CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0201 |
1.0257 |
0.0056 |
0.5% |
1.0107 |
| High |
1.0238 |
1.0339 |
0.0101 |
1.0% |
1.0239 |
| Low |
1.0191 |
1.0217 |
0.0026 |
0.3% |
1.0089 |
| Close |
1.0217 |
1.0326 |
0.0109 |
1.1% |
1.0176 |
| Range |
0.0047 |
0.0122 |
0.0075 |
159.6% |
0.0150 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.4% |
0.0000 |
| Volume |
106,584 |
134,525 |
27,941 |
26.2% |
542,502 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0615 |
1.0393 |
|
| R3 |
1.0538 |
1.0493 |
1.0360 |
|
| R2 |
1.0416 |
1.0416 |
1.0348 |
|
| R1 |
1.0371 |
1.0371 |
1.0337 |
1.0394 |
| PP |
1.0294 |
1.0294 |
1.0294 |
1.0305 |
| S1 |
1.0249 |
1.0249 |
1.0315 |
1.0272 |
| S2 |
1.0172 |
1.0172 |
1.0304 |
|
| S3 |
1.0050 |
1.0127 |
1.0292 |
|
| S4 |
0.9928 |
1.0005 |
1.0259 |
|
|
| 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 |
1.0339 |
1.0150 |
0.0189 |
1.8% |
0.0076 |
0.7% |
93% |
True |
False |
110,168 |
| 10 |
1.0339 |
1.0089 |
0.0250 |
2.4% |
0.0082 |
0.8% |
95% |
True |
False |
115,064 |
| 20 |
1.0442 |
1.0089 |
0.0353 |
3.4% |
0.0087 |
0.8% |
67% |
False |
False |
117,991 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0087 |
0.8% |
54% |
False |
False |
78,268 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0080 |
0.8% |
54% |
False |
False |
52,204 |
| 80 |
1.0537 |
0.9867 |
0.0670 |
6.5% |
0.0074 |
0.7% |
69% |
False |
False |
39,173 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0069 |
0.7% |
79% |
False |
False |
31,353 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0058 |
0.6% |
79% |
False |
False |
26,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0858 |
|
2.618 |
1.0658 |
|
1.618 |
1.0536 |
|
1.000 |
1.0461 |
|
0.618 |
1.0414 |
|
HIGH |
1.0339 |
|
0.618 |
1.0292 |
|
0.500 |
1.0278 |
|
0.382 |
1.0264 |
|
LOW |
1.0217 |
|
0.618 |
1.0142 |
|
1.000 |
1.0095 |
|
1.618 |
1.0020 |
|
2.618 |
0.9898 |
|
4.250 |
0.9699 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0310 |
1.0299 |
| PP |
1.0294 |
1.0272 |
| S1 |
1.0278 |
1.0245 |
|