CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 08-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2012 |
08-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0392 |
1.0373 |
-0.0019 |
-0.2% |
1.0327 |
| High |
1.0446 |
1.0414 |
-0.0032 |
-0.3% |
1.0384 |
| Low |
1.0367 |
1.0358 |
-0.0009 |
-0.1% |
1.0286 |
| Close |
1.0382 |
1.0381 |
-0.0001 |
0.0% |
1.0308 |
| Range |
0.0079 |
0.0056 |
-0.0023 |
-29.1% |
0.0098 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
135,499 |
124,009 |
-11,490 |
-8.5% |
405,003 |
|
| Daily Pivots for day following 08-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0523 |
1.0412 |
|
| R3 |
1.0496 |
1.0467 |
1.0396 |
|
| R2 |
1.0440 |
1.0440 |
1.0391 |
|
| R1 |
1.0411 |
1.0411 |
1.0386 |
1.0426 |
| PP |
1.0384 |
1.0384 |
1.0384 |
1.0392 |
| S1 |
1.0355 |
1.0355 |
1.0376 |
1.0370 |
| S2 |
1.0328 |
1.0328 |
1.0371 |
|
| S3 |
1.0272 |
1.0299 |
1.0366 |
|
| S4 |
1.0216 |
1.0243 |
1.0350 |
|
|
| 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% |
57% |
False |
False |
108,831 |
| 10 |
1.0446 |
1.0264 |
0.0182 |
1.8% |
0.0064 |
0.6% |
64% |
False |
False |
96,617 |
| 20 |
1.0446 |
1.0150 |
0.0296 |
2.9% |
0.0069 |
0.7% |
78% |
False |
False |
103,989 |
| 40 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0079 |
0.8% |
65% |
False |
False |
112,202 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0080 |
0.8% |
66% |
False |
False |
79,562 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
66% |
False |
False |
59,687 |
| 100 |
1.0537 |
0.9836 |
0.0701 |
6.8% |
0.0073 |
0.7% |
78% |
False |
False |
47,776 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0067 |
0.6% |
84% |
False |
False |
39,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0652 |
|
2.618 |
1.0561 |
|
1.618 |
1.0505 |
|
1.000 |
1.0470 |
|
0.618 |
1.0449 |
|
HIGH |
1.0414 |
|
0.618 |
1.0393 |
|
0.500 |
1.0386 |
|
0.382 |
1.0379 |
|
LOW |
1.0358 |
|
0.618 |
1.0323 |
|
1.000 |
1.0302 |
|
1.618 |
1.0267 |
|
2.618 |
1.0211 |
|
4.250 |
1.0120 |
|
|
| Fisher Pivots for day following 08-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0386 |
| PP |
1.0384 |
1.0384 |
| S1 |
1.0383 |
1.0383 |
|