CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0168 |
1.0210 |
0.0042 |
0.4% |
1.0107 |
| High |
1.0239 |
1.0236 |
-0.0003 |
0.0% |
1.0239 |
| Low |
1.0156 |
1.0163 |
0.0007 |
0.1% |
1.0089 |
| Close |
1.0208 |
1.0176 |
-0.0032 |
-0.3% |
1.0176 |
| Range |
0.0083 |
0.0073 |
-0.0010 |
-12.0% |
0.0150 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
113,470 |
102,313 |
-11,157 |
-9.8% |
542,502 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0411 |
1.0366 |
1.0216 |
|
| R3 |
1.0338 |
1.0293 |
1.0196 |
|
| R2 |
1.0265 |
1.0265 |
1.0189 |
|
| R1 |
1.0220 |
1.0220 |
1.0183 |
1.0206 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0185 |
| S1 |
1.0147 |
1.0147 |
1.0169 |
1.0133 |
| S2 |
1.0119 |
1.0119 |
1.0163 |
|
| S3 |
1.0046 |
1.0074 |
1.0156 |
|
| S4 |
0.9973 |
1.0001 |
1.0136 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0618 |
1.0547 |
1.0259 |
|
| R3 |
1.0468 |
1.0397 |
1.0217 |
|
| R2 |
1.0318 |
1.0318 |
1.0204 |
|
| R1 |
1.0247 |
1.0247 |
1.0190 |
1.0283 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0186 |
| S1 |
1.0097 |
1.0097 |
1.0162 |
1.0133 |
| S2 |
1.0018 |
1.0018 |
1.0149 |
|
| S3 |
0.9868 |
0.9947 |
1.0135 |
|
| S4 |
0.9718 |
0.9797 |
1.0094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0239 |
1.0089 |
0.0150 |
1.5% |
0.0076 |
0.7% |
58% |
False |
False |
108,500 |
| 10 |
1.0336 |
1.0089 |
0.0247 |
2.4% |
0.0087 |
0.9% |
35% |
False |
False |
121,395 |
| 20 |
1.0478 |
1.0089 |
0.0389 |
3.8% |
0.0088 |
0.9% |
22% |
False |
False |
117,388 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0086 |
0.8% |
22% |
False |
False |
69,905 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
22% |
False |
False |
46,624 |
| 80 |
1.0537 |
0.9836 |
0.0701 |
6.9% |
0.0074 |
0.7% |
49% |
False |
False |
35,002 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0067 |
0.7% |
64% |
False |
False |
28,002 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0056 |
0.6% |
64% |
False |
False |
23,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0546 |
|
2.618 |
1.0427 |
|
1.618 |
1.0354 |
|
1.000 |
1.0309 |
|
0.618 |
1.0281 |
|
HIGH |
1.0236 |
|
0.618 |
1.0208 |
|
0.500 |
1.0200 |
|
0.382 |
1.0191 |
|
LOW |
1.0163 |
|
0.618 |
1.0118 |
|
1.000 |
1.0090 |
|
1.618 |
1.0045 |
|
2.618 |
0.9972 |
|
4.250 |
0.9853 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0183 |
| PP |
1.0192 |
1.0180 |
| S1 |
1.0184 |
1.0178 |
|