CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 19-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2012 |
19-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0475 |
1.0450 |
-0.0025 |
-0.2% |
1.0408 |
| High |
1.0487 |
1.0464 |
-0.0023 |
-0.2% |
1.0510 |
| Low |
1.0445 |
1.0407 |
-0.0038 |
-0.4% |
1.0385 |
| Close |
1.0459 |
1.0424 |
-0.0035 |
-0.3% |
1.0490 |
| Range |
0.0042 |
0.0057 |
0.0015 |
35.7% |
0.0125 |
| ATR |
0.0056 |
0.0056 |
0.0000 |
0.1% |
0.0000 |
| Volume |
76,381 |
85,776 |
9,395 |
12.3% |
367,552 |
|
| Daily Pivots for day following 19-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0603 |
1.0570 |
1.0455 |
|
| R3 |
1.0546 |
1.0513 |
1.0440 |
|
| R2 |
1.0489 |
1.0489 |
1.0434 |
|
| R1 |
1.0456 |
1.0456 |
1.0429 |
1.0444 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0426 |
| S1 |
1.0399 |
1.0399 |
1.0419 |
1.0387 |
| S2 |
1.0375 |
1.0375 |
1.0414 |
|
| S3 |
1.0318 |
1.0342 |
1.0408 |
|
| S4 |
1.0261 |
1.0285 |
1.0393 |
|
|
| 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 |
1.0407 |
0.0113 |
1.1% |
0.0057 |
0.6% |
15% |
False |
True |
89,344 |
| 10 |
1.0520 |
1.0364 |
0.0156 |
1.5% |
0.0057 |
0.5% |
38% |
False |
False |
61,234 |
| 20 |
1.0520 |
1.0244 |
0.0276 |
2.6% |
0.0056 |
0.5% |
65% |
False |
False |
32,289 |
| 40 |
1.0520 |
1.0144 |
0.0376 |
3.6% |
0.0051 |
0.5% |
74% |
False |
False |
16,186 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.7% |
0.0052 |
0.5% |
81% |
False |
False |
10,805 |
| 80 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0046 |
0.4% |
81% |
False |
False |
8,110 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0037 |
0.4% |
81% |
False |
False |
6,488 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.6% |
0.0031 |
0.3% |
84% |
False |
False |
5,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0706 |
|
2.618 |
1.0613 |
|
1.618 |
1.0556 |
|
1.000 |
1.0521 |
|
0.618 |
1.0499 |
|
HIGH |
1.0464 |
|
0.618 |
1.0442 |
|
0.500 |
1.0436 |
|
0.382 |
1.0429 |
|
LOW |
1.0407 |
|
0.618 |
1.0372 |
|
1.000 |
1.0350 |
|
1.618 |
1.0315 |
|
2.618 |
1.0258 |
|
4.250 |
1.0165 |
|
|
| Fisher Pivots for day following 19-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0464 |
| PP |
1.0432 |
1.0450 |
| S1 |
1.0428 |
1.0437 |
|