CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0041 |
-0.0030 |
-0.3% |
1.0025 |
| High |
1.0071 |
1.0041 |
-0.0030 |
-0.3% |
1.0071 |
| Low |
1.0071 |
1.0041 |
-0.0030 |
-0.3% |
1.0021 |
| Close |
1.0071 |
1.0041 |
-0.0030 |
-0.3% |
1.0041 |
| Range |
|
|
|
|
|
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0041 |
1.0041 |
1.0041 |
|
| R3 |
1.0041 |
1.0041 |
1.0041 |
|
| R2 |
1.0041 |
1.0041 |
1.0041 |
|
| R1 |
1.0041 |
1.0041 |
1.0041 |
1.0041 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0041 |
| S1 |
1.0041 |
1.0041 |
1.0041 |
1.0041 |
| S2 |
1.0041 |
1.0041 |
1.0041 |
|
| S3 |
1.0041 |
1.0041 |
1.0041 |
|
| S4 |
1.0041 |
1.0041 |
1.0041 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0168 |
1.0069 |
|
| R3 |
1.0144 |
1.0118 |
1.0055 |
|
| R2 |
1.0094 |
1.0094 |
1.0050 |
|
| R1 |
1.0068 |
1.0068 |
1.0046 |
1.0081 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0051 |
| S1 |
1.0018 |
1.0018 |
1.0036 |
1.0031 |
| S2 |
0.9994 |
0.9994 |
1.0032 |
|
| S3 |
0.9944 |
0.9968 |
1.0027 |
|
| S4 |
0.9894 |
0.9918 |
1.0014 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0041 |
|
2.618 |
1.0041 |
|
1.618 |
1.0041 |
|
1.000 |
1.0041 |
|
0.618 |
1.0041 |
|
HIGH |
1.0041 |
|
0.618 |
1.0041 |
|
0.500 |
1.0041 |
|
0.382 |
1.0041 |
|
LOW |
1.0041 |
|
0.618 |
1.0041 |
|
1.000 |
1.0041 |
|
1.618 |
1.0041 |
|
2.618 |
1.0041 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0041 |
1.0056 |
| PP |
1.0041 |
1.0051 |
| S1 |
1.0041 |
1.0046 |
|