CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2012 |
16-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0342 |
1.0311 |
-0.0031 |
-0.3% |
1.0366 |
| High |
1.0362 |
1.0327 |
-0.0035 |
-0.3% |
1.0432 |
| Low |
1.0282 |
1.0263 |
-0.0019 |
-0.2% |
1.0263 |
| Close |
1.0305 |
1.0309 |
0.0004 |
0.0% |
1.0309 |
| Range |
0.0080 |
0.0064 |
-0.0016 |
-20.0% |
0.0169 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
137,213 |
131,317 |
-5,896 |
-4.3% |
586,055 |
|
| Daily Pivots for day following 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0464 |
1.0344 |
|
| R3 |
1.0428 |
1.0400 |
1.0327 |
|
| R2 |
1.0364 |
1.0364 |
1.0321 |
|
| R1 |
1.0336 |
1.0336 |
1.0315 |
1.0318 |
| PP |
1.0300 |
1.0300 |
1.0300 |
1.0291 |
| S1 |
1.0272 |
1.0272 |
1.0303 |
1.0254 |
| S2 |
1.0236 |
1.0236 |
1.0297 |
|
| S3 |
1.0172 |
1.0208 |
1.0291 |
|
| S4 |
1.0108 |
1.0144 |
1.0274 |
|
|
| Weekly Pivots for week ending 16-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0842 |
1.0744 |
1.0402 |
|
| R3 |
1.0673 |
1.0575 |
1.0355 |
|
| R2 |
1.0504 |
1.0504 |
1.0340 |
|
| R1 |
1.0406 |
1.0406 |
1.0324 |
1.0371 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0317 |
| S1 |
1.0237 |
1.0237 |
1.0294 |
1.0202 |
| S2 |
1.0166 |
1.0166 |
1.0278 |
|
| S3 |
0.9997 |
1.0068 |
1.0263 |
|
| S4 |
0.9828 |
0.9899 |
1.0216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0432 |
1.0263 |
0.0169 |
1.6% |
0.0068 |
0.7% |
27% |
False |
True |
117,211 |
| 10 |
1.0446 |
1.0263 |
0.0183 |
1.8% |
0.0068 |
0.7% |
25% |
False |
True |
115,335 |
| 20 |
1.0446 |
1.0191 |
0.0255 |
2.5% |
0.0069 |
0.7% |
46% |
False |
False |
105,969 |
| 40 |
1.0446 |
1.0089 |
0.0357 |
3.5% |
0.0076 |
0.7% |
62% |
False |
False |
111,749 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0080 |
0.8% |
50% |
False |
False |
91,462 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0076 |
0.7% |
50% |
False |
False |
68,624 |
| 100 |
1.0537 |
0.9867 |
0.0670 |
6.5% |
0.0074 |
0.7% |
66% |
False |
False |
54,911 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0070 |
0.7% |
77% |
False |
False |
45,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0599 |
|
2.618 |
1.0495 |
|
1.618 |
1.0431 |
|
1.000 |
1.0391 |
|
0.618 |
1.0367 |
|
HIGH |
1.0327 |
|
0.618 |
1.0303 |
|
0.500 |
1.0295 |
|
0.382 |
1.0287 |
|
LOW |
1.0263 |
|
0.618 |
1.0223 |
|
1.000 |
1.0199 |
|
1.618 |
1.0159 |
|
2.618 |
1.0095 |
|
4.250 |
0.9991 |
|
|
| Fisher Pivots for day following 16-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0304 |
1.0348 |
| PP |
1.0300 |
1.0335 |
| S1 |
1.0295 |
1.0322 |
|