CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0098 |
1.0123 |
0.0025 |
0.2% |
1.0010 |
| High |
1.0098 |
1.0193 |
0.0095 |
0.9% |
1.0151 |
| Low |
1.0098 |
1.0113 |
0.0015 |
0.1% |
0.9959 |
| Close |
1.0098 |
1.0193 |
0.0095 |
0.9% |
1.0151 |
| Range |
0.0000 |
0.0080 |
0.0080 |
|
0.0192 |
| ATR |
0.0043 |
0.0047 |
0.0004 |
8.6% |
0.0000 |
| Volume |
6 |
6 |
0 |
0.0% |
19 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0406 |
1.0380 |
1.0237 |
|
| R3 |
1.0326 |
1.0300 |
1.0215 |
|
| R2 |
1.0246 |
1.0246 |
1.0208 |
|
| R1 |
1.0220 |
1.0220 |
1.0200 |
1.0233 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0173 |
| S1 |
1.0140 |
1.0140 |
1.0186 |
1.0153 |
| S2 |
1.0086 |
1.0086 |
1.0178 |
|
| S3 |
1.0006 |
1.0060 |
1.0171 |
|
| S4 |
0.9926 |
0.9980 |
1.0149 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0663 |
1.0599 |
1.0257 |
|
| R3 |
1.0471 |
1.0407 |
1.0204 |
|
| R2 |
1.0279 |
1.0279 |
1.0186 |
|
| R1 |
1.0215 |
1.0215 |
1.0169 |
1.0247 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0103 |
| S1 |
1.0023 |
1.0023 |
1.0133 |
1.0055 |
| S2 |
0.9895 |
0.9895 |
1.0116 |
|
| S3 |
0.9703 |
0.9831 |
1.0098 |
|
| S4 |
0.9511 |
0.9639 |
1.0045 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0402 |
|
1.618 |
1.0322 |
|
1.000 |
1.0273 |
|
0.618 |
1.0242 |
|
HIGH |
1.0193 |
|
0.618 |
1.0162 |
|
0.500 |
1.0153 |
|
0.382 |
1.0144 |
|
LOW |
1.0113 |
|
0.618 |
1.0064 |
|
1.000 |
1.0033 |
|
1.618 |
0.9984 |
|
2.618 |
0.9904 |
|
4.250 |
0.9773 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0177 |
| PP |
1.0166 |
1.0161 |
| S1 |
1.0153 |
1.0146 |
|