CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0282 |
1.0224 |
-0.0058 |
-0.6% |
1.0199 |
| High |
1.0294 |
1.0325 |
0.0031 |
0.3% |
1.0363 |
| Low |
1.0191 |
1.0214 |
0.0023 |
0.2% |
1.0150 |
| Close |
1.0214 |
1.0301 |
0.0087 |
0.9% |
1.0283 |
| Range |
0.0103 |
0.0111 |
0.0008 |
7.8% |
0.0213 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.7% |
0.0000 |
| Volume |
112,562 |
137,935 |
25,373 |
22.5% |
573,549 |
|
| Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0568 |
1.0362 |
|
| R3 |
1.0502 |
1.0457 |
1.0332 |
|
| R2 |
1.0391 |
1.0391 |
1.0321 |
|
| R1 |
1.0346 |
1.0346 |
1.0311 |
1.0369 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0291 |
| S1 |
1.0235 |
1.0235 |
1.0291 |
1.0258 |
| S2 |
1.0169 |
1.0169 |
1.0281 |
|
| S3 |
1.0058 |
1.0124 |
1.0270 |
|
| S4 |
0.9947 |
1.0013 |
1.0240 |
|
|
| 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% |
0.0076 |
0.7% |
64% |
False |
False |
113,495 |
| 10 |
1.0363 |
1.0150 |
0.0213 |
2.1% |
0.0076 |
0.7% |
71% |
False |
False |
111,832 |
| 20 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0084 |
0.8% |
67% |
False |
False |
118,119 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0088 |
0.9% |
49% |
False |
False |
92,403 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0080 |
0.8% |
49% |
False |
False |
61,657 |
| 80 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0076 |
0.7% |
58% |
False |
False |
46,256 |
| 100 |
1.0537 |
0.9594 |
0.0943 |
9.2% |
0.0071 |
0.7% |
75% |
False |
False |
37,028 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0061 |
0.6% |
76% |
False |
False |
30,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0797 |
|
2.618 |
1.0616 |
|
1.618 |
1.0505 |
|
1.000 |
1.0436 |
|
0.618 |
1.0394 |
|
HIGH |
1.0325 |
|
0.618 |
1.0283 |
|
0.500 |
1.0270 |
|
0.382 |
1.0256 |
|
LOW |
1.0214 |
|
0.618 |
1.0145 |
|
1.000 |
1.0103 |
|
1.618 |
1.0034 |
|
2.618 |
0.9923 |
|
4.250 |
0.9742 |
|
|
| Fisher Pivots for day following 24-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0291 |
1.0287 |
| PP |
1.0280 |
1.0272 |
| S1 |
1.0270 |
1.0258 |
|