CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0264 |
1.0240 |
-0.0024 |
-0.2% |
1.0292 |
| High |
1.0264 |
1.0320 |
0.0056 |
0.5% |
1.0315 |
| Low |
1.0264 |
1.0240 |
-0.0024 |
-0.2% |
1.0267 |
| Close |
1.0264 |
1.0320 |
0.0056 |
0.5% |
1.0267 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0048 |
| ATR |
0.0031 |
0.0035 |
0.0003 |
11.2% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
16 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0507 |
1.0364 |
|
| R3 |
1.0453 |
1.0427 |
1.0342 |
|
| R2 |
1.0373 |
1.0373 |
1.0335 |
|
| R1 |
1.0347 |
1.0347 |
1.0327 |
1.0360 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0300 |
| S1 |
1.0267 |
1.0267 |
1.0313 |
1.0280 |
| S2 |
1.0213 |
1.0213 |
1.0305 |
|
| S3 |
1.0133 |
1.0187 |
1.0298 |
|
| S4 |
1.0053 |
1.0107 |
1.0276 |
|
|
| 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 |
1.0320 |
1.0240 |
0.0080 |
0.8% |
0.0016 |
0.2% |
100% |
True |
True |
2 |
| 10 |
1.0320 |
1.0175 |
0.0145 |
1.4% |
0.0010 |
0.1% |
100% |
True |
False |
2 |
| 20 |
1.0320 |
1.0162 |
0.0158 |
1.5% |
0.0006 |
0.1% |
100% |
True |
False |
1 |
| 40 |
1.0320 |
1.0021 |
0.0299 |
2.9% |
0.0004 |
0.0% |
100% |
True |
False |
1 |
| 60 |
1.0320 |
0.9973 |
0.0347 |
3.4% |
0.0005 |
0.1% |
100% |
True |
False |
2 |
| 80 |
1.0320 |
0.9959 |
0.0361 |
3.5% |
0.0004 |
0.0% |
100% |
True |
False |
2 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0660 |
|
2.618 |
1.0529 |
|
1.618 |
1.0449 |
|
1.000 |
1.0400 |
|
0.618 |
1.0369 |
|
HIGH |
1.0320 |
|
0.618 |
1.0289 |
|
0.500 |
1.0280 |
|
0.382 |
1.0271 |
|
LOW |
1.0240 |
|
0.618 |
1.0191 |
|
1.000 |
1.0160 |
|
1.618 |
1.0111 |
|
2.618 |
1.0031 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0307 |
1.0307 |
| PP |
1.0293 |
1.0293 |
| S1 |
1.0280 |
1.0280 |
|