CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 07-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2012 |
07-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0337 |
1.0392 |
0.0055 |
0.5% |
1.0327 |
| High |
1.0413 |
1.0446 |
0.0033 |
0.3% |
1.0384 |
| Low |
1.0325 |
1.0367 |
0.0042 |
0.4% |
1.0286 |
| Close |
1.0402 |
1.0382 |
-0.0020 |
-0.2% |
1.0308 |
| Range |
0.0088 |
0.0079 |
-0.0009 |
-10.2% |
0.0098 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
109,152 |
135,499 |
26,347 |
24.1% |
405,003 |
|
| Daily Pivots for day following 07-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0635 |
1.0588 |
1.0425 |
|
| R3 |
1.0556 |
1.0509 |
1.0404 |
|
| R2 |
1.0477 |
1.0477 |
1.0396 |
|
| R1 |
1.0430 |
1.0430 |
1.0389 |
1.0414 |
| PP |
1.0398 |
1.0398 |
1.0398 |
1.0391 |
| S1 |
1.0351 |
1.0351 |
1.0375 |
1.0335 |
| S2 |
1.0319 |
1.0319 |
1.0368 |
|
| S3 |
1.0240 |
1.0272 |
1.0360 |
|
| S4 |
1.0161 |
1.0193 |
1.0339 |
|
|
| 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 |
1.0446 |
1.0295 |
0.0151 |
1.5% |
0.0070 |
0.7% |
58% |
True |
False |
104,029 |
| 10 |
1.0446 |
1.0264 |
0.0182 |
1.8% |
0.0065 |
0.6% |
65% |
True |
False |
95,093 |
| 20 |
1.0446 |
1.0150 |
0.0296 |
2.9% |
0.0070 |
0.7% |
78% |
True |
False |
103,462 |
| 40 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0083 |
0.8% |
65% |
False |
False |
111,547 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0080 |
0.8% |
66% |
False |
False |
77,496 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
66% |
False |
False |
58,137 |
| 100 |
1.0537 |
0.9836 |
0.0701 |
6.8% |
0.0073 |
0.7% |
78% |
False |
False |
46,536 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0066 |
0.6% |
84% |
False |
False |
38,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0782 |
|
2.618 |
1.0653 |
|
1.618 |
1.0574 |
|
1.000 |
1.0525 |
|
0.618 |
1.0495 |
|
HIGH |
1.0446 |
|
0.618 |
1.0416 |
|
0.500 |
1.0407 |
|
0.382 |
1.0397 |
|
LOW |
1.0367 |
|
0.618 |
1.0318 |
|
1.000 |
1.0288 |
|
1.618 |
1.0239 |
|
2.618 |
1.0160 |
|
4.250 |
1.0031 |
|
|
| Fisher Pivots for day following 07-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0379 |
| PP |
1.0398 |
1.0376 |
| S1 |
1.0390 |
1.0373 |
|