CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0312 |
1.0309 |
-0.0003 |
0.0% |
1.0346 |
| High |
1.0328 |
1.0336 |
0.0008 |
0.1% |
1.0353 |
| Low |
1.0285 |
1.0302 |
0.0017 |
0.2% |
1.0281 |
| Close |
1.0315 |
1.0310 |
-0.0005 |
0.0% |
1.0310 |
| Range |
0.0043 |
0.0034 |
-0.0009 |
-20.9% |
0.0072 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
55,328 |
50,198 |
-5,130 |
-9.3% |
170,084 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0398 |
1.0329 |
|
| R3 |
1.0384 |
1.0364 |
1.0319 |
|
| R2 |
1.0350 |
1.0350 |
1.0316 |
|
| R1 |
1.0330 |
1.0330 |
1.0313 |
1.0340 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0321 |
| S1 |
1.0296 |
1.0296 |
1.0307 |
1.0306 |
| S2 |
1.0282 |
1.0282 |
1.0304 |
|
| S3 |
1.0248 |
1.0262 |
1.0301 |
|
| S4 |
1.0214 |
1.0228 |
1.0291 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0531 |
1.0492 |
1.0350 |
|
| R3 |
1.0459 |
1.0420 |
1.0330 |
|
| R2 |
1.0387 |
1.0387 |
1.0323 |
|
| R1 |
1.0348 |
1.0348 |
1.0317 |
1.0332 |
| PP |
1.0315 |
1.0315 |
1.0315 |
1.0306 |
| S1 |
1.0276 |
1.0276 |
1.0303 |
1.0260 |
| S2 |
1.0243 |
1.0243 |
1.0297 |
|
| S3 |
1.0171 |
1.0204 |
1.0290 |
|
| S4 |
1.0099 |
1.0132 |
1.0270 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0420 |
1.0281 |
0.0139 |
1.3% |
0.0055 |
0.5% |
21% |
False |
False |
53,118 |
| 10 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0054 |
0.5% |
12% |
False |
False |
70,325 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0054 |
0.5% |
12% |
False |
False |
49,197 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.1% |
0.0054 |
0.5% |
34% |
False |
False |
24,694 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0051 |
0.5% |
58% |
False |
False |
16,477 |
| 80 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0049 |
0.5% |
58% |
False |
False |
12,368 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0040 |
0.4% |
59% |
False |
False |
9,895 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.7% |
0.0034 |
0.3% |
64% |
False |
False |
8,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0481 |
|
2.618 |
1.0425 |
|
1.618 |
1.0391 |
|
1.000 |
1.0370 |
|
0.618 |
1.0357 |
|
HIGH |
1.0336 |
|
0.618 |
1.0323 |
|
0.500 |
1.0319 |
|
0.382 |
1.0315 |
|
LOW |
1.0302 |
|
0.618 |
1.0281 |
|
1.000 |
1.0268 |
|
1.618 |
1.0247 |
|
2.618 |
1.0213 |
|
4.250 |
1.0158 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0319 |
1.0310 |
| PP |
1.0316 |
1.0309 |
| S1 |
1.0313 |
1.0309 |
|