CME Australian Dollar Future March 2013
Trading Metrics calculated at close of trading on 17-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0452 |
1.0491 |
0.0039 |
0.4% |
1.0408 |
High |
1.0506 |
1.0520 |
0.0014 |
0.1% |
1.0510 |
Low |
1.0438 |
1.0455 |
0.0017 |
0.2% |
1.0385 |
Close |
1.0490 |
1.0474 |
-0.0016 |
-0.2% |
1.0490 |
Range |
0.0068 |
0.0065 |
-0.0003 |
-4.4% |
0.0125 |
ATR |
0.0057 |
0.0057 |
0.0001 |
1.1% |
0.0000 |
Volume |
133,637 |
66,791 |
-66,846 |
-50.0% |
367,552 |
|
Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0678 |
1.0641 |
1.0510 |
|
R3 |
1.0613 |
1.0576 |
1.0492 |
|
R2 |
1.0548 |
1.0548 |
1.0486 |
|
R1 |
1.0511 |
1.0511 |
1.0480 |
1.0497 |
PP |
1.0483 |
1.0483 |
1.0483 |
1.0476 |
S1 |
1.0446 |
1.0446 |
1.0468 |
1.0432 |
S2 |
1.0418 |
1.0418 |
1.0462 |
|
S3 |
1.0353 |
1.0381 |
1.0456 |
|
S4 |
1.0288 |
1.0316 |
1.0438 |
|
|
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 |
1.0520 |
1.0385 |
0.0135 |
1.3% |
0.0065 |
0.6% |
66% |
True |
False |
81,942 |
10 |
1.0520 |
1.0331 |
0.0189 |
1.8% |
0.0059 |
0.6% |
76% |
True |
False |
47,412 |
20 |
1.0520 |
1.0244 |
0.0276 |
2.6% |
0.0057 |
0.5% |
83% |
True |
False |
24,193 |
40 |
1.0520 |
1.0134 |
0.0386 |
3.7% |
0.0050 |
0.5% |
88% |
True |
False |
12,133 |
60 |
1.0520 |
1.0025 |
0.0495 |
4.7% |
0.0051 |
0.5% |
91% |
True |
False |
8,103 |
80 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0045 |
0.4% |
91% |
True |
False |
6,083 |
100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0036 |
0.3% |
91% |
True |
False |
4,866 |
120 |
1.0520 |
0.9802 |
0.0718 |
6.9% |
0.0030 |
0.3% |
94% |
True |
False |
4,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0796 |
2.618 |
1.0690 |
1.618 |
1.0625 |
1.000 |
1.0585 |
0.618 |
1.0560 |
HIGH |
1.0520 |
0.618 |
1.0495 |
0.500 |
1.0488 |
0.382 |
1.0480 |
LOW |
1.0455 |
0.618 |
1.0415 |
1.000 |
1.0390 |
1.618 |
1.0350 |
2.618 |
1.0285 |
4.250 |
1.0179 |
|
|
Fisher Pivots for day following 17-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0488 |
1.0478 |
PP |
1.0483 |
1.0477 |
S1 |
1.0479 |
1.0475 |
|