CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0240 |
0.0096 |
0.9% |
1.0219 |
| High |
1.0144 |
1.0240 |
0.0096 |
0.9% |
1.0265 |
| Low |
1.0144 |
1.0232 |
0.0088 |
0.9% |
1.0207 |
| Close |
1.0144 |
1.0232 |
0.0088 |
0.9% |
1.0229 |
| Range |
0.0000 |
0.0008 |
0.0008 |
|
0.0058 |
| ATR |
0.0041 |
0.0045 |
0.0004 |
9.4% |
0.0000 |
| Volume |
4 |
4 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0253 |
1.0236 |
|
| R3 |
1.0251 |
1.0245 |
1.0234 |
|
| R2 |
1.0243 |
1.0243 |
1.0233 |
|
| R1 |
1.0237 |
1.0237 |
1.0233 |
1.0236 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0234 |
| S1 |
1.0229 |
1.0229 |
1.0231 |
1.0228 |
| S2 |
1.0227 |
1.0227 |
1.0231 |
|
| S3 |
1.0219 |
1.0221 |
1.0230 |
|
| S4 |
1.0211 |
1.0213 |
1.0228 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0408 |
1.0376 |
1.0261 |
|
| R3 |
1.0350 |
1.0318 |
1.0245 |
|
| R2 |
1.0292 |
1.0292 |
1.0240 |
|
| R1 |
1.0260 |
1.0260 |
1.0234 |
1.0276 |
| PP |
1.0234 |
1.0234 |
1.0234 |
1.0242 |
| S1 |
1.0202 |
1.0202 |
1.0224 |
1.0218 |
| S2 |
1.0176 |
1.0176 |
1.0218 |
|
| S3 |
1.0118 |
1.0144 |
1.0213 |
|
| S4 |
1.0060 |
1.0086 |
1.0197 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0261 |
|
1.618 |
1.0253 |
|
1.000 |
1.0248 |
|
0.618 |
1.0245 |
|
HIGH |
1.0240 |
|
0.618 |
1.0237 |
|
0.500 |
1.0236 |
|
0.382 |
1.0235 |
|
LOW |
1.0232 |
|
0.618 |
1.0227 |
|
1.000 |
1.0224 |
|
1.618 |
1.0219 |
|
2.618 |
1.0211 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0236 |
1.0219 |
| PP |
1.0235 |
1.0205 |
| S1 |
1.0233 |
1.0192 |
|