CME Australian Dollar Future March 2013
| Trading Metrics calculated at close of trading on 21-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2012 |
21-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0411 |
1.0413 |
0.0002 |
0.0% |
1.0491 |
| High |
1.0433 |
1.0420 |
-0.0013 |
-0.1% |
1.0520 |
| Low |
1.0394 |
1.0330 |
-0.0064 |
-0.6% |
1.0330 |
| Close |
1.0417 |
1.0339 |
-0.0078 |
-0.7% |
1.0339 |
| Range |
0.0039 |
0.0090 |
0.0051 |
130.8% |
0.0190 |
| ATR |
0.0055 |
0.0057 |
0.0003 |
4.6% |
0.0000 |
| Volume |
75,078 |
95,508 |
20,430 |
27.2% |
399,534 |
|
| Daily Pivots for day following 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0633 |
1.0576 |
1.0389 |
|
| R3 |
1.0543 |
1.0486 |
1.0364 |
|
| R2 |
1.0453 |
1.0453 |
1.0356 |
|
| R1 |
1.0396 |
1.0396 |
1.0347 |
1.0380 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0355 |
| S1 |
1.0306 |
1.0306 |
1.0331 |
1.0290 |
| S2 |
1.0273 |
1.0273 |
1.0323 |
|
| S3 |
1.0183 |
1.0216 |
1.0314 |
|
| S4 |
1.0093 |
1.0126 |
1.0290 |
|
|
| Weekly Pivots for week ending 21-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0966 |
1.0843 |
1.0444 |
|
| R3 |
1.0776 |
1.0653 |
1.0391 |
|
| R2 |
1.0586 |
1.0586 |
1.0374 |
|
| R1 |
1.0463 |
1.0463 |
1.0356 |
1.0430 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0380 |
| S1 |
1.0273 |
1.0273 |
1.0322 |
1.0240 |
| S2 |
1.0206 |
1.0206 |
1.0304 |
|
| S3 |
1.0016 |
1.0083 |
1.0287 |
|
| S4 |
0.9826 |
0.9893 |
1.0235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0520 |
1.0330 |
0.0190 |
1.8% |
0.0059 |
0.6% |
5% |
False |
True |
79,906 |
| 10 |
1.0520 |
1.0330 |
0.0190 |
1.8% |
0.0059 |
0.6% |
5% |
False |
True |
76,708 |
| 20 |
1.0520 |
1.0311 |
0.0209 |
2.0% |
0.0055 |
0.5% |
13% |
False |
False |
40,807 |
| 40 |
1.0520 |
1.0203 |
0.0317 |
3.1% |
0.0051 |
0.5% |
43% |
False |
False |
20,444 |
| 60 |
1.0520 |
1.0025 |
0.0495 |
4.8% |
0.0052 |
0.5% |
63% |
False |
False |
13,645 |
| 80 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0048 |
0.5% |
65% |
False |
False |
10,242 |
| 100 |
1.0520 |
1.0010 |
0.0510 |
4.9% |
0.0038 |
0.4% |
65% |
False |
False |
8,194 |
| 120 |
1.0520 |
0.9934 |
0.0586 |
5.7% |
0.0032 |
0.3% |
69% |
False |
False |
6,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0803 |
|
2.618 |
1.0656 |
|
1.618 |
1.0566 |
|
1.000 |
1.0510 |
|
0.618 |
1.0476 |
|
HIGH |
1.0420 |
|
0.618 |
1.0386 |
|
0.500 |
1.0375 |
|
0.382 |
1.0364 |
|
LOW |
1.0330 |
|
0.618 |
1.0274 |
|
1.000 |
1.0240 |
|
1.618 |
1.0184 |
|
2.618 |
1.0094 |
|
4.250 |
0.9948 |
|
|
| Fisher Pivots for day following 21-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0397 |
| PP |
1.0363 |
1.0378 |
| S1 |
1.0351 |
1.0358 |
|