CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2012 |
19-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0311 |
1.0328 |
0.0017 |
0.2% |
1.0366 |
| High |
1.0327 |
1.0395 |
0.0068 |
0.7% |
1.0432 |
| Low |
1.0263 |
1.0309 |
0.0046 |
0.4% |
1.0263 |
| Close |
1.0309 |
1.0387 |
0.0078 |
0.8% |
1.0309 |
| Range |
0.0064 |
0.0086 |
0.0022 |
34.4% |
0.0169 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.4% |
0.0000 |
| Volume |
131,317 |
108,010 |
-23,307 |
-17.7% |
586,055 |
|
| Daily Pivots for day following 19-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0622 |
1.0590 |
1.0434 |
|
| R3 |
1.0536 |
1.0504 |
1.0411 |
|
| R2 |
1.0450 |
1.0450 |
1.0403 |
|
| R1 |
1.0418 |
1.0418 |
1.0395 |
1.0434 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0372 |
| S1 |
1.0332 |
1.0332 |
1.0379 |
1.0348 |
| S2 |
1.0278 |
1.0278 |
1.0371 |
|
| S3 |
1.0192 |
1.0246 |
1.0363 |
|
| S4 |
1.0106 |
1.0160 |
1.0340 |
|
|
| 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% |
0.0075 |
0.7% |
73% |
False |
False |
124,064 |
| 10 |
1.0446 |
1.0263 |
0.0183 |
1.8% |
0.0073 |
0.7% |
68% |
False |
False |
119,214 |
| 20 |
1.0446 |
1.0191 |
0.0255 |
2.5% |
0.0071 |
0.7% |
77% |
False |
False |
107,445 |
| 40 |
1.0446 |
1.0089 |
0.0357 |
3.4% |
0.0076 |
0.7% |
83% |
False |
False |
112,222 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0080 |
0.8% |
67% |
False |
False |
93,252 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
67% |
False |
False |
69,974 |
| 100 |
1.0537 |
0.9941 |
0.0596 |
5.7% |
0.0074 |
0.7% |
75% |
False |
False |
55,991 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0070 |
0.7% |
85% |
False |
False |
46,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0761 |
|
2.618 |
1.0620 |
|
1.618 |
1.0534 |
|
1.000 |
1.0481 |
|
0.618 |
1.0448 |
|
HIGH |
1.0395 |
|
0.618 |
1.0362 |
|
0.500 |
1.0352 |
|
0.382 |
1.0342 |
|
LOW |
1.0309 |
|
0.618 |
1.0256 |
|
1.000 |
1.0223 |
|
1.618 |
1.0170 |
|
2.618 |
1.0084 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 19-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0368 |
| PP |
1.0364 |
1.0348 |
| S1 |
1.0352 |
1.0329 |
|