CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2012 |
09-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0373 |
1.0372 |
-0.0001 |
0.0% |
1.0310 |
| High |
1.0414 |
1.0405 |
-0.0009 |
-0.1% |
1.0446 |
| Low |
1.0358 |
1.0328 |
-0.0030 |
-0.3% |
1.0300 |
| Close |
1.0381 |
1.0362 |
-0.0019 |
-0.2% |
1.0362 |
| Range |
0.0056 |
0.0077 |
0.0021 |
37.5% |
0.0146 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
124,009 |
129,416 |
5,407 |
4.4% |
567,304 |
|
| Daily Pivots for day following 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0556 |
1.0404 |
|
| R3 |
1.0519 |
1.0479 |
1.0383 |
|
| R2 |
1.0442 |
1.0442 |
1.0376 |
|
| R1 |
1.0402 |
1.0402 |
1.0369 |
1.0384 |
| PP |
1.0365 |
1.0365 |
1.0365 |
1.0356 |
| S1 |
1.0325 |
1.0325 |
1.0355 |
1.0307 |
| S2 |
1.0288 |
1.0288 |
1.0348 |
|
| S3 |
1.0211 |
1.0248 |
1.0341 |
|
| S4 |
1.0134 |
1.0171 |
1.0320 |
|
|
| Weekly Pivots for week ending 09-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0807 |
1.0731 |
1.0442 |
|
| R3 |
1.0661 |
1.0585 |
1.0402 |
|
| R2 |
1.0515 |
1.0515 |
1.0389 |
|
| R1 |
1.0439 |
1.0439 |
1.0375 |
1.0477 |
| PP |
1.0369 |
1.0369 |
1.0369 |
1.0389 |
| S1 |
1.0293 |
1.0293 |
1.0349 |
1.0331 |
| S2 |
1.0223 |
1.0223 |
1.0335 |
|
| S3 |
1.0077 |
1.0147 |
1.0322 |
|
| S4 |
0.9931 |
1.0001 |
1.0282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0446 |
1.0300 |
0.0146 |
1.4% |
0.0067 |
0.6% |
42% |
False |
False |
113,460 |
| 10 |
1.0446 |
1.0286 |
0.0160 |
1.5% |
0.0063 |
0.6% |
48% |
False |
False |
97,230 |
| 20 |
1.0446 |
1.0150 |
0.0296 |
2.9% |
0.0069 |
0.7% |
72% |
False |
False |
105,344 |
| 40 |
1.0478 |
1.0089 |
0.0389 |
3.8% |
0.0079 |
0.8% |
70% |
False |
False |
111,366 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0081 |
0.8% |
62% |
False |
False |
81,718 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
62% |
False |
False |
61,304 |
| 100 |
1.0537 |
0.9836 |
0.0701 |
6.8% |
0.0073 |
0.7% |
75% |
False |
False |
49,070 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0067 |
0.6% |
82% |
False |
False |
40,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0732 |
|
2.618 |
1.0607 |
|
1.618 |
1.0530 |
|
1.000 |
1.0482 |
|
0.618 |
1.0453 |
|
HIGH |
1.0405 |
|
0.618 |
1.0376 |
|
0.500 |
1.0367 |
|
0.382 |
1.0357 |
|
LOW |
1.0328 |
|
0.618 |
1.0280 |
|
1.000 |
1.0251 |
|
1.618 |
1.0203 |
|
2.618 |
1.0126 |
|
4.250 |
1.0001 |
|
|
| Fisher Pivots for day following 09-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0387 |
| PP |
1.0365 |
1.0379 |
| S1 |
1.0364 |
1.0370 |
|