CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 08-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0186 |
1.0107 |
-0.0079 |
-0.8% |
1.0299 |
High |
1.0213 |
1.0161 |
-0.0052 |
-0.5% |
1.0336 |
Low |
1.0092 |
1.0089 |
-0.0003 |
0.0% |
1.0092 |
Close |
1.0108 |
1.0159 |
0.0051 |
0.5% |
1.0108 |
Range |
0.0121 |
0.0072 |
-0.0049 |
-40.5% |
0.0244 |
ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
130,089 |
92,978 |
-37,111 |
-28.5% |
671,450 |
|
Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0352 |
1.0328 |
1.0199 |
|
R3 |
1.0280 |
1.0256 |
1.0179 |
|
R2 |
1.0208 |
1.0208 |
1.0172 |
|
R1 |
1.0184 |
1.0184 |
1.0166 |
1.0196 |
PP |
1.0136 |
1.0136 |
1.0136 |
1.0143 |
S1 |
1.0112 |
1.0112 |
1.0152 |
1.0124 |
S2 |
1.0064 |
1.0064 |
1.0146 |
|
S3 |
0.9992 |
1.0040 |
1.0139 |
|
S4 |
0.9920 |
0.9968 |
1.0119 |
|
|
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 |
1.0310 |
1.0089 |
0.0221 |
2.2% |
0.0096 |
0.9% |
32% |
False |
True |
131,670 |
10 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0093 |
0.9% |
22% |
False |
True |
123,840 |
20 |
1.0537 |
1.0089 |
0.0448 |
4.4% |
0.0097 |
1.0% |
16% |
False |
True |
113,361 |
40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0084 |
0.8% |
18% |
False |
False |
58,673 |
60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0078 |
0.8% |
18% |
False |
False |
39,135 |
80 |
1.0537 |
0.9836 |
0.0701 |
6.9% |
0.0074 |
0.7% |
46% |
False |
False |
29,383 |
100 |
1.0537 |
0.9545 |
0.0992 |
9.8% |
0.0064 |
0.6% |
62% |
False |
False |
23,507 |
120 |
1.0537 |
0.9545 |
0.0992 |
9.8% |
0.0053 |
0.5% |
62% |
False |
False |
19,590 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0467 |
2.618 |
1.0349 |
1.618 |
1.0277 |
1.000 |
1.0233 |
0.618 |
1.0205 |
HIGH |
1.0161 |
0.618 |
1.0133 |
0.500 |
1.0125 |
0.382 |
1.0117 |
LOW |
1.0089 |
0.618 |
1.0045 |
1.000 |
1.0017 |
1.618 |
0.9973 |
2.618 |
0.9901 |
4.250 |
0.9783 |
|
|
Fisher Pivots for day following 08-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0148 |
1.0156 |
PP |
1.0136 |
1.0154 |
S1 |
1.0125 |
1.0151 |
|