CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0222 |
1.0212 |
-0.0010 |
-0.1% |
1.0171 |
| High |
1.0222 |
1.0212 |
-0.0010 |
-0.1% |
1.0226 |
| Low |
1.0222 |
1.0212 |
-0.0010 |
-0.1% |
1.0127 |
| Close |
1.0222 |
1.0212 |
-0.0010 |
-0.1% |
1.0226 |
| Range |
|
|
|
|
|
| ATR |
0.0030 |
0.0029 |
-0.0001 |
-4.8% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0212 |
1.0212 |
1.0212 |
|
| R3 |
1.0212 |
1.0212 |
1.0212 |
|
| R2 |
1.0212 |
1.0212 |
1.0212 |
|
| R1 |
1.0212 |
1.0212 |
1.0212 |
1.0212 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0212 |
| S1 |
1.0212 |
1.0212 |
1.0212 |
1.0212 |
| S2 |
1.0212 |
1.0212 |
1.0212 |
|
| S3 |
1.0212 |
1.0212 |
1.0212 |
|
| S4 |
1.0212 |
1.0212 |
1.0212 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0457 |
1.0280 |
|
| R3 |
1.0391 |
1.0358 |
1.0253 |
|
| R2 |
1.0292 |
1.0292 |
1.0244 |
|
| R1 |
1.0259 |
1.0259 |
1.0235 |
1.0276 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0201 |
| S1 |
1.0160 |
1.0160 |
1.0217 |
1.0177 |
| S2 |
1.0094 |
1.0094 |
1.0208 |
|
| S3 |
0.9995 |
1.0061 |
1.0199 |
|
| S4 |
0.9896 |
0.9962 |
1.0172 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0212 |
|
2.618 |
1.0212 |
|
1.618 |
1.0212 |
|
1.000 |
1.0212 |
|
0.618 |
1.0212 |
|
HIGH |
1.0212 |
|
0.618 |
1.0212 |
|
0.500 |
1.0212 |
|
0.382 |
1.0212 |
|
LOW |
1.0212 |
|
0.618 |
1.0212 |
|
1.000 |
1.0212 |
|
1.618 |
1.0212 |
|
2.618 |
1.0212 |
|
4.250 |
1.0212 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0219 |
| PP |
1.0212 |
1.0217 |
| S1 |
1.0212 |
1.0214 |
|