CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2012 |
13-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0366 |
1.0398 |
0.0032 |
0.3% |
1.0310 |
| High |
1.0412 |
1.0419 |
0.0007 |
0.1% |
1.0446 |
| Low |
1.0357 |
1.0368 |
0.0011 |
0.1% |
1.0300 |
| Close |
1.0401 |
1.0411 |
0.0010 |
0.1% |
1.0362 |
| Range |
0.0055 |
0.0051 |
-0.0004 |
-7.3% |
0.0146 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
73,744 |
111,913 |
38,169 |
51.8% |
567,304 |
|
| Daily Pivots for day following 13-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0552 |
1.0533 |
1.0439 |
|
| R3 |
1.0501 |
1.0482 |
1.0425 |
|
| R2 |
1.0450 |
1.0450 |
1.0420 |
|
| R1 |
1.0431 |
1.0431 |
1.0416 |
1.0441 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0404 |
| S1 |
1.0380 |
1.0380 |
1.0406 |
1.0390 |
| S2 |
1.0348 |
1.0348 |
1.0402 |
|
| S3 |
1.0297 |
1.0329 |
1.0397 |
|
| S4 |
1.0246 |
1.0278 |
1.0383 |
|
|
| 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 |
1.0328 |
0.0118 |
1.1% |
0.0064 |
0.6% |
70% |
False |
False |
114,916 |
| 10 |
1.0446 |
1.0295 |
0.0151 |
1.5% |
0.0064 |
0.6% |
77% |
False |
False |
106,156 |
| 20 |
1.0446 |
1.0191 |
0.0255 |
2.4% |
0.0069 |
0.7% |
86% |
False |
False |
104,600 |
| 40 |
1.0446 |
1.0089 |
0.0357 |
3.4% |
0.0077 |
0.7% |
90% |
False |
False |
110,796 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0080 |
0.8% |
73% |
False |
False |
84,804 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
73% |
False |
False |
63,623 |
| 100 |
1.0537 |
0.9836 |
0.0701 |
6.7% |
0.0072 |
0.7% |
82% |
False |
False |
50,913 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.5% |
0.0068 |
0.7% |
87% |
False |
False |
42,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0553 |
|
1.618 |
1.0502 |
|
1.000 |
1.0470 |
|
0.618 |
1.0451 |
|
HIGH |
1.0419 |
|
0.618 |
1.0400 |
|
0.500 |
1.0394 |
|
0.382 |
1.0387 |
|
LOW |
1.0368 |
|
0.618 |
1.0336 |
|
1.000 |
1.0317 |
|
1.618 |
1.0285 |
|
2.618 |
1.0234 |
|
4.250 |
1.0151 |
|
|
| Fisher Pivots for day following 13-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0405 |
1.0399 |
| PP |
1.0399 |
1.0386 |
| S1 |
1.0394 |
1.0374 |
|