CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 01-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2012 |
01-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0326 |
1.0338 |
0.0012 |
0.1% |
1.0277 |
| High |
1.0361 |
1.0378 |
0.0017 |
0.2% |
1.0355 |
| Low |
1.0314 |
1.0319 |
0.0005 |
0.0% |
1.0191 |
| Close |
1.0340 |
1.0363 |
0.0023 |
0.2% |
1.0323 |
| Range |
0.0047 |
0.0059 |
0.0012 |
25.5% |
0.0164 |
| ATR |
0.0075 |
0.0074 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
102,333 |
99,998 |
-2,335 |
-2.3% |
561,036 |
|
| Daily Pivots for day following 01-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0530 |
1.0506 |
1.0395 |
|
| R3 |
1.0471 |
1.0447 |
1.0379 |
|
| R2 |
1.0412 |
1.0412 |
1.0374 |
|
| R1 |
1.0388 |
1.0388 |
1.0368 |
1.0400 |
| PP |
1.0353 |
1.0353 |
1.0353 |
1.0360 |
| S1 |
1.0329 |
1.0329 |
1.0358 |
1.0341 |
| S2 |
1.0294 |
1.0294 |
1.0352 |
|
| S3 |
1.0235 |
1.0270 |
1.0347 |
|
| S4 |
1.0176 |
1.0211 |
1.0331 |
|
|
| 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 |
1.0378 |
1.0264 |
0.0114 |
1.1% |
0.0057 |
0.6% |
87% |
True |
False |
84,404 |
| 10 |
1.0378 |
1.0191 |
0.0187 |
1.8% |
0.0068 |
0.7% |
92% |
True |
False |
96,701 |
| 20 |
1.0378 |
1.0089 |
0.0289 |
2.8% |
0.0073 |
0.7% |
95% |
True |
False |
105,295 |
| 40 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0085 |
0.8% |
61% |
False |
False |
104,352 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0079 |
0.8% |
62% |
False |
False |
70,497 |
| 80 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0077 |
0.7% |
69% |
False |
False |
52,887 |
| 100 |
1.0537 |
0.9819 |
0.0718 |
6.9% |
0.0072 |
0.7% |
76% |
False |
False |
42,335 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0064 |
0.6% |
82% |
False |
False |
35,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0629 |
|
2.618 |
1.0532 |
|
1.618 |
1.0473 |
|
1.000 |
1.0437 |
|
0.618 |
1.0414 |
|
HIGH |
1.0378 |
|
0.618 |
1.0355 |
|
0.500 |
1.0349 |
|
0.382 |
1.0342 |
|
LOW |
1.0319 |
|
0.618 |
1.0283 |
|
1.000 |
1.0260 |
|
1.618 |
1.0224 |
|
2.618 |
1.0165 |
|
4.250 |
1.0068 |
|
|
| Fisher Pivots for day following 01-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0358 |
1.0353 |
| PP |
1.0353 |
1.0343 |
| S1 |
1.0349 |
1.0333 |
|