CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 09-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0250 |
1.0217 |
-0.0033 |
-0.3% |
1.0184 |
High |
1.0250 |
1.0217 |
-0.0033 |
-0.3% |
1.0254 |
Low |
1.0234 |
1.0217 |
-0.0017 |
-0.2% |
1.0184 |
Close |
1.0234 |
1.0217 |
-0.0017 |
-0.2% |
1.0217 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0070 |
ATR |
0.0035 |
0.0033 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0217 |
1.0217 |
1.0217 |
|
R3 |
1.0217 |
1.0217 |
1.0217 |
|
R2 |
1.0217 |
1.0217 |
1.0217 |
|
R1 |
1.0217 |
1.0217 |
1.0217 |
1.0217 |
PP |
1.0217 |
1.0217 |
1.0217 |
1.0217 |
S1 |
1.0217 |
1.0217 |
1.0217 |
1.0217 |
S2 |
1.0217 |
1.0217 |
1.0217 |
|
S3 |
1.0217 |
1.0217 |
1.0217 |
|
S4 |
1.0217 |
1.0217 |
1.0217 |
|
|
Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0428 |
1.0393 |
1.0256 |
|
R3 |
1.0358 |
1.0323 |
1.0236 |
|
R2 |
1.0288 |
1.0288 |
1.0230 |
|
R1 |
1.0253 |
1.0253 |
1.0223 |
1.0271 |
PP |
1.0218 |
1.0218 |
1.0218 |
1.0227 |
S1 |
1.0183 |
1.0183 |
1.0211 |
1.0201 |
S2 |
1.0148 |
1.0148 |
1.0204 |
|
S3 |
1.0078 |
1.0113 |
1.0198 |
|
S4 |
1.0008 |
1.0043 |
1.0179 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0254 |
1.0184 |
0.0070 |
0.7% |
0.0003 |
0.0% |
47% |
False |
False |
1 |
10 |
1.0254 |
1.0157 |
0.0097 |
0.9% |
0.0007 |
0.1% |
62% |
False |
False |
1 |
20 |
1.0254 |
1.0056 |
0.0198 |
1.9% |
0.0004 |
0.0% |
81% |
False |
False |
1 |
40 |
1.0265 |
0.9973 |
0.0292 |
2.9% |
0.0004 |
0.0% |
84% |
False |
False |
1 |
60 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0004 |
0.0% |
72% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0217 |
2.618 |
1.0217 |
1.618 |
1.0217 |
1.000 |
1.0217 |
0.618 |
1.0217 |
HIGH |
1.0217 |
0.618 |
1.0217 |
0.500 |
1.0217 |
0.382 |
1.0217 |
LOW |
1.0217 |
0.618 |
1.0217 |
1.000 |
1.0217 |
1.618 |
1.0217 |
2.618 |
1.0217 |
4.250 |
1.0217 |
|
|
Fisher Pivots for day following 09-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0217 |
1.0234 |
PP |
1.0217 |
1.0228 |
S1 |
1.0217 |
1.0223 |
|