CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 20-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0357 |
1.0337 |
-0.0020 |
-0.2% |
1.0339 |
| High |
1.0357 |
1.0352 |
-0.0005 |
0.0% |
1.0420 |
| Low |
1.0357 |
1.0330 |
-0.0027 |
-0.3% |
1.0339 |
| Close |
1.0357 |
1.0351 |
-0.0006 |
-0.1% |
1.0420 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0081 |
| ATR |
0.0031 |
0.0031 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
14 |
|
| Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0410 |
1.0403 |
1.0363 |
|
| R3 |
1.0388 |
1.0381 |
1.0357 |
|
| R2 |
1.0366 |
1.0366 |
1.0355 |
|
| R1 |
1.0359 |
1.0359 |
1.0353 |
1.0363 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0346 |
| S1 |
1.0337 |
1.0337 |
1.0349 |
1.0341 |
| S2 |
1.0322 |
1.0322 |
1.0347 |
|
| S3 |
1.0300 |
1.0315 |
1.0345 |
|
| S4 |
1.0278 |
1.0293 |
1.0339 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0636 |
1.0609 |
1.0465 |
|
| R3 |
1.0555 |
1.0528 |
1.0442 |
|
| R2 |
1.0474 |
1.0474 |
1.0435 |
|
| R1 |
1.0447 |
1.0447 |
1.0427 |
1.0461 |
| PP |
1.0393 |
1.0393 |
1.0393 |
1.0400 |
| S1 |
1.0366 |
1.0366 |
1.0413 |
1.0380 |
| S2 |
1.0312 |
1.0312 |
1.0405 |
|
| S3 |
1.0231 |
1.0285 |
1.0398 |
|
| S4 |
1.0150 |
1.0204 |
1.0375 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0420 |
1.0330 |
0.0090 |
0.9% |
0.0005 |
0.1% |
23% |
False |
True |
2 |
| 10 |
1.0420 |
1.0330 |
0.0090 |
0.9% |
0.0007 |
0.1% |
23% |
False |
True |
14 |
| 20 |
1.0420 |
1.0240 |
0.0180 |
1.7% |
0.0007 |
0.1% |
62% |
False |
False |
14 |
| 40 |
1.0420 |
1.0157 |
0.0263 |
2.5% |
0.0006 |
0.1% |
74% |
False |
False |
7 |
| 60 |
1.0420 |
0.9973 |
0.0447 |
4.3% |
0.0005 |
0.1% |
85% |
False |
False |
5 |
| 80 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0005 |
0.1% |
85% |
False |
False |
5 |
| 100 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0005 |
0.0% |
85% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0446 |
|
2.618 |
1.0410 |
|
1.618 |
1.0388 |
|
1.000 |
1.0374 |
|
0.618 |
1.0366 |
|
HIGH |
1.0352 |
|
0.618 |
1.0344 |
|
0.500 |
1.0341 |
|
0.382 |
1.0338 |
|
LOW |
1.0330 |
|
0.618 |
1.0316 |
|
1.000 |
1.0308 |
|
1.618 |
1.0294 |
|
2.618 |
1.0272 |
|
4.250 |
1.0237 |
|
|
| Fisher Pivots for day following 20-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0348 |
1.0361 |
| PP |
1.0344 |
1.0357 |
| S1 |
1.0341 |
1.0354 |
|