CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 02-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2012 |
02-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0299 |
1.0291 |
-0.0008 |
-0.1% |
1.0377 |
High |
1.0336 |
1.0310 |
-0.0026 |
-0.3% |
1.0406 |
Low |
1.0258 |
1.0186 |
-0.0072 |
-0.7% |
1.0256 |
Close |
1.0310 |
1.0188 |
-0.0122 |
-1.2% |
1.0303 |
Range |
0.0078 |
0.0124 |
0.0046 |
59.0% |
0.0150 |
ATR |
0.0089 |
0.0092 |
0.0002 |
2.8% |
0.0000 |
Volume |
106,077 |
161,196 |
55,119 |
52.0% |
563,093 |
|
Daily Pivots for day following 02-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0600 |
1.0518 |
1.0256 |
|
R3 |
1.0476 |
1.0394 |
1.0222 |
|
R2 |
1.0352 |
1.0352 |
1.0211 |
|
R1 |
1.0270 |
1.0270 |
1.0199 |
1.0249 |
PP |
1.0228 |
1.0228 |
1.0228 |
1.0218 |
S1 |
1.0146 |
1.0146 |
1.0177 |
1.0125 |
S2 |
1.0104 |
1.0104 |
1.0165 |
|
S3 |
0.9980 |
1.0022 |
1.0154 |
|
S4 |
0.9856 |
0.9898 |
1.0120 |
|
|
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 |
1.0186 |
0.0220 |
2.2% |
0.0098 |
1.0% |
1% |
False |
True |
125,957 |
10 |
1.0442 |
1.0186 |
0.0256 |
2.5% |
0.0092 |
0.9% |
1% |
False |
True |
119,264 |
20 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0098 |
1.0% |
24% |
False |
False |
91,907 |
40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0080 |
0.8% |
24% |
False |
False |
46,248 |
60 |
1.0537 |
0.9980 |
0.0557 |
5.5% |
0.0076 |
0.7% |
37% |
False |
False |
30,850 |
80 |
1.0537 |
0.9740 |
0.0797 |
7.8% |
0.0071 |
0.7% |
56% |
False |
False |
23,169 |
100 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0061 |
0.6% |
65% |
False |
False |
18,536 |
120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0051 |
0.5% |
65% |
False |
False |
15,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0837 |
2.618 |
1.0635 |
1.618 |
1.0511 |
1.000 |
1.0434 |
0.618 |
1.0387 |
HIGH |
1.0310 |
0.618 |
1.0263 |
0.500 |
1.0248 |
0.382 |
1.0233 |
LOW |
1.0186 |
0.618 |
1.0109 |
1.000 |
1.0062 |
1.618 |
0.9985 |
2.618 |
0.9861 |
4.250 |
0.9659 |
|
|
Fisher Pivots for day following 02-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0248 |
1.0296 |
PP |
1.0228 |
1.0260 |
S1 |
1.0208 |
1.0224 |
|