CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 20-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2012 |
20-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0328 |
1.0385 |
0.0057 |
0.6% |
1.0366 |
| High |
1.0395 |
1.0403 |
0.0008 |
0.1% |
1.0432 |
| Low |
1.0309 |
1.0335 |
0.0026 |
0.3% |
1.0263 |
| Close |
1.0387 |
1.0350 |
-0.0037 |
-0.4% |
1.0309 |
| Range |
0.0086 |
0.0068 |
-0.0018 |
-20.9% |
0.0169 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
108,010 |
103,511 |
-4,499 |
-4.2% |
586,055 |
|
| Daily Pivots for day following 20-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0567 |
1.0526 |
1.0387 |
|
| R3 |
1.0499 |
1.0458 |
1.0369 |
|
| R2 |
1.0431 |
1.0431 |
1.0362 |
|
| R1 |
1.0390 |
1.0390 |
1.0356 |
1.0377 |
| PP |
1.0363 |
1.0363 |
1.0363 |
1.0356 |
| S1 |
1.0322 |
1.0322 |
1.0344 |
1.0309 |
| S2 |
1.0295 |
1.0295 |
1.0338 |
|
| S3 |
1.0227 |
1.0254 |
1.0331 |
|
| S4 |
1.0159 |
1.0186 |
1.0313 |
|
|
| 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% |
0.0078 |
0.8% |
51% |
False |
False |
122,383 |
| 10 |
1.0446 |
1.0263 |
0.0183 |
1.8% |
0.0071 |
0.7% |
48% |
False |
False |
118,650 |
| 20 |
1.0446 |
1.0214 |
0.0232 |
2.2% |
0.0069 |
0.7% |
59% |
False |
False |
106,993 |
| 40 |
1.0446 |
1.0089 |
0.0357 |
3.4% |
0.0076 |
0.7% |
73% |
False |
False |
112,023 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0081 |
0.8% |
59% |
False |
False |
94,972 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
59% |
False |
False |
71,267 |
| 100 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0073 |
0.7% |
66% |
False |
False |
57,026 |
| 120 |
1.0537 |
0.9588 |
0.0949 |
9.2% |
0.0070 |
0.7% |
80% |
False |
False |
47,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0692 |
|
2.618 |
1.0581 |
|
1.618 |
1.0513 |
|
1.000 |
1.0471 |
|
0.618 |
1.0445 |
|
HIGH |
1.0403 |
|
0.618 |
1.0377 |
|
0.500 |
1.0369 |
|
0.382 |
1.0361 |
|
LOW |
1.0335 |
|
0.618 |
1.0293 |
|
1.000 |
1.0267 |
|
1.618 |
1.0225 |
|
2.618 |
1.0157 |
|
4.250 |
1.0046 |
|
|
| Fisher Pivots for day following 20-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0369 |
1.0344 |
| PP |
1.0363 |
1.0339 |
| S1 |
1.0356 |
1.0333 |
|