CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 19-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
1.0324 |
1.0322 |
-0.0002 |
0.0% |
1.0199 |
High |
1.0363 |
1.0336 |
-0.0027 |
-0.3% |
1.0363 |
Low |
1.0307 |
1.0270 |
-0.0037 |
-0.4% |
1.0150 |
Close |
1.0318 |
1.0283 |
-0.0035 |
-0.3% |
1.0283 |
Range |
0.0056 |
0.0066 |
0.0010 |
17.9% |
0.0213 |
ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
131,247 |
107,241 |
-24,006 |
-18.3% |
573,549 |
|
Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0494 |
1.0455 |
1.0319 |
|
R3 |
1.0428 |
1.0389 |
1.0301 |
|
R2 |
1.0362 |
1.0362 |
1.0295 |
|
R1 |
1.0323 |
1.0323 |
1.0289 |
1.0310 |
PP |
1.0296 |
1.0296 |
1.0296 |
1.0290 |
S1 |
1.0257 |
1.0257 |
1.0277 |
1.0244 |
S2 |
1.0230 |
1.0230 |
1.0271 |
|
S3 |
1.0164 |
1.0191 |
1.0265 |
|
S4 |
1.0098 |
1.0125 |
1.0247 |
|
|
Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0904 |
1.0807 |
1.0400 |
|
R3 |
1.0691 |
1.0594 |
1.0342 |
|
R2 |
1.0478 |
1.0478 |
1.0322 |
|
R1 |
1.0381 |
1.0381 |
1.0303 |
1.0430 |
PP |
1.0265 |
1.0265 |
1.0265 |
1.0290 |
S1 |
1.0168 |
1.0168 |
1.0263 |
1.0217 |
S2 |
1.0052 |
1.0052 |
1.0244 |
|
S3 |
0.9839 |
0.9955 |
1.0224 |
|
S4 |
0.9626 |
0.9742 |
1.0166 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0363 |
1.0150 |
0.0213 |
2.1% |
0.0070 |
0.7% |
62% |
False |
False |
114,709 |
10 |
1.0363 |
1.0089 |
0.0274 |
2.7% |
0.0073 |
0.7% |
71% |
False |
False |
111,605 |
20 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0083 |
0.8% |
61% |
False |
False |
117,529 |
40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0085 |
0.8% |
45% |
False |
False |
84,209 |
60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
45% |
False |
False |
56,176 |
80 |
1.0537 |
0.9867 |
0.0670 |
6.5% |
0.0075 |
0.7% |
62% |
False |
False |
42,147 |
100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0070 |
0.7% |
74% |
False |
False |
33,738 |
120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0059 |
0.6% |
74% |
False |
False |
28,115 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0617 |
2.618 |
1.0509 |
1.618 |
1.0443 |
1.000 |
1.0402 |
0.618 |
1.0377 |
HIGH |
1.0336 |
0.618 |
1.0311 |
0.500 |
1.0303 |
0.382 |
1.0295 |
LOW |
1.0270 |
0.618 |
1.0229 |
1.000 |
1.0204 |
1.618 |
1.0163 |
2.618 |
1.0097 |
4.250 |
0.9990 |
|
|
Fisher Pivots for day following 19-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0303 |
1.0290 |
PP |
1.0296 |
1.0288 |
S1 |
1.0290 |
1.0285 |
|