CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0374 |
-0.0026 |
-0.3% |
1.0264 |
| High |
1.0419 |
1.0374 |
-0.0045 |
-0.4% |
1.0359 |
| Low |
1.0400 |
1.0374 |
-0.0026 |
-0.3% |
1.0240 |
| Close |
1.0419 |
1.0374 |
-0.0045 |
-0.4% |
1.0339 |
| Range |
0.0019 |
0.0000 |
-0.0019 |
-100.0% |
0.0119 |
| ATR |
0.0031 |
0.0032 |
0.0001 |
3.2% |
0.0000 |
| Volume |
2 |
4 |
2 |
100.0% |
246 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0374 |
1.0374 |
1.0374 |
|
| R3 |
1.0374 |
1.0374 |
1.0374 |
|
| R2 |
1.0374 |
1.0374 |
1.0374 |
|
| R1 |
1.0374 |
1.0374 |
1.0374 |
1.0374 |
| PP |
1.0374 |
1.0374 |
1.0374 |
1.0374 |
| S1 |
1.0374 |
1.0374 |
1.0374 |
1.0374 |
| S2 |
1.0374 |
1.0374 |
1.0374 |
|
| S3 |
1.0374 |
1.0374 |
1.0374 |
|
| S4 |
1.0374 |
1.0374 |
1.0374 |
|
|
| 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 |
1.0339 |
0.0080 |
0.8% |
0.0008 |
0.1% |
44% |
False |
False |
26 |
| 10 |
1.0419 |
1.0240 |
0.0179 |
1.7% |
0.0012 |
0.1% |
75% |
False |
False |
25 |
| 20 |
1.0419 |
1.0162 |
0.0257 |
2.5% |
0.0007 |
0.1% |
82% |
False |
False |
14 |
| 40 |
1.0419 |
1.0080 |
0.0339 |
3.3% |
0.0005 |
0.1% |
87% |
False |
False |
7 |
| 60 |
1.0419 |
0.9973 |
0.0446 |
4.3% |
0.0005 |
0.0% |
90% |
False |
False |
5 |
| 80 |
1.0419 |
0.9959 |
0.0460 |
4.4% |
0.0005 |
0.0% |
90% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0374 |
|
1.618 |
1.0374 |
|
1.000 |
1.0374 |
|
0.618 |
1.0374 |
|
HIGH |
1.0374 |
|
0.618 |
1.0374 |
|
0.500 |
1.0374 |
|
0.382 |
1.0374 |
|
LOW |
1.0374 |
|
0.618 |
1.0374 |
|
1.000 |
1.0374 |
|
1.618 |
1.0374 |
|
2.618 |
1.0374 |
|
4.250 |
1.0374 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0374 |
1.0397 |
| PP |
1.0374 |
1.0389 |
| S1 |
1.0374 |
1.0382 |
|