CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 29-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0183 |
1.0157 |
-0.0026 |
-0.3% |
1.0119 |
High |
1.0183 |
1.0157 |
-0.0026 |
-0.3% |
1.0183 |
Low |
1.0183 |
1.0157 |
-0.0026 |
-0.3% |
1.0080 |
Close |
1.0183 |
1.0157 |
-0.0026 |
-0.3% |
1.0183 |
Range |
|
|
|
|
|
ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0157 |
1.0157 |
1.0157 |
|
R3 |
1.0157 |
1.0157 |
1.0157 |
|
R2 |
1.0157 |
1.0157 |
1.0157 |
|
R1 |
1.0157 |
1.0157 |
1.0157 |
1.0157 |
PP |
1.0157 |
1.0157 |
1.0157 |
1.0157 |
S1 |
1.0157 |
1.0157 |
1.0157 |
1.0157 |
S2 |
1.0157 |
1.0157 |
1.0157 |
|
S3 |
1.0157 |
1.0157 |
1.0157 |
|
S4 |
1.0157 |
1.0157 |
1.0157 |
|
|
Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0458 |
1.0423 |
1.0240 |
|
R3 |
1.0355 |
1.0320 |
1.0211 |
|
R2 |
1.0252 |
1.0252 |
1.0202 |
|
R1 |
1.0217 |
1.0217 |
1.0192 |
1.0235 |
PP |
1.0149 |
1.0149 |
1.0149 |
1.0157 |
S1 |
1.0114 |
1.0114 |
1.0174 |
1.0132 |
S2 |
1.0046 |
1.0046 |
1.0164 |
|
S3 |
0.9943 |
1.0011 |
1.0155 |
|
S4 |
0.9840 |
0.9908 |
1.0126 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0183 |
1.0080 |
0.0103 |
1.0% |
0.0000 |
0.0% |
75% |
False |
False |
1 |
10 |
1.0187 |
1.0080 |
0.0107 |
1.1% |
0.0000 |
0.0% |
72% |
False |
False |
1 |
20 |
1.0187 |
0.9973 |
0.0214 |
2.1% |
0.0003 |
0.0% |
86% |
False |
False |
1 |
40 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0004 |
0.0% |
55% |
False |
False |
2 |
60 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0004 |
0.0% |
55% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0157 |
2.618 |
1.0157 |
1.618 |
1.0157 |
1.000 |
1.0157 |
0.618 |
1.0157 |
HIGH |
1.0157 |
0.618 |
1.0157 |
0.500 |
1.0157 |
0.382 |
1.0157 |
LOW |
1.0157 |
0.618 |
1.0157 |
1.000 |
1.0157 |
1.618 |
1.0157 |
2.618 |
1.0157 |
4.250 |
1.0157 |
|
|
Fisher Pivots for day following 29-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0157 |
1.0170 |
PP |
1.0157 |
1.0166 |
S1 |
1.0157 |
1.0161 |
|