CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 21-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2012 |
21-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0385 |
1.0365 |
-0.0020 |
-0.2% |
1.0366 |
| High |
1.0403 |
1.0372 |
-0.0031 |
-0.3% |
1.0432 |
| Low |
1.0335 |
1.0316 |
-0.0019 |
-0.2% |
1.0263 |
| Close |
1.0350 |
1.0343 |
-0.0007 |
-0.1% |
1.0309 |
| Range |
0.0068 |
0.0056 |
-0.0012 |
-17.6% |
0.0169 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
103,511 |
78,125 |
-25,386 |
-24.5% |
586,055 |
|
| Daily Pivots for day following 21-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0512 |
1.0483 |
1.0374 |
|
| R3 |
1.0456 |
1.0427 |
1.0358 |
|
| R2 |
1.0400 |
1.0400 |
1.0353 |
|
| R1 |
1.0371 |
1.0371 |
1.0348 |
1.0358 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0337 |
| S1 |
1.0315 |
1.0315 |
1.0338 |
1.0302 |
| S2 |
1.0288 |
1.0288 |
1.0333 |
|
| S3 |
1.0232 |
1.0259 |
1.0328 |
|
| S4 |
1.0176 |
1.0203 |
1.0312 |
|
|
| 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 |
1.0403 |
1.0263 |
0.0140 |
1.4% |
0.0071 |
0.7% |
57% |
False |
False |
111,635 |
| 10 |
1.0432 |
1.0263 |
0.0169 |
1.6% |
0.0069 |
0.7% |
47% |
False |
False |
112,912 |
| 20 |
1.0446 |
1.0263 |
0.0183 |
1.8% |
0.0067 |
0.6% |
44% |
False |
False |
104,002 |
| 40 |
1.0446 |
1.0089 |
0.0357 |
3.5% |
0.0075 |
0.7% |
71% |
False |
False |
111,060 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0081 |
0.8% |
58% |
False |
False |
96,270 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
58% |
False |
False |
72,243 |
| 100 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0074 |
0.7% |
65% |
False |
False |
57,805 |
| 120 |
1.0537 |
0.9594 |
0.0943 |
9.1% |
0.0071 |
0.7% |
79% |
False |
False |
48,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0610 |
|
2.618 |
1.0519 |
|
1.618 |
1.0463 |
|
1.000 |
1.0428 |
|
0.618 |
1.0407 |
|
HIGH |
1.0372 |
|
0.618 |
1.0351 |
|
0.500 |
1.0344 |
|
0.382 |
1.0337 |
|
LOW |
1.0316 |
|
0.618 |
1.0281 |
|
1.000 |
1.0260 |
|
1.618 |
1.0225 |
|
2.618 |
1.0169 |
|
4.250 |
1.0078 |
|
|
| Fisher Pivots for day following 21-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0344 |
1.0356 |
| PP |
1.0344 |
1.0352 |
| S1 |
1.0343 |
1.0347 |
|