CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0157 |
-0.0043 |
-0.4% |
1.0377 |
| High |
1.0202 |
1.0213 |
0.0011 |
0.1% |
1.0406 |
| Low |
1.0132 |
1.0121 |
-0.0011 |
-0.1% |
1.0256 |
| Close |
1.0138 |
1.0181 |
0.0043 |
0.4% |
1.0303 |
| Range |
0.0070 |
0.0092 |
0.0022 |
31.4% |
0.0150 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.2% |
0.0000 |
| Volume |
131,097 |
142,991 |
11,894 |
9.1% |
563,093 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0448 |
1.0406 |
1.0232 |
|
| R3 |
1.0356 |
1.0314 |
1.0206 |
|
| R2 |
1.0264 |
1.0264 |
1.0198 |
|
| R1 |
1.0222 |
1.0222 |
1.0189 |
1.0243 |
| PP |
1.0172 |
1.0172 |
1.0172 |
1.0182 |
| S1 |
1.0130 |
1.0130 |
1.0173 |
1.0151 |
| S2 |
1.0080 |
1.0080 |
1.0164 |
|
| S3 |
0.9988 |
1.0038 |
1.0156 |
|
| S4 |
0.9896 |
0.9946 |
1.0130 |
|
|
| 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 |
1.0121 |
0.0285 |
2.8% |
0.0094 |
0.9% |
21% |
False |
True |
133,941 |
| 10 |
1.0442 |
1.0121 |
0.0321 |
3.2% |
0.0089 |
0.9% |
19% |
False |
True |
122,109 |
| 20 |
1.0537 |
1.0121 |
0.0416 |
4.1% |
0.0097 |
1.0% |
14% |
False |
True |
103,410 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0082 |
0.8% |
23% |
False |
False |
53,099 |
| 60 |
1.0537 |
0.9980 |
0.0557 |
5.5% |
0.0078 |
0.8% |
36% |
False |
False |
35,418 |
| 80 |
1.0537 |
0.9819 |
0.0718 |
7.1% |
0.0072 |
0.7% |
50% |
False |
False |
26,595 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0062 |
0.6% |
64% |
False |
False |
21,277 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0052 |
0.5% |
64% |
False |
False |
17,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0454 |
|
1.618 |
1.0362 |
|
1.000 |
1.0305 |
|
0.618 |
1.0270 |
|
HIGH |
1.0213 |
|
0.618 |
1.0178 |
|
0.500 |
1.0167 |
|
0.382 |
1.0156 |
|
LOW |
1.0121 |
|
0.618 |
1.0064 |
|
1.000 |
1.0029 |
|
1.618 |
0.9972 |
|
2.618 |
0.9880 |
|
4.250 |
0.9730 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0176 |
1.0216 |
| PP |
1.0172 |
1.0204 |
| S1 |
1.0167 |
1.0193 |
|