CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0312 |
1.0327 |
0.0015 |
0.1% |
1.0277 |
| High |
1.0345 |
1.0328 |
-0.0017 |
-0.2% |
1.0355 |
| Low |
1.0264 |
1.0286 |
0.0022 |
0.2% |
1.0191 |
| Close |
1.0323 |
1.0296 |
-0.0027 |
-0.3% |
1.0323 |
| Range |
0.0081 |
0.0042 |
-0.0039 |
-48.1% |
0.0164 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
123,288 |
52,341 |
-70,947 |
-57.5% |
561,036 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0429 |
1.0405 |
1.0319 |
|
| R3 |
1.0387 |
1.0363 |
1.0308 |
|
| R2 |
1.0345 |
1.0345 |
1.0304 |
|
| R1 |
1.0321 |
1.0321 |
1.0300 |
1.0312 |
| PP |
1.0303 |
1.0303 |
1.0303 |
1.0299 |
| S1 |
1.0279 |
1.0279 |
1.0292 |
1.0270 |
| S2 |
1.0261 |
1.0261 |
1.0288 |
|
| S3 |
1.0219 |
1.0237 |
1.0284 |
|
| S4 |
1.0177 |
1.0195 |
1.0273 |
|
|
| 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% |
64% |
False |
False |
106,977 |
| 10 |
1.0363 |
1.0191 |
0.0172 |
1.7% |
0.0074 |
0.7% |
61% |
False |
False |
109,297 |
| 20 |
1.0363 |
1.0089 |
0.0274 |
2.7% |
0.0079 |
0.8% |
76% |
False |
False |
114,740 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0088 |
0.9% |
48% |
False |
False |
99,462 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0078 |
0.8% |
48% |
False |
False |
66,394 |
| 80 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0076 |
0.7% |
57% |
False |
False |
49,809 |
| 100 |
1.0537 |
0.9709 |
0.0828 |
8.0% |
0.0072 |
0.7% |
71% |
False |
False |
39,871 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0063 |
0.6% |
76% |
False |
False |
33,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0507 |
|
2.618 |
1.0438 |
|
1.618 |
1.0396 |
|
1.000 |
1.0370 |
|
0.618 |
1.0354 |
|
HIGH |
1.0328 |
|
0.618 |
1.0312 |
|
0.500 |
1.0307 |
|
0.382 |
1.0302 |
|
LOW |
1.0286 |
|
0.618 |
1.0260 |
|
1.000 |
1.0244 |
|
1.618 |
1.0218 |
|
2.618 |
1.0176 |
|
4.250 |
1.0108 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0307 |
1.0310 |
| PP |
1.0303 |
1.0305 |
| S1 |
1.0300 |
1.0301 |
|