CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0312 |
0.0005 |
0.0% |
1.0277 |
| High |
1.0355 |
1.0345 |
-0.0010 |
-0.1% |
1.0355 |
| Low |
1.0289 |
1.0264 |
-0.0025 |
-0.2% |
1.0191 |
| Close |
1.0322 |
1.0323 |
0.0001 |
0.0% |
1.0323 |
| Range |
0.0066 |
0.0081 |
0.0015 |
22.7% |
0.0164 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
108,760 |
123,288 |
14,528 |
13.4% |
561,036 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0519 |
1.0368 |
|
| R3 |
1.0473 |
1.0438 |
1.0345 |
|
| R2 |
1.0392 |
1.0392 |
1.0338 |
|
| R1 |
1.0357 |
1.0357 |
1.0330 |
1.0375 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0319 |
| S1 |
1.0276 |
1.0276 |
1.0316 |
1.0294 |
| S2 |
1.0230 |
1.0230 |
1.0308 |
|
| S3 |
1.0149 |
1.0195 |
1.0301 |
|
| S4 |
1.0068 |
1.0114 |
1.0278 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0782 |
1.0716 |
1.0413 |
|
| R3 |
1.0618 |
1.0552 |
1.0368 |
|
| R2 |
1.0454 |
1.0454 |
1.0353 |
|
| R1 |
1.0388 |
1.0388 |
1.0338 |
1.0421 |
| PP |
1.0290 |
1.0290 |
1.0290 |
1.0306 |
| S1 |
1.0224 |
1.0224 |
1.0308 |
1.0257 |
| S2 |
1.0126 |
1.0126 |
1.0293 |
|
| S3 |
0.9962 |
1.0060 |
1.0278 |
|
| S4 |
0.9798 |
0.9896 |
1.0233 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0355 |
1.0191 |
0.0164 |
1.6% |
0.0081 |
0.8% |
80% |
False |
False |
112,207 |
| 10 |
1.0363 |
1.0150 |
0.0213 |
2.1% |
0.0075 |
0.7% |
81% |
False |
False |
113,458 |
| 20 |
1.0363 |
1.0089 |
0.0274 |
2.7% |
0.0081 |
0.8% |
85% |
False |
False |
117,426 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0089 |
0.9% |
53% |
False |
False |
98,190 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
53% |
False |
False |
65,523 |
| 80 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0076 |
0.7% |
62% |
False |
False |
49,156 |
| 100 |
1.0537 |
0.9709 |
0.0828 |
8.0% |
0.0072 |
0.7% |
74% |
False |
False |
39,348 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0062 |
0.6% |
78% |
False |
False |
32,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0689 |
|
2.618 |
1.0557 |
|
1.618 |
1.0476 |
|
1.000 |
1.0426 |
|
0.618 |
1.0395 |
|
HIGH |
1.0345 |
|
0.618 |
1.0314 |
|
0.500 |
1.0305 |
|
0.382 |
1.0295 |
|
LOW |
1.0264 |
|
0.618 |
1.0214 |
|
1.000 |
1.0183 |
|
1.618 |
1.0133 |
|
2.618 |
1.0052 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0317 |
1.0310 |
| PP |
1.0311 |
1.0297 |
| S1 |
1.0305 |
1.0285 |
|