CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 14-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2012 |
14-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0398 |
1.0405 |
0.0007 |
0.1% |
1.0310 |
| High |
1.0419 |
1.0432 |
0.0013 |
0.1% |
1.0446 |
| Low |
1.0368 |
1.0340 |
-0.0028 |
-0.3% |
1.0300 |
| Close |
1.0411 |
1.0355 |
-0.0056 |
-0.5% |
1.0362 |
| Range |
0.0051 |
0.0092 |
0.0041 |
80.4% |
0.0146 |
| ATR |
0.0070 |
0.0072 |
0.0002 |
2.2% |
0.0000 |
| Volume |
111,913 |
131,868 |
19,955 |
17.8% |
567,304 |
|
| Daily Pivots for day following 14-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0652 |
1.0595 |
1.0406 |
|
| R3 |
1.0560 |
1.0503 |
1.0380 |
|
| R2 |
1.0468 |
1.0468 |
1.0372 |
|
| R1 |
1.0411 |
1.0411 |
1.0363 |
1.0394 |
| PP |
1.0376 |
1.0376 |
1.0376 |
1.0367 |
| S1 |
1.0319 |
1.0319 |
1.0347 |
1.0302 |
| S2 |
1.0284 |
1.0284 |
1.0338 |
|
| S3 |
1.0192 |
1.0227 |
1.0330 |
|
| S4 |
1.0100 |
1.0135 |
1.0304 |
|
|
| 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 |
1.0432 |
1.0328 |
0.0104 |
1.0% |
0.0066 |
0.6% |
26% |
True |
False |
114,190 |
| 10 |
1.0446 |
1.0295 |
0.0151 |
1.5% |
0.0068 |
0.7% |
40% |
False |
False |
109,109 |
| 20 |
1.0446 |
1.0191 |
0.0255 |
2.5% |
0.0068 |
0.7% |
64% |
False |
False |
104,467 |
| 40 |
1.0446 |
1.0089 |
0.0357 |
3.4% |
0.0077 |
0.7% |
75% |
False |
False |
111,229 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0081 |
0.8% |
60% |
False |
False |
87,001 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
60% |
False |
False |
65,270 |
| 100 |
1.0537 |
0.9867 |
0.0670 |
6.5% |
0.0073 |
0.7% |
73% |
False |
False |
52,232 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0068 |
0.7% |
82% |
False |
False |
43,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0823 |
|
2.618 |
1.0673 |
|
1.618 |
1.0581 |
|
1.000 |
1.0524 |
|
0.618 |
1.0489 |
|
HIGH |
1.0432 |
|
0.618 |
1.0397 |
|
0.500 |
1.0386 |
|
0.382 |
1.0375 |
|
LOW |
1.0340 |
|
0.618 |
1.0283 |
|
1.000 |
1.0248 |
|
1.618 |
1.0191 |
|
2.618 |
1.0099 |
|
4.250 |
0.9949 |
|
|
| Fisher Pivots for day following 14-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0386 |
| PP |
1.0376 |
1.0376 |
| S1 |
1.0365 |
1.0365 |
|