CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 15-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2012 |
15-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0199 |
-0.0011 |
-0.1% |
1.0107 |
| High |
1.0236 |
1.0207 |
-0.0029 |
-0.3% |
1.0239 |
| Low |
1.0163 |
1.0150 |
-0.0013 |
-0.1% |
1.0089 |
| Close |
1.0176 |
1.0191 |
0.0015 |
0.1% |
1.0176 |
| Range |
0.0073 |
0.0057 |
-0.0016 |
-21.9% |
0.0150 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
102,313 |
93,952 |
-8,361 |
-8.2% |
542,502 |
|
| Daily Pivots for day following 15-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0329 |
1.0222 |
|
| R3 |
1.0297 |
1.0272 |
1.0207 |
|
| R2 |
1.0240 |
1.0240 |
1.0201 |
|
| R1 |
1.0215 |
1.0215 |
1.0196 |
1.0199 |
| PP |
1.0183 |
1.0183 |
1.0183 |
1.0175 |
| S1 |
1.0158 |
1.0158 |
1.0186 |
1.0142 |
| S2 |
1.0126 |
1.0126 |
1.0181 |
|
| S3 |
1.0069 |
1.0101 |
1.0175 |
|
| S4 |
1.0012 |
1.0044 |
1.0160 |
|
|
| 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 |
1.0118 |
0.0121 |
1.2% |
0.0073 |
0.7% |
60% |
False |
False |
108,695 |
| 10 |
1.0310 |
1.0089 |
0.0221 |
2.2% |
0.0084 |
0.8% |
46% |
False |
False |
120,182 |
| 20 |
1.0442 |
1.0089 |
0.0353 |
3.5% |
0.0086 |
0.8% |
29% |
False |
False |
117,184 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0085 |
0.8% |
25% |
False |
False |
72,245 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0080 |
0.8% |
25% |
False |
False |
48,189 |
| 80 |
1.0537 |
0.9836 |
0.0701 |
6.9% |
0.0073 |
0.7% |
51% |
False |
False |
36,161 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0067 |
0.7% |
65% |
False |
False |
28,942 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0057 |
0.6% |
65% |
False |
False |
24,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0449 |
|
2.618 |
1.0356 |
|
1.618 |
1.0299 |
|
1.000 |
1.0264 |
|
0.618 |
1.0242 |
|
HIGH |
1.0207 |
|
0.618 |
1.0185 |
|
0.500 |
1.0179 |
|
0.382 |
1.0172 |
|
LOW |
1.0150 |
|
0.618 |
1.0115 |
|
1.000 |
1.0093 |
|
1.618 |
1.0058 |
|
2.618 |
1.0001 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 15-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0195 |
| PP |
1.0183 |
1.0193 |
| S1 |
1.0179 |
1.0192 |
|