CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 01-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2012 |
01-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0377 |
1.0299 |
-0.0078 |
-0.8% |
1.0377 |
| High |
1.0406 |
1.0336 |
-0.0070 |
-0.7% |
1.0406 |
| Low |
1.0298 |
1.0258 |
-0.0040 |
-0.4% |
1.0256 |
| Close |
1.0303 |
1.0310 |
0.0007 |
0.1% |
1.0303 |
| Range |
0.0108 |
0.0078 |
-0.0030 |
-27.8% |
0.0150 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
128,345 |
106,077 |
-22,268 |
-17.4% |
563,093 |
|
| Daily Pivots for day following 01-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0535 |
1.0501 |
1.0353 |
|
| R3 |
1.0457 |
1.0423 |
1.0331 |
|
| R2 |
1.0379 |
1.0379 |
1.0324 |
|
| R1 |
1.0345 |
1.0345 |
1.0317 |
1.0362 |
| PP |
1.0301 |
1.0301 |
1.0301 |
1.0310 |
| S1 |
1.0267 |
1.0267 |
1.0303 |
1.0284 |
| S2 |
1.0223 |
1.0223 |
1.0296 |
|
| S3 |
1.0145 |
1.0189 |
1.0289 |
|
| S4 |
1.0067 |
1.0111 |
1.0267 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0687 |
1.0386 |
|
| R3 |
1.0622 |
1.0537 |
1.0344 |
|
| R2 |
1.0472 |
1.0472 |
1.0331 |
|
| R1 |
1.0387 |
1.0387 |
1.0317 |
1.0355 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0305 |
| S1 |
1.0237 |
1.0237 |
1.0289 |
1.0205 |
| S2 |
1.0172 |
1.0172 |
1.0276 |
|
| S3 |
1.0022 |
1.0087 |
1.0262 |
|
| S4 |
0.9872 |
0.9937 |
1.0221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0406 |
1.0256 |
0.0150 |
1.5% |
0.0090 |
0.9% |
36% |
False |
False |
116,010 |
| 10 |
1.0442 |
1.0256 |
0.0186 |
1.8% |
0.0087 |
0.8% |
29% |
False |
False |
114,186 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0097 |
0.9% |
51% |
False |
False |
84,185 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0078 |
0.8% |
51% |
False |
False |
42,221 |
| 60 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0074 |
0.7% |
59% |
False |
False |
28,166 |
| 80 |
1.0537 |
0.9709 |
0.0828 |
8.0% |
0.0070 |
0.7% |
73% |
False |
False |
21,154 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0059 |
0.6% |
77% |
False |
False |
16,924 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0049 |
0.5% |
77% |
False |
False |
14,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0668 |
|
2.618 |
1.0540 |
|
1.618 |
1.0462 |
|
1.000 |
1.0414 |
|
0.618 |
1.0384 |
|
HIGH |
1.0336 |
|
0.618 |
1.0306 |
|
0.500 |
1.0297 |
|
0.382 |
1.0288 |
|
LOW |
1.0258 |
|
0.618 |
1.0210 |
|
1.000 |
1.0180 |
|
1.618 |
1.0132 |
|
2.618 |
1.0054 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 01-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0306 |
1.0332 |
| PP |
1.0301 |
1.0325 |
| S1 |
1.0297 |
1.0317 |
|