CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0169 |
1.0167 |
-0.0002 |
0.0% |
1.0092 |
| High |
1.0169 |
1.0167 |
-0.0002 |
0.0% |
1.0157 |
| Low |
1.0169 |
1.0167 |
-0.0002 |
0.0% |
1.0092 |
| Close |
1.0169 |
1.0167 |
-0.0002 |
0.0% |
1.0099 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0167 |
1.0167 |
1.0167 |
|
| R3 |
1.0167 |
1.0167 |
1.0167 |
|
| R2 |
1.0167 |
1.0167 |
1.0167 |
|
| R1 |
1.0167 |
1.0167 |
1.0167 |
1.0167 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0167 |
| S1 |
1.0167 |
1.0167 |
1.0167 |
1.0167 |
| S2 |
1.0167 |
1.0167 |
1.0167 |
|
| S3 |
1.0167 |
1.0167 |
1.0167 |
|
| S4 |
1.0167 |
1.0167 |
1.0167 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0311 |
1.0270 |
1.0135 |
|
| R3 |
1.0246 |
1.0205 |
1.0117 |
|
| R2 |
1.0181 |
1.0181 |
1.0111 |
|
| R1 |
1.0140 |
1.0140 |
1.0105 |
1.0161 |
| PP |
1.0116 |
1.0116 |
1.0116 |
1.0126 |
| S1 |
1.0075 |
1.0075 |
1.0093 |
1.0096 |
| S2 |
1.0051 |
1.0051 |
1.0087 |
|
| S3 |
0.9986 |
1.0010 |
1.0081 |
|
| S4 |
0.9921 |
0.9945 |
1.0063 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0167 |
|
2.618 |
1.0167 |
|
1.618 |
1.0167 |
|
1.000 |
1.0167 |
|
0.618 |
1.0167 |
|
HIGH |
1.0167 |
|
0.618 |
1.0167 |
|
0.500 |
1.0167 |
|
0.382 |
1.0167 |
|
LOW |
1.0167 |
|
0.618 |
1.0167 |
|
1.000 |
1.0167 |
|
1.618 |
1.0167 |
|
2.618 |
1.0167 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0176 |
| PP |
1.0167 |
1.0173 |
| S1 |
1.0167 |
1.0170 |
|