CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 18-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2012 |
18-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0403 |
1.0391 |
-0.0012 |
-0.1% |
1.0339 |
High |
1.0407 |
1.0391 |
-0.0016 |
-0.2% |
1.0420 |
Low |
1.0403 |
1.0391 |
-0.0012 |
-0.1% |
1.0339 |
Close |
1.0407 |
1.0391 |
-0.0016 |
-0.2% |
1.0420 |
Range |
0.0004 |
0.0000 |
-0.0004 |
-100.0% |
0.0081 |
ATR |
0.0032 |
0.0031 |
-0.0001 |
-3.6% |
0.0000 |
Volume |
4 |
2 |
-2 |
-50.0% |
14 |
|
Daily Pivots for day following 18-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0391 |
1.0391 |
1.0391 |
|
R3 |
1.0391 |
1.0391 |
1.0391 |
|
R2 |
1.0391 |
1.0391 |
1.0391 |
|
R1 |
1.0391 |
1.0391 |
1.0391 |
1.0391 |
PP |
1.0391 |
1.0391 |
1.0391 |
1.0391 |
S1 |
1.0391 |
1.0391 |
1.0391 |
1.0391 |
S2 |
1.0391 |
1.0391 |
1.0391 |
|
S3 |
1.0391 |
1.0391 |
1.0391 |
|
S4 |
1.0391 |
1.0391 |
1.0391 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0636 |
1.0609 |
1.0465 |
|
R3 |
1.0555 |
1.0528 |
1.0442 |
|
R2 |
1.0474 |
1.0474 |
1.0435 |
|
R1 |
1.0447 |
1.0447 |
1.0427 |
1.0461 |
PP |
1.0393 |
1.0393 |
1.0393 |
1.0400 |
S1 |
1.0366 |
1.0366 |
1.0413 |
1.0380 |
S2 |
1.0312 |
1.0312 |
1.0405 |
|
S3 |
1.0231 |
1.0285 |
1.0398 |
|
S4 |
1.0150 |
1.0204 |
1.0375 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0420 |
1.0374 |
0.0046 |
0.4% |
0.0005 |
0.0% |
37% |
False |
False |
3 |
10 |
1.0420 |
1.0310 |
0.0110 |
1.1% |
0.0004 |
0.0% |
74% |
False |
False |
26 |
20 |
1.0420 |
1.0175 |
0.0245 |
2.4% |
0.0007 |
0.1% |
88% |
False |
False |
14 |
40 |
1.0420 |
1.0080 |
0.0340 |
3.3% |
0.0005 |
0.1% |
91% |
False |
False |
7 |
60 |
1.0420 |
0.9973 |
0.0447 |
4.3% |
0.0005 |
0.0% |
94% |
False |
False |
5 |
80 |
1.0420 |
0.9959 |
0.0461 |
4.4% |
0.0005 |
0.0% |
94% |
False |
False |
5 |
100 |
1.0420 |
0.9959 |
0.0461 |
4.4% |
0.0005 |
0.0% |
94% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0391 |
2.618 |
1.0391 |
1.618 |
1.0391 |
1.000 |
1.0391 |
0.618 |
1.0391 |
HIGH |
1.0391 |
0.618 |
1.0391 |
0.500 |
1.0391 |
0.382 |
1.0391 |
LOW |
1.0391 |
0.618 |
1.0391 |
1.000 |
1.0391 |
1.618 |
1.0391 |
2.618 |
1.0391 |
4.250 |
1.0391 |
|
|
Fisher Pivots for day following 18-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0391 |
1.0406 |
PP |
1.0391 |
1.0401 |
S1 |
1.0391 |
1.0396 |
|