CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 06-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0184 |
1.0254 |
0.0070 |
0.7% |
1.0157 |
High |
1.0184 |
1.0254 |
0.0070 |
0.7% |
1.0222 |
Low |
1.0184 |
1.0254 |
0.0070 |
0.7% |
1.0157 |
Close |
1.0184 |
1.0254 |
0.0070 |
0.7% |
1.0166 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0037 |
0.0003 |
7.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0254 |
1.0254 |
1.0254 |
|
R3 |
1.0254 |
1.0254 |
1.0254 |
|
R2 |
1.0254 |
1.0254 |
1.0254 |
|
R1 |
1.0254 |
1.0254 |
1.0254 |
1.0254 |
PP |
1.0254 |
1.0254 |
1.0254 |
1.0254 |
S1 |
1.0254 |
1.0254 |
1.0254 |
1.0254 |
S2 |
1.0254 |
1.0254 |
1.0254 |
|
S3 |
1.0254 |
1.0254 |
1.0254 |
|
S4 |
1.0254 |
1.0254 |
1.0254 |
|
|
Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0377 |
1.0336 |
1.0202 |
|
R3 |
1.0312 |
1.0271 |
1.0184 |
|
R2 |
1.0247 |
1.0247 |
1.0178 |
|
R1 |
1.0206 |
1.0206 |
1.0172 |
1.0227 |
PP |
1.0182 |
1.0182 |
1.0182 |
1.0192 |
S1 |
1.0141 |
1.0141 |
1.0160 |
1.0162 |
S2 |
1.0117 |
1.0117 |
1.0154 |
|
S3 |
1.0052 |
1.0076 |
1.0148 |
|
S4 |
0.9987 |
1.0011 |
1.0130 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0254 |
1.0166 |
0.0088 |
0.9% |
0.0011 |
0.1% |
100% |
True |
False |
1 |
10 |
1.0254 |
1.0157 |
0.0097 |
0.9% |
0.0006 |
0.1% |
100% |
True |
False |
1 |
20 |
1.0254 |
1.0041 |
0.0213 |
2.1% |
0.0003 |
0.0% |
100% |
True |
False |
1 |
40 |
1.0318 |
0.9973 |
0.0345 |
3.4% |
0.0003 |
0.0% |
81% |
False |
False |
2 |
60 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0004 |
0.0% |
82% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0254 |
2.618 |
1.0254 |
1.618 |
1.0254 |
1.000 |
1.0254 |
0.618 |
1.0254 |
HIGH |
1.0254 |
0.618 |
1.0254 |
0.500 |
1.0254 |
0.382 |
1.0254 |
LOW |
1.0254 |
0.618 |
1.0254 |
1.000 |
1.0254 |
1.618 |
1.0254 |
2.618 |
1.0254 |
4.250 |
1.0254 |
|
|
Fisher Pivots for day following 06-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0254 |
1.0239 |
PP |
1.0254 |
1.0225 |
S1 |
1.0254 |
1.0210 |
|