CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0346 |
1.0300 |
-0.0046 |
-0.4% |
1.0491 |
| High |
1.0353 |
1.0323 |
-0.0030 |
-0.3% |
1.0520 |
| Low |
1.0289 |
1.0281 |
-0.0008 |
-0.1% |
1.0330 |
| Close |
1.0301 |
1.0306 |
0.0005 |
0.0% |
1.0339 |
| Range |
0.0064 |
0.0042 |
-0.0022 |
-34.4% |
0.0190 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
32,045 |
32,513 |
468 |
1.5% |
399,534 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0429 |
1.0410 |
1.0329 |
|
| R3 |
1.0387 |
1.0368 |
1.0318 |
|
| R2 |
1.0345 |
1.0345 |
1.0314 |
|
| R1 |
1.0326 |
1.0326 |
1.0310 |
1.0336 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0308 |
| S1 |
1.0284 |
1.0284 |
1.0302 |
1.0294 |
| S2 |
1.0261 |
1.0261 |
1.0298 |
|
| S3 |
1.0219 |
1.0242 |
1.0294 |
|
| S4 |
1.0177 |
1.0200 |
1.0283 |
|
|
| 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 |
1.0464 |
1.0281 |
0.0183 |
1.8% |
0.0058 |
0.6% |
14% |
False |
True |
64,184 |
| 10 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0059 |
0.6% |
10% |
False |
True |
75,653 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0056 |
0.5% |
10% |
False |
True |
43,982 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.1% |
0.0053 |
0.5% |
32% |
False |
False |
22,057 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0052 |
0.5% |
57% |
False |
False |
14,720 |
| 80 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0049 |
0.5% |
58% |
False |
False |
11,049 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0039 |
0.4% |
58% |
False |
False |
8,839 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.7% |
0.0033 |
0.3% |
63% |
False |
False |
7,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0502 |
|
2.618 |
1.0433 |
|
1.618 |
1.0391 |
|
1.000 |
1.0365 |
|
0.618 |
1.0349 |
|
HIGH |
1.0323 |
|
0.618 |
1.0307 |
|
0.500 |
1.0302 |
|
0.382 |
1.0297 |
|
LOW |
1.0281 |
|
0.618 |
1.0255 |
|
1.000 |
1.0239 |
|
1.618 |
1.0213 |
|
2.618 |
1.0171 |
|
4.250 |
1.0103 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0305 |
1.0351 |
| PP |
1.0303 |
1.0336 |
| S1 |
1.0302 |
1.0321 |
|