CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0290 |
-0.0047 |
-0.5% |
1.0403 |
| High |
1.0352 |
1.0303 |
-0.0049 |
-0.5% |
1.0407 |
| Low |
1.0330 |
1.0268 |
-0.0062 |
-0.6% |
1.0268 |
| Close |
1.0351 |
1.0273 |
-0.0078 |
-0.8% |
1.0273 |
| Range |
0.0022 |
0.0035 |
0.0013 |
59.1% |
0.0139 |
| ATR |
0.0031 |
0.0034 |
0.0004 |
12.2% |
0.0000 |
| Volume |
2 |
90 |
88 |
4,400.0% |
100 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0365 |
1.0292 |
|
| R3 |
1.0351 |
1.0330 |
1.0283 |
|
| R2 |
1.0316 |
1.0316 |
1.0279 |
|
| R1 |
1.0295 |
1.0295 |
1.0276 |
1.0288 |
| PP |
1.0281 |
1.0281 |
1.0281 |
1.0278 |
| S1 |
1.0260 |
1.0260 |
1.0270 |
1.0253 |
| S2 |
1.0246 |
1.0246 |
1.0267 |
|
| S3 |
1.0211 |
1.0225 |
1.0263 |
|
| S4 |
1.0176 |
1.0190 |
1.0254 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0642 |
1.0349 |
|
| R3 |
1.0594 |
1.0503 |
1.0311 |
|
| R2 |
1.0455 |
1.0455 |
1.0298 |
|
| R1 |
1.0364 |
1.0364 |
1.0286 |
1.0340 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0304 |
| S1 |
1.0225 |
1.0225 |
1.0260 |
1.0201 |
| S2 |
1.0177 |
1.0177 |
1.0248 |
|
| S3 |
1.0038 |
1.0086 |
1.0235 |
|
| S4 |
0.9899 |
0.9947 |
1.0197 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0407 |
1.0268 |
0.0139 |
1.4% |
0.0012 |
0.1% |
4% |
False |
True |
20 |
| 10 |
1.0420 |
1.0268 |
0.0152 |
1.5% |
0.0008 |
0.1% |
3% |
False |
True |
11 |
| 20 |
1.0420 |
1.0240 |
0.0180 |
1.8% |
0.0009 |
0.1% |
18% |
False |
False |
18 |
| 40 |
1.0420 |
1.0157 |
0.0263 |
2.6% |
0.0007 |
0.1% |
44% |
False |
False |
9 |
| 60 |
1.0420 |
0.9973 |
0.0447 |
4.4% |
0.0006 |
0.1% |
67% |
False |
False |
7 |
| 80 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0006 |
0.1% |
68% |
False |
False |
6 |
| 100 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0005 |
0.0% |
68% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0395 |
|
1.618 |
1.0360 |
|
1.000 |
1.0338 |
|
0.618 |
1.0325 |
|
HIGH |
1.0303 |
|
0.618 |
1.0290 |
|
0.500 |
1.0286 |
|
0.382 |
1.0281 |
|
LOW |
1.0268 |
|
0.618 |
1.0246 |
|
1.000 |
1.0233 |
|
1.618 |
1.0211 |
|
2.618 |
1.0176 |
|
4.250 |
1.0119 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0286 |
1.0313 |
| PP |
1.0281 |
1.0299 |
| S1 |
1.0277 |
1.0286 |
|