CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 23-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0119 |
1.0080 |
-0.0039 |
-0.4% |
1.0056 |
High |
1.0119 |
1.0080 |
-0.0039 |
-0.4% |
1.0187 |
Low |
1.0119 |
1.0080 |
-0.0039 |
-0.4% |
1.0056 |
Close |
1.0119 |
1.0080 |
-0.0039 |
-0.4% |
1.0147 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0040 |
0.0000 |
-0.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0080 |
1.0080 |
1.0080 |
|
R3 |
1.0080 |
1.0080 |
1.0080 |
|
R2 |
1.0080 |
1.0080 |
1.0080 |
|
R1 |
1.0080 |
1.0080 |
1.0080 |
1.0080 |
PP |
1.0080 |
1.0080 |
1.0080 |
1.0080 |
S1 |
1.0080 |
1.0080 |
1.0080 |
1.0080 |
S2 |
1.0080 |
1.0080 |
1.0080 |
|
S3 |
1.0080 |
1.0080 |
1.0080 |
|
S4 |
1.0080 |
1.0080 |
1.0080 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0523 |
1.0466 |
1.0219 |
|
R3 |
1.0392 |
1.0335 |
1.0183 |
|
R2 |
1.0261 |
1.0261 |
1.0171 |
|
R1 |
1.0204 |
1.0204 |
1.0159 |
1.0233 |
PP |
1.0130 |
1.0130 |
1.0130 |
1.0144 |
S1 |
1.0073 |
1.0073 |
1.0135 |
1.0102 |
S2 |
0.9999 |
0.9999 |
1.0123 |
|
S3 |
0.9868 |
0.9942 |
1.0111 |
|
S4 |
0.9737 |
0.9811 |
1.0075 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0187 |
1.0080 |
0.0107 |
1.1% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
1.0187 |
1.0041 |
0.0146 |
1.4% |
0.0000 |
0.0% |
27% |
False |
False |
1 |
20 |
1.0240 |
0.9973 |
0.0267 |
2.6% |
0.0004 |
0.0% |
40% |
False |
False |
1 |
40 |
1.0318 |
0.9959 |
0.0359 |
3.6% |
0.0004 |
0.0% |
34% |
False |
False |
2 |
60 |
1.0318 |
0.9959 |
0.0359 |
3.6% |
0.0004 |
0.0% |
34% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0080 |
2.618 |
1.0080 |
1.618 |
1.0080 |
1.000 |
1.0080 |
0.618 |
1.0080 |
HIGH |
1.0080 |
0.618 |
1.0080 |
0.500 |
1.0080 |
0.382 |
1.0080 |
LOW |
1.0080 |
0.618 |
1.0080 |
1.000 |
1.0080 |
1.618 |
1.0080 |
2.618 |
1.0080 |
4.250 |
1.0080 |
|
|
Fisher Pivots for day following 23-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0080 |
1.0114 |
PP |
1.0080 |
1.0102 |
S1 |
1.0080 |
1.0091 |
|