CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0107 |
1.0134 |
0.0027 |
0.3% |
1.0299 |
| High |
1.0161 |
1.0189 |
0.0028 |
0.3% |
1.0336 |
| Low |
1.0089 |
1.0118 |
0.0029 |
0.3% |
1.0092 |
| Close |
1.0159 |
1.0154 |
-0.0005 |
0.0% |
1.0108 |
| Range |
0.0072 |
0.0071 |
-0.0001 |
-1.4% |
0.0244 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
92,978 |
129,237 |
36,259 |
39.0% |
671,450 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0331 |
1.0193 |
|
| R3 |
1.0296 |
1.0260 |
1.0174 |
|
| R2 |
1.0225 |
1.0225 |
1.0167 |
|
| R1 |
1.0189 |
1.0189 |
1.0161 |
1.0207 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0163 |
| S1 |
1.0118 |
1.0118 |
1.0147 |
1.0136 |
| S2 |
1.0083 |
1.0083 |
1.0141 |
|
| S3 |
1.0012 |
1.0047 |
1.0134 |
|
| S4 |
0.9941 |
0.9976 |
1.0115 |
|
|
| 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 |
1.0213 |
1.0089 |
0.0124 |
1.2% |
0.0085 |
0.8% |
52% |
False |
False |
125,278 |
| 10 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0092 |
0.9% |
21% |
False |
False |
125,617 |
| 20 |
1.0537 |
1.0089 |
0.0448 |
4.4% |
0.0095 |
0.9% |
15% |
False |
False |
117,903 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0084 |
0.8% |
17% |
False |
False |
61,903 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
17% |
False |
False |
41,288 |
| 80 |
1.0537 |
0.9836 |
0.0701 |
6.9% |
0.0074 |
0.7% |
45% |
False |
False |
30,998 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.8% |
0.0065 |
0.6% |
61% |
False |
False |
24,799 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.8% |
0.0054 |
0.5% |
61% |
False |
False |
20,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0375 |
|
1.618 |
1.0304 |
|
1.000 |
1.0260 |
|
0.618 |
1.0233 |
|
HIGH |
1.0189 |
|
0.618 |
1.0162 |
|
0.500 |
1.0154 |
|
0.382 |
1.0145 |
|
LOW |
1.0118 |
|
0.618 |
1.0074 |
|
1.000 |
1.0047 |
|
1.618 |
1.0003 |
|
2.618 |
0.9932 |
|
4.250 |
0.9816 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0153 |
| PP |
1.0154 |
1.0152 |
| S1 |
1.0154 |
1.0151 |
|