CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0203 |
1.0185 |
-0.0018 |
-0.2% |
1.0255 |
| High |
1.0203 |
1.0196 |
-0.0007 |
-0.1% |
1.0265 |
| Low |
1.0203 |
1.0175 |
-0.0028 |
-0.3% |
1.0162 |
| Close |
1.0203 |
1.0196 |
-0.0007 |
-0.1% |
1.0166 |
| Range |
0.0000 |
0.0021 |
0.0021 |
|
0.0103 |
| ATR |
0.0036 |
0.0035 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0252 |
1.0245 |
1.0208 |
|
| R3 |
1.0231 |
1.0224 |
1.0202 |
|
| R2 |
1.0210 |
1.0210 |
1.0200 |
|
| R1 |
1.0203 |
1.0203 |
1.0198 |
1.0207 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0191 |
| S1 |
1.0182 |
1.0182 |
1.0194 |
1.0186 |
| S2 |
1.0168 |
1.0168 |
1.0192 |
|
| S3 |
1.0147 |
1.0161 |
1.0190 |
|
| S4 |
1.0126 |
1.0140 |
1.0184 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0439 |
1.0223 |
|
| R3 |
1.0404 |
1.0336 |
1.0194 |
|
| R2 |
1.0301 |
1.0301 |
1.0185 |
|
| R1 |
1.0233 |
1.0233 |
1.0175 |
1.0216 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0189 |
| S1 |
1.0130 |
1.0130 |
1.0157 |
1.0113 |
| S2 |
1.0095 |
1.0095 |
1.0147 |
|
| S3 |
0.9992 |
1.0027 |
1.0138 |
|
| S4 |
0.9889 |
0.9924 |
1.0109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0240 |
1.0162 |
0.0078 |
0.8% |
0.0004 |
0.0% |
44% |
False |
False |
1 |
| 10 |
1.0265 |
1.0162 |
0.0103 |
1.0% |
0.0004 |
0.0% |
33% |
False |
False |
1 |
| 20 |
1.0265 |
1.0157 |
0.0108 |
1.1% |
0.0005 |
0.0% |
36% |
False |
False |
1 |
| 40 |
1.0265 |
0.9973 |
0.0292 |
2.9% |
0.0004 |
0.0% |
76% |
False |
False |
1 |
| 60 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0005 |
0.0% |
66% |
False |
False |
2 |
| 80 |
1.0318 |
0.9959 |
0.0359 |
3.5% |
0.0005 |
0.0% |
66% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0285 |
|
2.618 |
1.0251 |
|
1.618 |
1.0230 |
|
1.000 |
1.0217 |
|
0.618 |
1.0209 |
|
HIGH |
1.0196 |
|
0.618 |
1.0188 |
|
0.500 |
1.0186 |
|
0.382 |
1.0183 |
|
LOW |
1.0175 |
|
0.618 |
1.0162 |
|
1.000 |
1.0154 |
|
1.618 |
1.0141 |
|
2.618 |
1.0120 |
|
4.250 |
1.0086 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0193 |
1.0208 |
| PP |
1.0189 |
1.0204 |
| S1 |
1.0186 |
1.0200 |
|