CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 15-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2012 |
15-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0342 |
-0.0063 |
-0.6% |
1.0310 |
| High |
1.0432 |
1.0362 |
-0.0070 |
-0.7% |
1.0446 |
| Low |
1.0340 |
1.0282 |
-0.0058 |
-0.6% |
1.0300 |
| Close |
1.0355 |
1.0305 |
-0.0050 |
-0.5% |
1.0362 |
| Range |
0.0092 |
0.0080 |
-0.0012 |
-13.0% |
0.0146 |
| ATR |
0.0072 |
0.0072 |
0.0001 |
0.8% |
0.0000 |
| Volume |
131,868 |
137,213 |
5,345 |
4.1% |
567,304 |
|
| Daily Pivots for day following 15-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0556 |
1.0511 |
1.0349 |
|
| R3 |
1.0476 |
1.0431 |
1.0327 |
|
| R2 |
1.0396 |
1.0396 |
1.0320 |
|
| R1 |
1.0351 |
1.0351 |
1.0312 |
1.0334 |
| PP |
1.0316 |
1.0316 |
1.0316 |
1.0308 |
| S1 |
1.0271 |
1.0271 |
1.0298 |
1.0254 |
| S2 |
1.0236 |
1.0236 |
1.0290 |
|
| S3 |
1.0156 |
1.0191 |
1.0283 |
|
| S4 |
1.0076 |
1.0111 |
1.0261 |
|
|
| 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 |
1.0282 |
0.0150 |
1.5% |
0.0071 |
0.7% |
15% |
False |
True |
116,830 |
| 10 |
1.0446 |
1.0282 |
0.0164 |
1.6% |
0.0070 |
0.7% |
14% |
False |
True |
112,831 |
| 20 |
1.0446 |
1.0191 |
0.0255 |
2.5% |
0.0069 |
0.7% |
45% |
False |
False |
104,766 |
| 40 |
1.0446 |
1.0089 |
0.0357 |
3.5% |
0.0076 |
0.7% |
61% |
False |
False |
111,382 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0080 |
0.8% |
50% |
False |
False |
89,278 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0077 |
0.7% |
50% |
False |
False |
66,984 |
| 100 |
1.0537 |
0.9867 |
0.0670 |
6.5% |
0.0073 |
0.7% |
65% |
False |
False |
53,598 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0069 |
0.7% |
77% |
False |
False |
44,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0571 |
|
1.618 |
1.0491 |
|
1.000 |
1.0442 |
|
0.618 |
1.0411 |
|
HIGH |
1.0362 |
|
0.618 |
1.0331 |
|
0.500 |
1.0322 |
|
0.382 |
1.0313 |
|
LOW |
1.0282 |
|
0.618 |
1.0233 |
|
1.000 |
1.0202 |
|
1.618 |
1.0153 |
|
2.618 |
1.0073 |
|
4.250 |
0.9942 |
|
|
| Fisher Pivots for day following 15-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0357 |
| PP |
1.0316 |
1.0340 |
| S1 |
1.0311 |
1.0322 |
|