CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0400 |
0.0023 |
0.2% |
1.0264 |
| High |
1.0377 |
1.0419 |
0.0042 |
0.4% |
1.0359 |
| Low |
1.0377 |
1.0400 |
0.0023 |
0.2% |
1.0240 |
| Close |
1.0377 |
1.0419 |
0.0042 |
0.4% |
1.0339 |
| Range |
0.0000 |
0.0019 |
0.0019 |
|
0.0119 |
| ATR |
0.0030 |
0.0031 |
0.0001 |
2.8% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
246 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0470 |
1.0463 |
1.0429 |
|
| R3 |
1.0451 |
1.0444 |
1.0424 |
|
| R2 |
1.0432 |
1.0432 |
1.0422 |
|
| R1 |
1.0425 |
1.0425 |
1.0421 |
1.0429 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0414 |
| S1 |
1.0406 |
1.0406 |
1.0417 |
1.0410 |
| S2 |
1.0394 |
1.0394 |
1.0416 |
|
| S3 |
1.0375 |
1.0387 |
1.0414 |
|
| S4 |
1.0356 |
1.0368 |
1.0409 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0670 |
1.0623 |
1.0404 |
|
| R3 |
1.0551 |
1.0504 |
1.0372 |
|
| R2 |
1.0432 |
1.0432 |
1.0361 |
|
| R1 |
1.0385 |
1.0385 |
1.0350 |
1.0409 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0324 |
| S1 |
1.0266 |
1.0266 |
1.0328 |
1.0290 |
| S2 |
1.0194 |
1.0194 |
1.0317 |
|
| S3 |
1.0075 |
1.0147 |
1.0306 |
|
| S4 |
0.9956 |
1.0028 |
1.0274 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0419 |
1.0324 |
0.0095 |
0.9% |
0.0008 |
0.1% |
100% |
True |
False |
49 |
| 10 |
1.0419 |
1.0240 |
0.0179 |
1.7% |
0.0012 |
0.1% |
100% |
True |
False |
25 |
| 20 |
1.0419 |
1.0162 |
0.0257 |
2.5% |
0.0007 |
0.1% |
100% |
True |
False |
13 |
| 40 |
1.0419 |
1.0080 |
0.0339 |
3.3% |
0.0005 |
0.1% |
100% |
True |
False |
7 |
| 60 |
1.0419 |
0.9973 |
0.0446 |
4.3% |
0.0005 |
0.0% |
100% |
True |
False |
5 |
| 80 |
1.0419 |
0.9959 |
0.0460 |
4.4% |
0.0005 |
0.0% |
100% |
True |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0500 |
|
2.618 |
1.0469 |
|
1.618 |
1.0450 |
|
1.000 |
1.0438 |
|
0.618 |
1.0431 |
|
HIGH |
1.0419 |
|
0.618 |
1.0412 |
|
0.500 |
1.0410 |
|
0.382 |
1.0407 |
|
LOW |
1.0400 |
|
0.618 |
1.0388 |
|
1.000 |
1.0381 |
|
1.618 |
1.0369 |
|
2.618 |
1.0350 |
|
4.250 |
1.0319 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0416 |
1.0406 |
| PP |
1.0413 |
1.0392 |
| S1 |
1.0410 |
1.0379 |
|