CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 28-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2012 |
28-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0253 |
0.0003 |
0.0% |
1.0279 |
| High |
1.0250 |
1.0270 |
0.0020 |
0.2% |
1.0279 |
| Low |
1.0250 |
1.0240 |
-0.0010 |
-0.1% |
1.0226 |
| Close |
1.0250 |
1.0246 |
-0.0004 |
0.0% |
1.0246 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0053 |
| ATR |
0.0032 |
0.0032 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
64 |
|
| Daily Pivots for day following 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0324 |
1.0263 |
|
| R3 |
1.0312 |
1.0294 |
1.0254 |
|
| R2 |
1.0282 |
1.0282 |
1.0252 |
|
| R1 |
1.0264 |
1.0264 |
1.0249 |
1.0258 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0249 |
| S1 |
1.0234 |
1.0234 |
1.0243 |
1.0228 |
| S2 |
1.0222 |
1.0222 |
1.0241 |
|
| S3 |
1.0192 |
1.0204 |
1.0238 |
|
| S4 |
1.0162 |
1.0174 |
1.0230 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0381 |
1.0275 |
|
| R3 |
1.0356 |
1.0328 |
1.0261 |
|
| R2 |
1.0303 |
1.0303 |
1.0256 |
|
| R1 |
1.0275 |
1.0275 |
1.0251 |
1.0263 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0244 |
| S1 |
1.0222 |
1.0222 |
1.0241 |
1.0210 |
| S2 |
1.0197 |
1.0197 |
1.0236 |
|
| S3 |
1.0144 |
1.0169 |
1.0231 |
|
| S4 |
1.0091 |
1.0116 |
1.0217 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0303 |
1.0226 |
0.0077 |
0.8% |
0.0025 |
0.2% |
26% |
False |
False |
30 |
| 10 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0015 |
0.1% |
10% |
False |
False |
16 |
| 20 |
1.0420 |
1.0226 |
0.0194 |
1.9% |
0.0013 |
0.1% |
10% |
False |
False |
21 |
| 40 |
1.0420 |
1.0162 |
0.0258 |
2.5% |
0.0009 |
0.1% |
33% |
False |
False |
11 |
| 60 |
1.0420 |
0.9973 |
0.0447 |
4.4% |
0.0007 |
0.1% |
61% |
False |
False |
8 |
| 80 |
1.0420 |
0.9973 |
0.0447 |
4.4% |
0.0006 |
0.1% |
61% |
False |
False |
7 |
| 100 |
1.0420 |
0.9959 |
0.0461 |
4.5% |
0.0006 |
0.1% |
62% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0398 |
|
2.618 |
1.0349 |
|
1.618 |
1.0319 |
|
1.000 |
1.0300 |
|
0.618 |
1.0289 |
|
HIGH |
1.0270 |
|
0.618 |
1.0259 |
|
0.500 |
1.0255 |
|
0.382 |
1.0251 |
|
LOW |
1.0240 |
|
0.618 |
1.0221 |
|
1.000 |
1.0210 |
|
1.618 |
1.0191 |
|
2.618 |
1.0161 |
|
4.250 |
1.0113 |
|
|
| Fisher Pivots for day following 28-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0255 |
1.0248 |
| PP |
1.0252 |
1.0247 |
| S1 |
1.0249 |
1.0247 |
|