CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0474 |
1.0452 |
-0.0022 |
-0.2% |
1.0408 |
| High |
1.0491 |
1.0506 |
0.0015 |
0.1% |
1.0510 |
| Low |
1.0436 |
1.0438 |
0.0002 |
0.0% |
1.0385 |
| Close |
1.0443 |
1.0490 |
0.0047 |
0.5% |
1.0490 |
| Range |
0.0055 |
0.0068 |
0.0013 |
23.6% |
0.0125 |
| ATR |
0.0056 |
0.0057 |
0.0001 |
1.6% |
0.0000 |
| Volume |
84,137 |
133,637 |
49,500 |
58.8% |
367,552 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0682 |
1.0654 |
1.0527 |
|
| R3 |
1.0614 |
1.0586 |
1.0509 |
|
| R2 |
1.0546 |
1.0546 |
1.0502 |
|
| R1 |
1.0518 |
1.0518 |
1.0496 |
1.0532 |
| PP |
1.0478 |
1.0478 |
1.0478 |
1.0485 |
| S1 |
1.0450 |
1.0450 |
1.0484 |
1.0464 |
| S2 |
1.0410 |
1.0410 |
1.0478 |
|
| S3 |
1.0342 |
1.0382 |
1.0471 |
|
| S4 |
1.0274 |
1.0314 |
1.0453 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0788 |
1.0559 |
|
| R3 |
1.0712 |
1.0663 |
1.0524 |
|
| R2 |
1.0587 |
1.0587 |
1.0513 |
|
| R1 |
1.0538 |
1.0538 |
1.0501 |
1.0563 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0474 |
| S1 |
1.0413 |
1.0413 |
1.0479 |
1.0438 |
| S2 |
1.0337 |
1.0337 |
1.0467 |
|
| S3 |
1.0212 |
1.0288 |
1.0456 |
|
| S4 |
1.0087 |
1.0163 |
1.0421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0510 |
1.0385 |
0.0125 |
1.2% |
0.0060 |
0.6% |
84% |
False |
False |
73,510 |
| 10 |
1.0510 |
1.0311 |
0.0199 |
1.9% |
0.0057 |
0.5% |
90% |
False |
False |
41,103 |
| 20 |
1.0510 |
1.0203 |
0.0307 |
2.9% |
0.0056 |
0.5% |
93% |
False |
False |
20,866 |
| 40 |
1.0510 |
1.0134 |
0.0376 |
3.6% |
0.0050 |
0.5% |
95% |
False |
False |
10,468 |
| 60 |
1.0510 |
1.0025 |
0.0485 |
4.6% |
0.0051 |
0.5% |
96% |
False |
False |
6,990 |
| 80 |
1.0510 |
1.0010 |
0.0500 |
4.8% |
0.0044 |
0.4% |
96% |
False |
False |
5,248 |
| 100 |
1.0510 |
1.0010 |
0.0500 |
4.8% |
0.0035 |
0.3% |
96% |
False |
False |
4,199 |
| 120 |
1.0510 |
0.9802 |
0.0708 |
6.7% |
0.0030 |
0.3% |
97% |
False |
False |
3,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0684 |
|
1.618 |
1.0616 |
|
1.000 |
1.0574 |
|
0.618 |
1.0548 |
|
HIGH |
1.0506 |
|
0.618 |
1.0480 |
|
0.500 |
1.0472 |
|
0.382 |
1.0464 |
|
LOW |
1.0438 |
|
0.618 |
1.0396 |
|
1.000 |
1.0370 |
|
1.618 |
1.0328 |
|
2.618 |
1.0260 |
|
4.250 |
1.0149 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0484 |
| PP |
1.0478 |
1.0479 |
| S1 |
1.0472 |
1.0473 |
|