CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 26-Nov-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
Open |
1.0297 |
1.0292 |
-0.0005 |
0.0% |
1.0240 |
High |
1.0297 |
1.0292 |
-0.0005 |
0.0% |
1.0297 |
Low |
1.0297 |
1.0292 |
-0.0005 |
0.0% |
1.0175 |
Close |
1.0297 |
1.0292 |
-0.0005 |
0.0% |
1.0297 |
Range |
|
|
|
|
|
ATR |
0.0040 |
0.0037 |
-0.0002 |
-6.2% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
7 |
|
Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0292 |
1.0292 |
1.0292 |
|
R3 |
1.0292 |
1.0292 |
1.0292 |
|
R2 |
1.0292 |
1.0292 |
1.0292 |
|
R1 |
1.0292 |
1.0292 |
1.0292 |
1.0292 |
PP |
1.0292 |
1.0292 |
1.0292 |
1.0292 |
S1 |
1.0292 |
1.0292 |
1.0292 |
1.0292 |
S2 |
1.0292 |
1.0292 |
1.0292 |
|
S3 |
1.0292 |
1.0292 |
1.0292 |
|
S4 |
1.0292 |
1.0292 |
1.0292 |
|
|
Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0622 |
1.0582 |
1.0364 |
|
R3 |
1.0500 |
1.0460 |
1.0331 |
|
R2 |
1.0378 |
1.0378 |
1.0319 |
|
R1 |
1.0338 |
1.0338 |
1.0308 |
1.0358 |
PP |
1.0256 |
1.0256 |
1.0256 |
1.0267 |
S1 |
1.0216 |
1.0216 |
1.0286 |
1.0236 |
S2 |
1.0134 |
1.0134 |
1.0275 |
|
S3 |
1.0012 |
1.0094 |
1.0263 |
|
S4 |
0.9890 |
0.9972 |
1.0230 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0297 |
1.0175 |
0.0122 |
1.2% |
0.0004 |
0.0% |
96% |
False |
False |
2 |
10 |
1.0297 |
1.0162 |
0.0135 |
1.3% |
0.0002 |
0.0% |
96% |
False |
False |
1 |
20 |
1.0297 |
1.0157 |
0.0140 |
1.4% |
0.0005 |
0.0% |
96% |
False |
False |
1 |
40 |
1.0297 |
0.9973 |
0.0324 |
3.1% |
0.0004 |
0.0% |
98% |
False |
False |
1 |
60 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0005 |
0.0% |
93% |
False |
False |
2 |
80 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0004 |
0.0% |
93% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0292 |
2.618 |
1.0292 |
1.618 |
1.0292 |
1.000 |
1.0292 |
0.618 |
1.0292 |
HIGH |
1.0292 |
0.618 |
1.0292 |
0.500 |
1.0292 |
0.382 |
1.0292 |
LOW |
1.0292 |
0.618 |
1.0292 |
1.000 |
1.0292 |
1.618 |
1.0292 |
2.618 |
1.0292 |
4.250 |
1.0292 |
|
|
Fisher Pivots for day following 26-Nov-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0292 |
1.0273 |
PP |
1.0292 |
1.0255 |
S1 |
1.0292 |
1.0236 |
|