CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0457 |
1.0474 |
0.0017 |
0.2% |
1.0337 |
| High |
1.0510 |
1.0491 |
-0.0019 |
-0.2% |
1.0435 |
| Low |
1.0444 |
1.0436 |
-0.0008 |
-0.1% |
1.0311 |
| Close |
1.0489 |
1.0443 |
-0.0046 |
-0.4% |
1.0408 |
| Range |
0.0066 |
0.0055 |
-0.0011 |
-16.7% |
0.0124 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
74,672 |
84,137 |
9,465 |
12.7% |
43,482 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0622 |
1.0587 |
1.0473 |
|
| R3 |
1.0567 |
1.0532 |
1.0458 |
|
| R2 |
1.0512 |
1.0512 |
1.0453 |
|
| R1 |
1.0477 |
1.0477 |
1.0448 |
1.0467 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0452 |
| S1 |
1.0422 |
1.0422 |
1.0438 |
1.0412 |
| S2 |
1.0402 |
1.0402 |
1.0433 |
|
| S3 |
1.0347 |
1.0367 |
1.0428 |
|
| S4 |
1.0292 |
1.0312 |
1.0413 |
|
|
| 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 |
1.0381 |
0.0129 |
1.2% |
0.0054 |
0.5% |
48% |
False |
False |
47,997 |
| 10 |
1.0510 |
1.0311 |
0.0199 |
1.9% |
0.0055 |
0.5% |
66% |
False |
False |
28,069 |
| 20 |
1.0510 |
1.0203 |
0.0307 |
2.9% |
0.0056 |
0.5% |
78% |
False |
False |
14,194 |
| 40 |
1.0510 |
1.0134 |
0.0376 |
3.6% |
0.0049 |
0.5% |
82% |
False |
False |
7,128 |
| 60 |
1.0510 |
1.0025 |
0.0485 |
4.6% |
0.0051 |
0.5% |
86% |
False |
False |
4,763 |
| 80 |
1.0510 |
1.0010 |
0.0500 |
4.8% |
0.0044 |
0.4% |
87% |
False |
False |
3,578 |
| 100 |
1.0510 |
1.0010 |
0.0500 |
4.8% |
0.0035 |
0.3% |
87% |
False |
False |
2,862 |
| 120 |
1.0510 |
0.9802 |
0.0708 |
6.8% |
0.0029 |
0.3% |
91% |
False |
False |
2,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0725 |
|
2.618 |
1.0635 |
|
1.618 |
1.0580 |
|
1.000 |
1.0546 |
|
0.618 |
1.0525 |
|
HIGH |
1.0491 |
|
0.618 |
1.0470 |
|
0.500 |
1.0464 |
|
0.382 |
1.0457 |
|
LOW |
1.0436 |
|
0.618 |
1.0402 |
|
1.000 |
1.0381 |
|
1.618 |
1.0347 |
|
2.618 |
1.0292 |
|
4.250 |
1.0202 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0464 |
1.0448 |
| PP |
1.0457 |
1.0446 |
| S1 |
1.0450 |
1.0445 |
|