CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0407 |
1.0457 |
0.0050 |
0.5% |
1.0337 |
| High |
1.0457 |
1.0510 |
0.0053 |
0.5% |
1.0435 |
| Low |
1.0385 |
1.0444 |
0.0059 |
0.6% |
1.0311 |
| Close |
1.0444 |
1.0489 |
0.0045 |
0.4% |
1.0408 |
| Range |
0.0072 |
0.0066 |
-0.0006 |
-8.3% |
0.0124 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
1.4% |
0.0000 |
| Volume |
50,477 |
74,672 |
24,195 |
47.9% |
43,482 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0650 |
1.0525 |
|
| R3 |
1.0613 |
1.0584 |
1.0507 |
|
| R2 |
1.0547 |
1.0547 |
1.0501 |
|
| R1 |
1.0518 |
1.0518 |
1.0495 |
1.0533 |
| PP |
1.0481 |
1.0481 |
1.0481 |
1.0488 |
| S1 |
1.0452 |
1.0452 |
1.0483 |
1.0467 |
| S2 |
1.0415 |
1.0415 |
1.0477 |
|
| S3 |
1.0349 |
1.0386 |
1.0471 |
|
| S4 |
1.0283 |
1.0320 |
1.0453 |
|
|
| 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 |
1.0510 |
1.0364 |
0.0146 |
1.4% |
0.0057 |
0.5% |
86% |
True |
False |
33,123 |
| 10 |
1.0510 |
1.0311 |
0.0199 |
1.9% |
0.0055 |
0.5% |
89% |
True |
False |
19,682 |
| 20 |
1.0510 |
1.0203 |
0.0307 |
2.9% |
0.0057 |
0.5% |
93% |
True |
False |
9,989 |
| 40 |
1.0510 |
1.0134 |
0.0376 |
3.6% |
0.0050 |
0.5% |
94% |
True |
False |
5,026 |
| 60 |
1.0510 |
1.0025 |
0.0485 |
4.6% |
0.0051 |
0.5% |
96% |
True |
False |
3,362 |
| 80 |
1.0510 |
1.0010 |
0.0500 |
4.8% |
0.0043 |
0.4% |
96% |
True |
False |
2,526 |
| 100 |
1.0510 |
1.0010 |
0.0500 |
4.8% |
0.0034 |
0.3% |
96% |
True |
False |
2,021 |
| 120 |
1.0510 |
0.9780 |
0.0730 |
7.0% |
0.0029 |
0.3% |
97% |
True |
False |
1,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0791 |
|
2.618 |
1.0683 |
|
1.618 |
1.0617 |
|
1.000 |
1.0576 |
|
0.618 |
1.0551 |
|
HIGH |
1.0510 |
|
0.618 |
1.0485 |
|
0.500 |
1.0477 |
|
0.382 |
1.0469 |
|
LOW |
1.0444 |
|
0.618 |
1.0403 |
|
1.000 |
1.0378 |
|
1.618 |
1.0337 |
|
2.618 |
1.0271 |
|
4.250 |
1.0164 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0475 |
| PP |
1.0481 |
1.0461 |
| S1 |
1.0477 |
1.0448 |
|