CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 03-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0267 |
1.0264 |
-0.0003 |
0.0% |
1.0292 |
High |
1.0267 |
1.0264 |
-0.0003 |
0.0% |
1.0315 |
Low |
1.0267 |
1.0264 |
-0.0003 |
0.0% |
1.0267 |
Close |
1.0267 |
1.0264 |
-0.0003 |
0.0% |
1.0267 |
Range |
|
|
|
|
|
ATR |
0.0033 |
0.0031 |
-0.0002 |
-6.5% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
16 |
|
Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0264 |
1.0264 |
1.0264 |
|
R3 |
1.0264 |
1.0264 |
1.0264 |
|
R2 |
1.0264 |
1.0264 |
1.0264 |
|
R1 |
1.0264 |
1.0264 |
1.0264 |
1.0264 |
PP |
1.0264 |
1.0264 |
1.0264 |
1.0264 |
S1 |
1.0264 |
1.0264 |
1.0264 |
1.0264 |
S2 |
1.0264 |
1.0264 |
1.0264 |
|
S3 |
1.0264 |
1.0264 |
1.0264 |
|
S4 |
1.0264 |
1.0264 |
1.0264 |
|
|
Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0427 |
1.0395 |
1.0293 |
|
R3 |
1.0379 |
1.0347 |
1.0280 |
|
R2 |
1.0331 |
1.0331 |
1.0276 |
|
R1 |
1.0299 |
1.0299 |
1.0271 |
1.0291 |
PP |
1.0283 |
1.0283 |
1.0283 |
1.0279 |
S1 |
1.0251 |
1.0251 |
1.0263 |
1.0243 |
S2 |
1.0235 |
1.0235 |
1.0258 |
|
S3 |
1.0187 |
1.0203 |
1.0254 |
|
S4 |
1.0139 |
1.0155 |
1.0241 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0315 |
1.0264 |
0.0051 |
0.5% |
0.0000 |
0.0% |
0% |
False |
True |
2 |
10 |
1.0315 |
1.0175 |
0.0140 |
1.4% |
0.0002 |
0.0% |
64% |
False |
False |
2 |
20 |
1.0315 |
1.0162 |
0.0153 |
1.5% |
0.0002 |
0.0% |
67% |
False |
False |
1 |
40 |
1.0315 |
1.0021 |
0.0294 |
2.9% |
0.0002 |
0.0% |
83% |
False |
False |
1 |
60 |
1.0318 |
0.9973 |
0.0345 |
3.4% |
0.0004 |
0.0% |
84% |
False |
False |
2 |
80 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0003 |
0.0% |
85% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0264 |
2.618 |
1.0264 |
1.618 |
1.0264 |
1.000 |
1.0264 |
0.618 |
1.0264 |
HIGH |
1.0264 |
0.618 |
1.0264 |
0.500 |
1.0264 |
0.382 |
1.0264 |
LOW |
1.0264 |
0.618 |
1.0264 |
1.000 |
1.0264 |
1.618 |
1.0264 |
2.618 |
1.0264 |
4.250 |
1.0264 |
|
|
Fisher Pivots for day following 03-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0264 |
1.0270 |
PP |
1.0264 |
1.0268 |
S1 |
1.0264 |
1.0266 |
|