CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0338 |
1.0364 |
0.0026 |
0.3% |
1.0327 |
| High |
1.0378 |
1.0384 |
0.0006 |
0.1% |
1.0384 |
| Low |
1.0319 |
1.0295 |
-0.0024 |
-0.2% |
1.0286 |
| Close |
1.0363 |
1.0308 |
-0.0055 |
-0.5% |
1.0308 |
| Range |
0.0059 |
0.0089 |
0.0030 |
50.8% |
0.0098 |
| ATR |
0.0074 |
0.0075 |
0.0001 |
1.4% |
0.0000 |
| Volume |
99,998 |
106,269 |
6,271 |
6.3% |
405,003 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0541 |
1.0357 |
|
| R3 |
1.0507 |
1.0452 |
1.0332 |
|
| R2 |
1.0418 |
1.0418 |
1.0324 |
|
| R1 |
1.0363 |
1.0363 |
1.0316 |
1.0346 |
| PP |
1.0329 |
1.0329 |
1.0329 |
1.0321 |
| S1 |
1.0274 |
1.0274 |
1.0300 |
1.0257 |
| S2 |
1.0240 |
1.0240 |
1.0292 |
|
| S3 |
1.0151 |
1.0185 |
1.0284 |
|
| S4 |
1.0062 |
1.0096 |
1.0259 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0562 |
1.0362 |
|
| R3 |
1.0522 |
1.0464 |
1.0335 |
|
| R2 |
1.0424 |
1.0424 |
1.0326 |
|
| R1 |
1.0366 |
1.0366 |
1.0317 |
1.0346 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0316 |
| S1 |
1.0268 |
1.0268 |
1.0299 |
1.0248 |
| S2 |
1.0228 |
1.0228 |
1.0290 |
|
| S3 |
1.0130 |
1.0170 |
1.0281 |
|
| S4 |
1.0032 |
1.0072 |
1.0254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0384 |
1.0286 |
0.0098 |
1.0% |
0.0059 |
0.6% |
22% |
True |
False |
81,000 |
| 10 |
1.0384 |
1.0191 |
0.0193 |
1.9% |
0.0070 |
0.7% |
61% |
True |
False |
96,603 |
| 20 |
1.0384 |
1.0089 |
0.0295 |
2.9% |
0.0071 |
0.7% |
74% |
True |
False |
104,104 |
| 40 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0084 |
0.8% |
49% |
False |
False |
106,655 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0080 |
0.8% |
50% |
False |
False |
72,268 |
| 80 |
1.0537 |
0.9993 |
0.0544 |
5.3% |
0.0077 |
0.7% |
58% |
False |
False |
54,216 |
| 100 |
1.0537 |
0.9827 |
0.0710 |
6.9% |
0.0073 |
0.7% |
68% |
False |
False |
43,397 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0065 |
0.6% |
77% |
False |
False |
36,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0762 |
|
2.618 |
1.0617 |
|
1.618 |
1.0528 |
|
1.000 |
1.0473 |
|
0.618 |
1.0439 |
|
HIGH |
1.0384 |
|
0.618 |
1.0350 |
|
0.500 |
1.0340 |
|
0.382 |
1.0329 |
|
LOW |
1.0295 |
|
0.618 |
1.0240 |
|
1.000 |
1.0206 |
|
1.618 |
1.0151 |
|
2.618 |
1.0062 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0340 |
| PP |
1.0329 |
1.0329 |
| S1 |
1.0319 |
1.0319 |
|