CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 31-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
31-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0309 |
1.0321 |
0.0012 |
0.1% |
1.0346 |
| High |
1.0336 |
1.0350 |
0.0014 |
0.1% |
1.0353 |
| Low |
1.0302 |
1.0307 |
0.0005 |
0.0% |
1.0281 |
| Close |
1.0310 |
1.0325 |
0.0015 |
0.1% |
1.0310 |
| Range |
0.0034 |
0.0043 |
0.0009 |
26.5% |
0.0072 |
| ATR |
0.0054 |
0.0053 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
50,198 |
43,990 |
-6,208 |
-12.4% |
170,084 |
|
| Daily Pivots for day following 31-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0434 |
1.0349 |
|
| R3 |
1.0413 |
1.0391 |
1.0337 |
|
| R2 |
1.0370 |
1.0370 |
1.0333 |
|
| R1 |
1.0348 |
1.0348 |
1.0329 |
1.0359 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0333 |
| S1 |
1.0305 |
1.0305 |
1.0321 |
1.0316 |
| S2 |
1.0284 |
1.0284 |
1.0317 |
|
| S3 |
1.0241 |
1.0262 |
1.0313 |
|
| S4 |
1.0198 |
1.0219 |
1.0301 |
|
|
| 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 |
1.0353 |
1.0281 |
0.0072 |
0.7% |
0.0045 |
0.4% |
61% |
False |
False |
42,814 |
| 10 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0052 |
0.5% |
18% |
False |
False |
61,360 |
| 20 |
1.0520 |
1.0281 |
0.0239 |
2.3% |
0.0055 |
0.5% |
18% |
False |
False |
51,232 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.1% |
0.0054 |
0.5% |
38% |
False |
False |
25,794 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0051 |
0.5% |
61% |
False |
False |
17,209 |
| 80 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0050 |
0.5% |
61% |
False |
False |
12,918 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0041 |
0.4% |
62% |
False |
False |
10,335 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.7% |
0.0034 |
0.3% |
67% |
False |
False |
8,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0463 |
|
1.618 |
1.0420 |
|
1.000 |
1.0393 |
|
0.618 |
1.0377 |
|
HIGH |
1.0350 |
|
0.618 |
1.0334 |
|
0.500 |
1.0329 |
|
0.382 |
1.0323 |
|
LOW |
1.0307 |
|
0.618 |
1.0280 |
|
1.000 |
1.0264 |
|
1.618 |
1.0237 |
|
2.618 |
1.0194 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 31-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0323 |
| PP |
1.0327 |
1.0320 |
| S1 |
1.0326 |
1.0318 |
|