CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0411 |
-0.0039 |
-0.4% |
1.0408 |
| High |
1.0464 |
1.0433 |
-0.0031 |
-0.3% |
1.0510 |
| Low |
1.0407 |
1.0394 |
-0.0013 |
-0.1% |
1.0385 |
| Close |
1.0424 |
1.0417 |
-0.0007 |
-0.1% |
1.0490 |
| Range |
0.0057 |
0.0039 |
-0.0018 |
-31.6% |
0.0125 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
85,776 |
75,078 |
-10,698 |
-12.5% |
367,552 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0513 |
1.0438 |
|
| R3 |
1.0493 |
1.0474 |
1.0428 |
|
| R2 |
1.0454 |
1.0454 |
1.0424 |
|
| R1 |
1.0435 |
1.0435 |
1.0421 |
1.0445 |
| PP |
1.0415 |
1.0415 |
1.0415 |
1.0419 |
| S1 |
1.0396 |
1.0396 |
1.0413 |
1.0406 |
| S2 |
1.0376 |
1.0376 |
1.0410 |
|
| S3 |
1.0337 |
1.0357 |
1.0406 |
|
| S4 |
1.0298 |
1.0318 |
1.0396 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0837 |
1.0788 |
1.0559 |
|
| R3 |
1.0712 |
1.0663 |
1.0524 |
|
| R2 |
1.0587 |
1.0587 |
1.0513 |
|
| R1 |
1.0538 |
1.0538 |
1.0501 |
1.0563 |
| PP |
1.0462 |
1.0462 |
1.0462 |
1.0474 |
| S1 |
1.0413 |
1.0413 |
1.0479 |
1.0438 |
| S2 |
1.0337 |
1.0337 |
1.0467 |
|
| S3 |
1.0212 |
1.0288 |
1.0456 |
|
| S4 |
1.0087 |
1.0163 |
1.0421 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0520 |
1.0394 |
0.0126 |
1.2% |
0.0054 |
0.5% |
18% |
False |
True |
87,532 |
| 10 |
1.0520 |
1.0381 |
0.0139 |
1.3% |
0.0054 |
0.5% |
26% |
False |
False |
67,765 |
| 20 |
1.0520 |
1.0261 |
0.0259 |
2.5% |
0.0056 |
0.5% |
60% |
False |
False |
36,036 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.0% |
0.0050 |
0.5% |
68% |
False |
False |
18,057 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0052 |
0.5% |
79% |
False |
False |
12,054 |
| 80 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0047 |
0.4% |
80% |
False |
False |
9,048 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0038 |
0.4% |
80% |
False |
False |
7,239 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.6% |
0.0031 |
0.3% |
82% |
False |
False |
6,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0599 |
|
2.618 |
1.0535 |
|
1.618 |
1.0496 |
|
1.000 |
1.0472 |
|
0.618 |
1.0457 |
|
HIGH |
1.0433 |
|
0.618 |
1.0418 |
|
0.500 |
1.0414 |
|
0.382 |
1.0409 |
|
LOW |
1.0394 |
|
0.618 |
1.0370 |
|
1.000 |
1.0355 |
|
1.618 |
1.0331 |
|
2.618 |
1.0292 |
|
4.250 |
1.0228 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0441 |
| PP |
1.0415 |
1.0433 |
| S1 |
1.0414 |
1.0425 |
|