CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0058 |
1.0095 |
0.0037 |
0.4% |
1.0196 |
| High |
1.0058 |
1.0095 |
0.0037 |
0.4% |
1.0196 |
| Low |
1.0058 |
1.0010 |
-0.0048 |
-0.5% |
1.0125 |
| Close |
1.0058 |
1.0027 |
-0.0031 |
-0.3% |
1.0152 |
| Range |
0.0000 |
0.0085 |
0.0085 |
|
0.0071 |
| ATR |
0.0040 |
0.0043 |
0.0003 |
7.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0248 |
1.0074 |
|
| R3 |
1.0214 |
1.0163 |
1.0050 |
|
| R2 |
1.0129 |
1.0129 |
1.0043 |
|
| R1 |
1.0078 |
1.0078 |
1.0035 |
1.0061 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0036 |
| S1 |
0.9993 |
0.9993 |
1.0019 |
0.9976 |
| S2 |
0.9959 |
0.9959 |
1.0011 |
|
| S3 |
0.9874 |
0.9908 |
1.0004 |
|
| S4 |
0.9789 |
0.9823 |
0.9980 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0371 |
1.0332 |
1.0191 |
|
| R3 |
1.0300 |
1.0261 |
1.0172 |
|
| R2 |
1.0229 |
1.0229 |
1.0165 |
|
| R1 |
1.0190 |
1.0190 |
1.0159 |
1.0174 |
| PP |
1.0158 |
1.0158 |
1.0158 |
1.0150 |
| S1 |
1.0119 |
1.0119 |
1.0145 |
1.0103 |
| S2 |
1.0087 |
1.0087 |
1.0139 |
|
| S3 |
1.0016 |
1.0048 |
1.0132 |
|
| S4 |
0.9945 |
0.9977 |
1.0113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0182 |
1.0010 |
0.0172 |
1.7% |
0.0017 |
0.2% |
10% |
False |
True |
1 |
| 10 |
1.0320 |
1.0010 |
0.0310 |
3.1% |
0.0009 |
0.1% |
5% |
False |
True |
1 |
| 20 |
1.0375 |
1.0010 |
0.0365 |
3.6% |
0.0005 |
0.0% |
5% |
False |
True |
1 |
| 40 |
1.0375 |
0.9934 |
0.0441 |
4.4% |
0.0002 |
0.0% |
21% |
False |
False |
1 |
| 60 |
1.0375 |
0.9727 |
0.0648 |
6.5% |
0.0002 |
0.0% |
46% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0318 |
|
1.618 |
1.0233 |
|
1.000 |
1.0180 |
|
0.618 |
1.0148 |
|
HIGH |
1.0095 |
|
0.618 |
1.0063 |
|
0.500 |
1.0053 |
|
0.382 |
1.0042 |
|
LOW |
1.0010 |
|
0.618 |
0.9957 |
|
1.000 |
0.9925 |
|
1.618 |
0.9872 |
|
2.618 |
0.9787 |
|
4.250 |
0.9649 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0081 |
| PP |
1.0044 |
1.0063 |
| S1 |
1.0036 |
1.0045 |
|