CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 27-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0312 |
0.0012 |
0.1% |
1.0491 |
| High |
1.0323 |
1.0328 |
0.0005 |
0.0% |
1.0520 |
| Low |
1.0281 |
1.0285 |
0.0004 |
0.0% |
1.0330 |
| Close |
1.0306 |
1.0315 |
0.0009 |
0.1% |
1.0339 |
| Range |
0.0042 |
0.0043 |
0.0001 |
2.4% |
0.0190 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
32,513 |
55,328 |
22,815 |
70.2% |
399,534 |
|
| Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0420 |
1.0339 |
|
| R3 |
1.0395 |
1.0377 |
1.0327 |
|
| R2 |
1.0352 |
1.0352 |
1.0323 |
|
| R1 |
1.0334 |
1.0334 |
1.0319 |
1.0343 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0314 |
| S1 |
1.0291 |
1.0291 |
1.0311 |
1.0300 |
| S2 |
1.0266 |
1.0266 |
1.0307 |
|
| S3 |
1.0223 |
1.0248 |
1.0303 |
|
| S4 |
1.0180 |
1.0205 |
1.0291 |
|
|
| 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 |
1.0433 |
1.0281 |
0.0152 |
1.5% |
0.0056 |
0.5% |
22% |
False |
False |
58,094 |
| 10 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0057 |
0.5% |
14% |
False |
False |
73,719 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0056 |
0.5% |
14% |
False |
False |
46,701 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.1% |
0.0054 |
0.5% |
35% |
False |
False |
23,439 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0051 |
0.5% |
59% |
False |
False |
15,641 |
| 80 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0050 |
0.5% |
60% |
False |
False |
11,741 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0040 |
0.4% |
60% |
False |
False |
9,393 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.7% |
0.0033 |
0.3% |
65% |
False |
False |
7,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0511 |
|
2.618 |
1.0441 |
|
1.618 |
1.0398 |
|
1.000 |
1.0371 |
|
0.618 |
1.0355 |
|
HIGH |
1.0328 |
|
0.618 |
1.0312 |
|
0.500 |
1.0307 |
|
0.382 |
1.0301 |
|
LOW |
1.0285 |
|
0.618 |
1.0258 |
|
1.000 |
1.0242 |
|
1.618 |
1.0215 |
|
2.618 |
1.0172 |
|
4.250 |
1.0102 |
|
|
| Fisher Pivots for day following 27-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0312 |
1.0317 |
| PP |
1.0309 |
1.0316 |
| S1 |
1.0307 |
1.0316 |
|