CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0293 |
1.0326 |
0.0033 |
0.3% |
1.0277 |
| High |
1.0345 |
1.0361 |
0.0016 |
0.2% |
1.0355 |
| Low |
1.0287 |
1.0314 |
0.0027 |
0.3% |
1.0191 |
| Close |
1.0331 |
1.0340 |
0.0009 |
0.1% |
1.0323 |
| Range |
0.0058 |
0.0047 |
-0.0011 |
-19.0% |
0.0164 |
| ATR |
0.0077 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
44,062 |
102,333 |
58,271 |
132.2% |
561,036 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0479 |
1.0457 |
1.0366 |
|
| R3 |
1.0432 |
1.0410 |
1.0353 |
|
| R2 |
1.0385 |
1.0385 |
1.0349 |
|
| R1 |
1.0363 |
1.0363 |
1.0344 |
1.0374 |
| PP |
1.0338 |
1.0338 |
1.0338 |
1.0344 |
| S1 |
1.0316 |
1.0316 |
1.0336 |
1.0327 |
| S2 |
1.0291 |
1.0291 |
1.0331 |
|
| S3 |
1.0244 |
1.0269 |
1.0327 |
|
| S4 |
1.0197 |
1.0222 |
1.0314 |
|
|
| 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 |
1.0361 |
1.0264 |
0.0097 |
0.9% |
0.0059 |
0.6% |
78% |
True |
False |
86,156 |
| 10 |
1.0363 |
1.0191 |
0.0172 |
1.7% |
0.0067 |
0.7% |
87% |
False |
False |
99,826 |
| 20 |
1.0363 |
1.0089 |
0.0274 |
2.6% |
0.0075 |
0.7% |
92% |
False |
False |
107,445 |
| 40 |
1.0537 |
1.0080 |
0.0457 |
4.4% |
0.0087 |
0.8% |
57% |
False |
False |
102,788 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0079 |
0.8% |
57% |
False |
False |
68,831 |
| 80 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0077 |
0.7% |
65% |
False |
False |
51,637 |
| 100 |
1.0537 |
0.9788 |
0.0749 |
7.2% |
0.0072 |
0.7% |
74% |
False |
False |
41,335 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0064 |
0.6% |
80% |
False |
False |
34,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0484 |
|
1.618 |
1.0437 |
|
1.000 |
1.0408 |
|
0.618 |
1.0390 |
|
HIGH |
1.0361 |
|
0.618 |
1.0343 |
|
0.500 |
1.0338 |
|
0.382 |
1.0332 |
|
LOW |
1.0314 |
|
0.618 |
1.0285 |
|
1.000 |
1.0267 |
|
1.618 |
1.0238 |
|
2.618 |
1.0191 |
|
4.250 |
1.0114 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0339 |
1.0335 |
| PP |
1.0338 |
1.0329 |
| S1 |
1.0338 |
1.0324 |
|