CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2012 |
06-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0337 |
0.0027 |
0.3% |
1.0327 |
| High |
1.0336 |
1.0413 |
0.0077 |
0.7% |
1.0384 |
| Low |
1.0300 |
1.0325 |
0.0025 |
0.2% |
1.0286 |
| Close |
1.0325 |
1.0402 |
0.0077 |
0.7% |
1.0308 |
| Range |
0.0036 |
0.0088 |
0.0052 |
144.4% |
0.0098 |
| ATR |
0.0072 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
| Volume |
69,228 |
109,152 |
39,924 |
57.7% |
405,003 |
|
| Daily Pivots for day following 06-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0611 |
1.0450 |
|
| R3 |
1.0556 |
1.0523 |
1.0426 |
|
| R2 |
1.0468 |
1.0468 |
1.0418 |
|
| R1 |
1.0435 |
1.0435 |
1.0410 |
1.0452 |
| PP |
1.0380 |
1.0380 |
1.0380 |
1.0388 |
| S1 |
1.0347 |
1.0347 |
1.0394 |
1.0364 |
| S2 |
1.0292 |
1.0292 |
1.0386 |
|
| S3 |
1.0204 |
1.0259 |
1.0378 |
|
| S4 |
1.0116 |
1.0171 |
1.0354 |
|
|
| 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 |
1.0413 |
1.0295 |
0.0118 |
1.1% |
0.0064 |
0.6% |
91% |
True |
False |
97,396 |
| 10 |
1.0413 |
1.0214 |
0.0199 |
1.9% |
0.0068 |
0.7% |
94% |
True |
False |
95,336 |
| 20 |
1.0413 |
1.0126 |
0.0287 |
2.8% |
0.0070 |
0.7% |
96% |
True |
False |
101,912 |
| 40 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0083 |
0.8% |
70% |
False |
False |
109,908 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0080 |
0.8% |
71% |
False |
False |
75,239 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
71% |
False |
False |
56,444 |
| 100 |
1.0537 |
0.9836 |
0.0701 |
6.7% |
0.0073 |
0.7% |
81% |
False |
False |
45,181 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.5% |
0.0066 |
0.6% |
86% |
False |
False |
37,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0787 |
|
2.618 |
1.0643 |
|
1.618 |
1.0555 |
|
1.000 |
1.0501 |
|
0.618 |
1.0467 |
|
HIGH |
1.0413 |
|
0.618 |
1.0379 |
|
0.500 |
1.0369 |
|
0.382 |
1.0359 |
|
LOW |
1.0325 |
|
0.618 |
1.0271 |
|
1.000 |
1.0237 |
|
1.618 |
1.0183 |
|
2.618 |
1.0095 |
|
4.250 |
0.9951 |
|
|
| Fisher Pivots for day following 06-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0391 |
1.0386 |
| PP |
1.0380 |
1.0370 |
| S1 |
1.0369 |
1.0354 |
|