CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0293 |
-0.0034 |
-0.3% |
1.0277 |
| High |
1.0328 |
1.0345 |
0.0017 |
0.2% |
1.0355 |
| Low |
1.0286 |
1.0287 |
0.0001 |
0.0% |
1.0191 |
| Close |
1.0296 |
1.0331 |
0.0035 |
0.3% |
1.0323 |
| Range |
0.0042 |
0.0058 |
0.0016 |
38.1% |
0.0164 |
| ATR |
0.0079 |
0.0077 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
52,341 |
44,062 |
-8,279 |
-15.8% |
561,036 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0495 |
1.0471 |
1.0363 |
|
| R3 |
1.0437 |
1.0413 |
1.0347 |
|
| R2 |
1.0379 |
1.0379 |
1.0342 |
|
| R1 |
1.0355 |
1.0355 |
1.0336 |
1.0367 |
| PP |
1.0321 |
1.0321 |
1.0321 |
1.0327 |
| S1 |
1.0297 |
1.0297 |
1.0326 |
1.0309 |
| S2 |
1.0263 |
1.0263 |
1.0320 |
|
| S3 |
1.0205 |
1.0239 |
1.0315 |
|
| S4 |
1.0147 |
1.0181 |
1.0299 |
|
|
| 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 |
1.0214 |
0.0141 |
1.4% |
0.0072 |
0.7% |
83% |
False |
False |
93,277 |
| 10 |
1.0363 |
1.0191 |
0.0172 |
1.7% |
0.0075 |
0.7% |
81% |
False |
False |
103,045 |
| 20 |
1.0363 |
1.0089 |
0.0274 |
2.7% |
0.0076 |
0.7% |
88% |
False |
False |
108,883 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0087 |
0.8% |
55% |
False |
False |
100,395 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
55% |
False |
False |
67,127 |
| 80 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0076 |
0.7% |
63% |
False |
False |
50,359 |
| 100 |
1.0537 |
0.9740 |
0.0797 |
7.7% |
0.0072 |
0.7% |
74% |
False |
False |
40,312 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0063 |
0.6% |
79% |
False |
False |
33,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0497 |
|
1.618 |
1.0439 |
|
1.000 |
1.0403 |
|
0.618 |
1.0381 |
|
HIGH |
1.0345 |
|
0.618 |
1.0323 |
|
0.500 |
1.0316 |
|
0.382 |
1.0309 |
|
LOW |
1.0287 |
|
0.618 |
1.0251 |
|
1.000 |
1.0229 |
|
1.618 |
1.0193 |
|
2.618 |
1.0135 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0326 |
1.0322 |
| PP |
1.0321 |
1.0313 |
| S1 |
1.0316 |
1.0305 |
|