CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 26-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2012 |
26-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0279 |
1.0238 |
-0.0041 |
-0.4% |
1.0403 |
| High |
1.0279 |
1.0241 |
-0.0038 |
-0.4% |
1.0407 |
| Low |
1.0235 |
1.0226 |
-0.0009 |
-0.1% |
1.0268 |
| Close |
1.0235 |
1.0241 |
0.0006 |
0.1% |
1.0273 |
| Range |
0.0044 |
0.0015 |
-0.0029 |
-65.9% |
0.0139 |
| ATR |
0.0035 |
0.0034 |
-0.0001 |
-4.1% |
0.0000 |
| Volume |
26 |
34 |
8 |
30.8% |
100 |
|
| Daily Pivots for day following 26-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0276 |
1.0249 |
|
| R3 |
1.0266 |
1.0261 |
1.0245 |
|
| R2 |
1.0251 |
1.0251 |
1.0244 |
|
| R1 |
1.0246 |
1.0246 |
1.0242 |
1.0249 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0237 |
| S1 |
1.0231 |
1.0231 |
1.0240 |
1.0234 |
| S2 |
1.0221 |
1.0221 |
1.0238 |
|
| S3 |
1.0206 |
1.0216 |
1.0237 |
|
| S4 |
1.0191 |
1.0201 |
1.0233 |
|
|
| 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 |
1.0357 |
1.0226 |
0.0131 |
1.3% |
0.0023 |
0.2% |
11% |
False |
True |
30 |
| 10 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0014 |
0.1% |
8% |
False |
True |
17 |
| 20 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0012 |
0.1% |
8% |
False |
True |
21 |
| 40 |
1.0420 |
1.0162 |
0.0258 |
2.5% |
0.0008 |
0.1% |
31% |
False |
False |
11 |
| 60 |
1.0420 |
0.9973 |
0.0447 |
4.4% |
0.0007 |
0.1% |
60% |
False |
False |
8 |
| 80 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0006 |
0.1% |
61% |
False |
False |
7 |
| 100 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0005 |
0.1% |
61% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0280 |
|
1.618 |
1.0265 |
|
1.000 |
1.0256 |
|
0.618 |
1.0250 |
|
HIGH |
1.0241 |
|
0.618 |
1.0235 |
|
0.500 |
1.0234 |
|
0.382 |
1.0232 |
|
LOW |
1.0226 |
|
0.618 |
1.0217 |
|
1.000 |
1.0211 |
|
1.618 |
1.0202 |
|
2.618 |
1.0187 |
|
4.250 |
1.0162 |
|
|
| Fisher Pivots for day following 26-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0239 |
1.0265 |
| PP |
1.0236 |
1.0257 |
| S1 |
1.0234 |
1.0249 |
|