CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0186 |
0.0029 |
0.3% |
1.0299 |
| High |
1.0213 |
1.0213 |
0.0000 |
0.0% |
1.0336 |
| Low |
1.0121 |
1.0092 |
-0.0029 |
-0.3% |
1.0092 |
| Close |
1.0181 |
1.0108 |
-0.0073 |
-0.7% |
1.0108 |
| Range |
0.0092 |
0.0121 |
0.0029 |
31.5% |
0.0244 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.4% |
0.0000 |
| Volume |
142,991 |
130,089 |
-12,902 |
-9.0% |
671,450 |
|
| Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0425 |
1.0175 |
|
| R3 |
1.0380 |
1.0304 |
1.0141 |
|
| R2 |
1.0259 |
1.0259 |
1.0130 |
|
| R1 |
1.0183 |
1.0183 |
1.0119 |
1.0161 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0126 |
| S1 |
1.0062 |
1.0062 |
1.0097 |
1.0040 |
| S2 |
1.0017 |
1.0017 |
1.0086 |
|
| S3 |
0.9896 |
0.9941 |
1.0075 |
|
| S4 |
0.9775 |
0.9820 |
1.0041 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0753 |
1.0242 |
|
| R3 |
1.0667 |
1.0509 |
1.0175 |
|
| R2 |
1.0423 |
1.0423 |
1.0153 |
|
| R1 |
1.0265 |
1.0265 |
1.0130 |
1.0222 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0157 |
| S1 |
1.0021 |
1.0021 |
1.0086 |
0.9978 |
| S2 |
0.9935 |
0.9935 |
1.0063 |
|
| S3 |
0.9691 |
0.9777 |
1.0041 |
|
| S4 |
0.9447 |
0.9533 |
0.9974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0336 |
1.0092 |
0.0244 |
2.4% |
0.0097 |
1.0% |
7% |
False |
True |
134,290 |
| 10 |
1.0406 |
1.0092 |
0.0314 |
3.1% |
0.0092 |
0.9% |
5% |
False |
True |
123,454 |
| 20 |
1.0537 |
1.0092 |
0.0445 |
4.4% |
0.0097 |
1.0% |
4% |
False |
True |
109,207 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.6% |
0.0084 |
0.8% |
7% |
False |
False |
56,350 |
| 60 |
1.0537 |
0.9993 |
0.0544 |
5.4% |
0.0079 |
0.8% |
21% |
False |
False |
37,586 |
| 80 |
1.0537 |
0.9827 |
0.0710 |
7.0% |
0.0073 |
0.7% |
40% |
False |
False |
28,221 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.8% |
0.0063 |
0.6% |
57% |
False |
False |
22,577 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.8% |
0.0053 |
0.5% |
57% |
False |
False |
18,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0727 |
|
2.618 |
1.0530 |
|
1.618 |
1.0409 |
|
1.000 |
1.0334 |
|
0.618 |
1.0288 |
|
HIGH |
1.0213 |
|
0.618 |
1.0167 |
|
0.500 |
1.0153 |
|
0.382 |
1.0138 |
|
LOW |
1.0092 |
|
0.618 |
1.0017 |
|
1.000 |
0.9971 |
|
1.618 |
0.9896 |
|
2.618 |
0.9775 |
|
4.250 |
0.9578 |
|
|
| Fisher Pivots for day following 05-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0153 |
| PP |
1.0138 |
1.0138 |
| S1 |
1.0123 |
1.0123 |
|