CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 16-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0162 |
1.0166 |
0.0004 |
0.0% |
1.0255 |
High |
1.0162 |
1.0166 |
0.0004 |
0.0% |
1.0265 |
Low |
1.0162 |
1.0166 |
0.0004 |
0.0% |
1.0162 |
Close |
1.0162 |
1.0166 |
0.0004 |
0.0% |
1.0166 |
Range |
|
|
|
|
|
ATR |
0.0035 |
0.0032 |
-0.0002 |
-6.3% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0166 |
1.0166 |
1.0166 |
|
R3 |
1.0166 |
1.0166 |
1.0166 |
|
R2 |
1.0166 |
1.0166 |
1.0166 |
|
R1 |
1.0166 |
1.0166 |
1.0166 |
1.0166 |
PP |
1.0166 |
1.0166 |
1.0166 |
1.0166 |
S1 |
1.0166 |
1.0166 |
1.0166 |
1.0166 |
S2 |
1.0166 |
1.0166 |
1.0166 |
|
S3 |
1.0166 |
1.0166 |
1.0166 |
|
S4 |
1.0166 |
1.0166 |
1.0166 |
|
|
Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0507 |
1.0439 |
1.0223 |
|
R3 |
1.0404 |
1.0336 |
1.0194 |
|
R2 |
1.0301 |
1.0301 |
1.0185 |
|
R1 |
1.0233 |
1.0233 |
1.0175 |
1.0216 |
PP |
1.0198 |
1.0198 |
1.0198 |
1.0189 |
S1 |
1.0130 |
1.0130 |
1.0157 |
1.0113 |
S2 |
1.0095 |
1.0095 |
1.0147 |
|
S3 |
0.9992 |
1.0027 |
1.0138 |
|
S4 |
0.9889 |
0.9924 |
1.0109 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0265 |
1.0162 |
0.0103 |
1.0% |
0.0000 |
0.0% |
4% |
False |
False |
1 |
10 |
1.0265 |
1.0162 |
0.0103 |
1.0% |
0.0002 |
0.0% |
4% |
False |
False |
1 |
20 |
1.0265 |
1.0080 |
0.0185 |
1.8% |
0.0004 |
0.0% |
46% |
False |
False |
1 |
40 |
1.0265 |
0.9973 |
0.0292 |
2.9% |
0.0004 |
0.0% |
66% |
False |
False |
1 |
60 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0004 |
0.0% |
58% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0166 |
2.618 |
1.0166 |
1.618 |
1.0166 |
1.000 |
1.0166 |
0.618 |
1.0166 |
HIGH |
1.0166 |
0.618 |
1.0166 |
0.500 |
1.0166 |
0.382 |
1.0166 |
LOW |
1.0166 |
0.618 |
1.0166 |
1.000 |
1.0166 |
1.618 |
1.0166 |
2.618 |
1.0166 |
4.250 |
1.0166 |
|
|
Fisher Pivots for day following 16-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0166 |
1.0187 |
PP |
1.0166 |
1.0180 |
S1 |
1.0166 |
1.0173 |
|