274 |
| 120 |
1.0470 |
0.9780 |
0.0690 |
6.6% |
0.0028 |
0.3% |
96% |
False |
False |
1,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0763 |
|
2.618 |
1.0645 |
|
1.618 |
1.0573 |
|
1.000 |
1.0529 |
|
0.618 |
1.0501 |
|
HIGH |
1.0457 |
|
0.618 |
1.0429 |
|
0.500 |
1.0421 |
|
0.382 |
1.0413 |
|
LOW |
1.0385 |
|
0.618 |
1.0341 |
|
1.000 |
1.0313 |
|
1.618 |
1.0269 |
|
2.618 |
1.0197 |
|
4.250 |
1.0079 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0436 |
| PP |
1.0429 |
1.0427 |
| S1 |
1.0421 |
1.0419 |
|