CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0277 |
1.0282 |
0.0005 |
0.0% |
1.0199 |
| High |
1.0294 |
1.0294 |
0.0000 |
0.0% |
1.0363 |
| Low |
1.0250 |
1.0191 |
-0.0059 |
-0.6% |
1.0150 |
| Close |
1.0255 |
1.0214 |
-0.0041 |
-0.4% |
1.0283 |
| Range |
0.0044 |
0.0103 |
0.0059 |
134.1% |
0.0213 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.1% |
0.0000 |
| Volume |
78,491 |
112,562 |
34,071 |
43.4% |
573,549 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0481 |
1.0271 |
|
| R3 |
1.0439 |
1.0378 |
1.0242 |
|
| R2 |
1.0336 |
1.0336 |
1.0233 |
|
| R1 |
1.0275 |
1.0275 |
1.0223 |
1.0254 |
| PP |
1.0233 |
1.0233 |
1.0233 |
1.0223 |
| S1 |
1.0172 |
1.0172 |
1.0205 |
1.0151 |
| S2 |
1.0130 |
1.0130 |
1.0195 |
|
| S3 |
1.0027 |
1.0069 |
1.0186 |
|
| S4 |
0.9924 |
0.9966 |
1.0157 |
|
|
| 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 |
1.0191 |
0.0172 |
1.7% |
0.0078 |
0.8% |
13% |
False |
True |
112,813 |
| 10 |
1.0363 |
1.0126 |
0.0237 |
2.3% |
0.0073 |
0.7% |
37% |
False |
False |
108,488 |
| 20 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0082 |
0.8% |
39% |
False |
False |
117,053 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0087 |
0.8% |
30% |
False |
False |
88,962 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
30% |
False |
False |
59,358 |
| 80 |
1.0537 |
0.9980 |
0.0557 |
5.5% |
0.0075 |
0.7% |
42% |
False |
False |
44,535 |
| 100 |
1.0537 |
0.9588 |
0.0949 |
9.3% |
0.0070 |
0.7% |
66% |
False |
False |
35,648 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0060 |
0.6% |
67% |
False |
False |
29,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0732 |
|
2.618 |
1.0564 |
|
1.618 |
1.0461 |
|
1.000 |
1.0397 |
|
0.618 |
1.0358 |
|
HIGH |
1.0294 |
|
0.618 |
1.0255 |
|
0.500 |
1.0243 |
|
0.382 |
1.0230 |
|
LOW |
1.0191 |
|
0.618 |
1.0127 |
|
1.000 |
1.0088 |
|
1.618 |
1.0024 |
|
2.618 |
0.9921 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0264 |
| PP |
1.0233 |
1.0247 |
| S1 |
1.0224 |
1.0231 |
|