CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 12-Sep-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
Open |
1.0123 |
1.0211 |
0.0088 |
0.9% |
1.0010 |
High |
1.0193 |
1.0211 |
0.0018 |
0.2% |
1.0151 |
Low |
1.0113 |
1.0211 |
0.0098 |
1.0% |
0.9959 |
Close |
1.0193 |
1.0211 |
0.0018 |
0.2% |
1.0151 |
Range |
0.0080 |
0.0000 |
-0.0080 |
-100.0% |
0.0192 |
ATR |
0.0047 |
0.0045 |
-0.0002 |
-4.4% |
0.0000 |
Volume |
6 |
4 |
-2 |
-33.3% |
19 |
|
Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0211 |
1.0211 |
1.0211 |
|
R3 |
1.0211 |
1.0211 |
1.0211 |
|
R2 |
1.0211 |
1.0211 |
1.0211 |
|
R1 |
1.0211 |
1.0211 |
1.0211 |
1.0211 |
PP |
1.0211 |
1.0211 |
1.0211 |
1.0211 |
S1 |
1.0211 |
1.0211 |
1.0211 |
1.0211 |
S2 |
1.0211 |
1.0211 |
1.0211 |
|
S3 |
1.0211 |
1.0211 |
1.0211 |
|
S4 |
1.0211 |
1.0211 |
1.0211 |
|
|
Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0663 |
1.0599 |
1.0257 |
|
R3 |
1.0471 |
1.0407 |
1.0204 |
|
R2 |
1.0279 |
1.0279 |
1.0186 |
|
R1 |
1.0215 |
1.0215 |
1.0169 |
1.0247 |
PP |
1.0087 |
1.0087 |
1.0087 |
1.0103 |
S1 |
1.0023 |
1.0023 |
1.0133 |
1.0055 |
S2 |
0.9895 |
0.9895 |
1.0116 |
|
S3 |
0.9703 |
0.9831 |
1.0098 |
|
S4 |
0.9511 |
0.9639 |
1.0045 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0211 |
2.618 |
1.0211 |
1.618 |
1.0211 |
1.000 |
1.0211 |
0.618 |
1.0211 |
HIGH |
1.0211 |
0.618 |
1.0211 |
0.500 |
1.0211 |
0.382 |
1.0211 |
LOW |
1.0211 |
0.618 |
1.0211 |
1.000 |
1.0211 |
1.618 |
1.0211 |
2.618 |
1.0211 |
4.250 |
1.0211 |
|
|
Fisher Pivots for day following 12-Sep-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0211 |
1.0192 |
PP |
1.0211 |
1.0173 |
S1 |
1.0211 |
1.0155 |
|