CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0025 |
1.0021 |
-0.0004 |
0.0% |
1.0165 |
| High |
1.0025 |
1.0021 |
-0.0004 |
0.0% |
1.0168 |
| Low |
1.0025 |
1.0021 |
-0.0004 |
0.0% |
0.9973 |
| Close |
1.0025 |
1.0021 |
-0.0004 |
0.0% |
0.9973 |
| Range |
|
|
|
|
|
| ATR |
0.0051 |
0.0047 |
-0.0003 |
-6.6% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
13 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
1.0021 |
1.0021 |
|
| R3 |
1.0021 |
1.0021 |
1.0021 |
|
| R2 |
1.0021 |
1.0021 |
1.0021 |
|
| R1 |
1.0021 |
1.0021 |
1.0021 |
1.0021 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0021 |
| S1 |
1.0021 |
1.0021 |
1.0021 |
1.0021 |
| S2 |
1.0021 |
1.0021 |
1.0021 |
|
| S3 |
1.0021 |
1.0021 |
1.0021 |
|
| S4 |
1.0021 |
1.0021 |
1.0021 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0493 |
1.0080 |
|
| R3 |
1.0428 |
1.0298 |
1.0027 |
|
| R2 |
1.0233 |
1.0233 |
1.0009 |
|
| R1 |
1.0103 |
1.0103 |
0.9991 |
1.0071 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0022 |
| S1 |
0.9908 |
0.9908 |
0.9955 |
0.9876 |
| S2 |
0.9843 |
0.9843 |
0.9937 |
|
| S3 |
0.9648 |
0.9713 |
0.9919 |
|
| S4 |
0.9453 |
0.9518 |
0.9866 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0021 |
|
2.618 |
1.0021 |
|
1.618 |
1.0021 |
|
1.000 |
1.0021 |
|
0.618 |
1.0021 |
|
HIGH |
1.0021 |
|
0.618 |
1.0021 |
|
0.500 |
1.0021 |
|
0.382 |
1.0021 |
|
LOW |
1.0021 |
|
0.618 |
1.0021 |
|
1.000 |
1.0021 |
|
1.618 |
1.0021 |
|
2.618 |
1.0021 |
|
4.250 |
1.0021 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0021 |
1.0015 |
| PP |
1.0021 |
1.0010 |
| S1 |
1.0021 |
1.0004 |
|