CME Australian Dollar Future September 2013
| Trading Metrics calculated at close of trading on 03-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2012 |
03-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0199 |
1.0198 |
-0.0001 |
0.0% |
1.0222 |
| High |
1.0199 |
1.0198 |
-0.0001 |
0.0% |
1.0244 |
| Low |
1.0199 |
1.0198 |
-0.0001 |
0.0% |
1.0199 |
| Close |
1.0199 |
1.0198 |
-0.0001 |
0.0% |
1.0199 |
| Range |
|
|
|
|
|
| ATR |
0.0028 |
0.0026 |
-0.0002 |
-6.9% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 03-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0198 |
1.0198 |
|
| R3 |
1.0198 |
1.0198 |
1.0198 |
|
| R2 |
1.0198 |
1.0198 |
1.0198 |
|
| R1 |
1.0198 |
1.0198 |
1.0198 |
1.0198 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0198 |
| S1 |
1.0198 |
1.0198 |
1.0198 |
1.0198 |
| S2 |
1.0198 |
1.0198 |
1.0198 |
|
| S3 |
1.0198 |
1.0198 |
1.0198 |
|
| S4 |
1.0198 |
1.0198 |
1.0198 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0319 |
1.0224 |
|
| R3 |
1.0304 |
1.0274 |
1.0211 |
|
| R2 |
1.0259 |
1.0259 |
1.0207 |
|
| R1 |
1.0229 |
1.0229 |
1.0203 |
1.0222 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0210 |
| S1 |
1.0184 |
1.0184 |
1.0195 |
1.0177 |
| S2 |
1.0169 |
1.0169 |
1.0191 |
|
| S3 |
1.0124 |
1.0139 |
1.0187 |
|
| S4 |
1.0079 |
1.0094 |
1.0174 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0198 |
|
2.618 |
1.0198 |
|
1.618 |
1.0198 |
|
1.000 |
1.0198 |
|
0.618 |
1.0198 |
|
HIGH |
1.0198 |
|
0.618 |
1.0198 |
|
0.500 |
1.0198 |
|
0.382 |
1.0198 |
|
LOW |
1.0198 |
|
0.618 |
1.0198 |
|
1.000 |
1.0198 |
|
1.618 |
1.0198 |
|
2.618 |
1.0198 |
|
4.250 |
1.0198 |
|
|
| Fisher Pivots for day following 03-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0202 |
| PP |
1.0198 |
1.0201 |
| S1 |
1.0198 |
1.0199 |
|