CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 18-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0491 |
1.0475 |
-0.0016 |
-0.2% |
1.0408 |
| High |
1.0520 |
1.0487 |
-0.0033 |
-0.3% |
1.0510 |
| Low |
1.0455 |
1.0445 |
-0.0010 |
-0.1% |
1.0385 |
| Close |
1.0474 |
1.0459 |
-0.0015 |
-0.1% |
1.0490 |
| Range |
0.0065 |
0.0042 |
-0.0023 |
-35.4% |
0.0125 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
66,791 |
76,381 |
9,590 |
14.4% |
367,552 |
|
| Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0566 |
1.0482 |
|
| R3 |
1.0548 |
1.0524 |
1.0471 |
|
| R2 |
1.0506 |
1.0506 |
1.0467 |
|
| R1 |
1.0482 |
1.0482 |
1.0463 |
1.0473 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0459 |
| S1 |
1.0440 |
1.0440 |
1.0455 |
1.0431 |
| S2 |
1.0422 |
1.0422 |
1.0451 |
|
| S3 |
1.0380 |
1.0398 |
1.0447 |
|
| S4 |
1.0338 |
1.0356 |
1.0436 |
|
|
| 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 |
1.0436 |
0.0084 |
0.8% |
0.0059 |
0.6% |
27% |
False |
False |
87,123 |
| 10 |
1.0520 |
1.0360 |
0.0160 |
1.5% |
0.0056 |
0.5% |
62% |
False |
False |
54,413 |
| 20 |
1.0520 |
1.0244 |
0.0276 |
2.6% |
0.0056 |
0.5% |
78% |
False |
False |
28,004 |
| 40 |
1.0520 |
1.0134 |
0.0386 |
3.7% |
0.0051 |
0.5% |
84% |
False |
False |
14,041 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.7% |
0.0052 |
0.5% |
88% |
False |
False |
9,375 |
| 80 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0046 |
0.4% |
88% |
False |
False |
7,038 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0037 |
0.3% |
88% |
False |
False |
5,630 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.6% |
0.0031 |
0.3% |
90% |
False |
False |
4,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0666 |
|
2.618 |
1.0597 |
|
1.618 |
1.0555 |
|
1.000 |
1.0529 |
|
0.618 |
1.0513 |
|
HIGH |
1.0487 |
|
0.618 |
1.0471 |
|
0.500 |
1.0466 |
|
0.382 |
1.0461 |
|
LOW |
1.0445 |
|
0.618 |
1.0419 |
|
1.000 |
1.0403 |
|
1.618 |
1.0377 |
|
2.618 |
1.0335 |
|
4.250 |
1.0267 |
|
|
| Fisher Pivots for day following 18-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0466 |
1.0479 |
| PP |
1.0464 |
1.0472 |
| S1 |
1.0461 |
1.0466 |
|