CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 24-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2012 |
24-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0413 |
1.0346 |
-0.0067 |
-0.6% |
1.0491 |
| High |
1.0420 |
1.0353 |
-0.0067 |
-0.6% |
1.0520 |
| Low |
1.0330 |
1.0289 |
-0.0041 |
-0.4% |
1.0330 |
| Close |
1.0339 |
1.0301 |
-0.0038 |
-0.4% |
1.0339 |
| Range |
0.0090 |
0.0064 |
-0.0026 |
-28.9% |
0.0190 |
| ATR |
0.0057 |
0.0058 |
0.0000 |
0.8% |
0.0000 |
| Volume |
95,508 |
32,045 |
-63,463 |
-66.4% |
399,534 |
|
| Daily Pivots for day following 24-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0468 |
1.0336 |
|
| R3 |
1.0442 |
1.0404 |
1.0319 |
|
| R2 |
1.0378 |
1.0378 |
1.0313 |
|
| R1 |
1.0340 |
1.0340 |
1.0307 |
1.0327 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0308 |
| S1 |
1.0276 |
1.0276 |
1.0295 |
1.0263 |
| S2 |
1.0250 |
1.0250 |
1.0289 |
|
| S3 |
1.0186 |
1.0212 |
1.0283 |
|
| S4 |
1.0122 |
1.0148 |
1.0266 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0843 |
1.0444 |
|
| R3 |
1.0776 |
1.0653 |
1.0391 |
|
| R2 |
1.0586 |
1.0586 |
1.0374 |
|
| R1 |
1.0463 |
1.0463 |
1.0356 |
1.0430 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0380 |
| S1 |
1.0273 |
1.0273 |
1.0322 |
1.0240 |
| S2 |
1.0206 |
1.0206 |
1.0304 |
|
| S3 |
1.0016 |
1.0083 |
1.0287 |
|
| S4 |
0.9826 |
0.9893 |
1.0235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0487 |
1.0289 |
0.0198 |
1.9% |
0.0058 |
0.6% |
6% |
False |
True |
72,957 |
| 10 |
1.0520 |
1.0289 |
0.0231 |
2.2% |
0.0062 |
0.6% |
5% |
False |
True |
77,450 |
| 20 |
1.0520 |
1.0289 |
0.0231 |
2.2% |
0.0057 |
0.6% |
5% |
False |
True |
42,381 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.1% |
0.0053 |
0.5% |
31% |
False |
False |
21,245 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0052 |
0.5% |
56% |
False |
False |
14,178 |
| 80 |
1.0520 |
1.0010 |
0.0510 |
5.0% |
0.0049 |
0.5% |
57% |
False |
False |
10,643 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
5.0% |
0.0039 |
0.4% |
57% |
False |
False |
8,514 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.7% |
0.0033 |
0.3% |
63% |
False |
False |
7,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0521 |
|
1.618 |
1.0457 |
|
1.000 |
1.0417 |
|
0.618 |
1.0393 |
|
HIGH |
1.0353 |
|
0.618 |
1.0329 |
|
0.500 |
1.0321 |
|
0.382 |
1.0313 |
|
LOW |
1.0289 |
|
0.618 |
1.0249 |
|
1.000 |
1.0225 |
|
1.618 |
1.0185 |
|
2.618 |
1.0121 |
|
4.250 |
1.0017 |
|
|
| Fisher Pivots for day following 24-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0321 |
1.0361 |
| PP |
1.0314 |
1.0341 |
| S1 |
1.0308 |
1.0321 |
|