CME Australian Dollar Future June 2013
Trading Metrics calculated at close of trading on 27-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2012 |
27-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
1.0238 |
1.0250 |
0.0012 |
0.1% |
1.0403 |
High |
1.0241 |
1.0250 |
0.0009 |
0.1% |
1.0407 |
Low |
1.0226 |
1.0250 |
0.0024 |
0.2% |
1.0268 |
Close |
1.0241 |
1.0250 |
0.0009 |
0.1% |
1.0273 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0139 |
ATR |
0.0034 |
0.0032 |
-0.0002 |
-5.2% |
0.0000 |
Volume |
34 |
2 |
-32 |
-94.1% |
100 |
|
Daily Pivots for day following 27-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0250 |
1.0250 |
1.0250 |
|
R3 |
1.0250 |
1.0250 |
1.0250 |
|
R2 |
1.0250 |
1.0250 |
1.0250 |
|
R1 |
1.0250 |
1.0250 |
1.0250 |
1.0250 |
PP |
1.0250 |
1.0250 |
1.0250 |
1.0250 |
S1 |
1.0250 |
1.0250 |
1.0250 |
1.0250 |
S2 |
1.0250 |
1.0250 |
1.0250 |
|
S3 |
1.0250 |
1.0250 |
1.0250 |
|
S4 |
1.0250 |
1.0250 |
1.0250 |
|
|
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 |
1.0352 |
1.0226 |
0.0126 |
1.2% |
0.0023 |
0.2% |
19% |
False |
False |
30 |
10 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0012 |
0.1% |
12% |
False |
False |
17 |
20 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0012 |
0.1% |
12% |
False |
False |
21 |
40 |
1.0420 |
1.0162 |
0.0258 |
2.5% |
0.0008 |
0.1% |
34% |
False |
False |
11 |
60 |
1.0420 |
0.9973 |
0.0447 |
4.4% |
0.0007 |
0.1% |
62% |
False |
False |
8 |
80 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0006 |
0.1% |
63% |
False |
False |
7 |
100 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0005 |
0.1% |
63% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0250 |
2.618 |
1.0250 |
1.618 |
1.0250 |
1.000 |
1.0250 |
0.618 |
1.0250 |
HIGH |
1.0250 |
0.618 |
1.0250 |
0.500 |
1.0250 |
0.382 |
1.0250 |
LOW |
1.0250 |
0.618 |
1.0250 |
1.000 |
1.0250 |
1.618 |
1.0250 |
2.618 |
1.0250 |
4.250 |
1.0250 |
|
|
Fisher Pivots for day following 27-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0250 |
1.0253 |
PP |
1.0250 |
1.0252 |
S1 |
1.0250 |
1.0251 |
|