CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 31-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0191 |
1.0198 |
0.0007 |
0.1% |
1.0119 |
High |
1.0191 |
1.0198 |
0.0007 |
0.1% |
1.0183 |
Low |
1.0191 |
1.0198 |
0.0007 |
0.1% |
1.0080 |
Close |
1.0191 |
1.0198 |
0.0007 |
0.1% |
1.0183 |
Range |
|
|
|
|
|
ATR |
0.0038 |
0.0035 |
-0.0002 |
-5.8% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0198 |
1.0198 |
1.0198 |
|
R3 |
1.0198 |
1.0198 |
1.0198 |
|
R2 |
1.0198 |
1.0198 |
1.0198 |
|
R1 |
1.0198 |
1.0198 |
1.0198 |
1.0198 |
PP |
1.0198 |
1.0198 |
1.0198 |
1.0198 |
S1 |
1.0198 |
1.0198 |
1.0198 |
1.0198 |
S2 |
1.0198 |
1.0198 |
1.0198 |
|
S3 |
1.0198 |
1.0198 |
1.0198 |
|
S4 |
1.0198 |
1.0198 |
1.0198 |
|
|
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 |
1.0198 |
1.0157 |
0.0041 |
0.4% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
10 |
1.0198 |
1.0080 |
0.0118 |
1.2% |
0.0000 |
0.0% |
100% |
True |
False |
1 |
20 |
1.0198 |
0.9973 |
0.0225 |
2.2% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
40 |
1.0318 |
0.9973 |
0.0345 |
3.4% |
0.0004 |
0.0% |
65% |
False |
False |
2 |
60 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0004 |
0.0% |
67% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0198 |
2.618 |
1.0198 |
1.618 |
1.0198 |
1.000 |
1.0198 |
0.618 |
1.0198 |
HIGH |
1.0198 |
0.618 |
1.0198 |
0.500 |
1.0198 |
0.382 |
1.0198 |
LOW |
1.0198 |
0.618 |
1.0198 |
1.000 |
1.0198 |
1.618 |
1.0198 |
2.618 |
1.0198 |
4.250 |
1.0198 |
|
|
Fisher Pivots for day following 31-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0198 |
1.0191 |
PP |
1.0198 |
1.0184 |
S1 |
1.0198 |
1.0178 |
|