CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 26-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2012 |
26-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0364 |
1.0440 |
0.0076 |
0.7% |
1.0328 |
| High |
1.0456 |
1.0450 |
-0.0006 |
-0.1% |
1.0456 |
| Low |
1.0332 |
1.0421 |
0.0089 |
0.9% |
1.0309 |
| Close |
1.0447 |
1.0441 |
-0.0006 |
-0.1% |
1.0447 |
| Range |
0.0124 |
0.0029 |
-0.0095 |
-76.6% |
0.0147 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-4.4% |
0.0000 |
| Volume |
119,584 |
87,718 |
-31,866 |
-26.6% |
409,230 |
|
| Daily Pivots for day following 26-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0512 |
1.0457 |
|
| R3 |
1.0495 |
1.0483 |
1.0449 |
|
| R2 |
1.0466 |
1.0466 |
1.0446 |
|
| R1 |
1.0454 |
1.0454 |
1.0444 |
1.0460 |
| PP |
1.0437 |
1.0437 |
1.0437 |
1.0441 |
| S1 |
1.0425 |
1.0425 |
1.0438 |
1.0431 |
| S2 |
1.0408 |
1.0408 |
1.0436 |
|
| S3 |
1.0379 |
1.0396 |
1.0433 |
|
| S4 |
1.0350 |
1.0367 |
1.0425 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0845 |
1.0793 |
1.0528 |
|
| R3 |
1.0698 |
1.0646 |
1.0487 |
|
| R2 |
1.0551 |
1.0551 |
1.0474 |
|
| R1 |
1.0499 |
1.0499 |
1.0460 |
1.0525 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0417 |
| S1 |
1.0352 |
1.0352 |
1.0434 |
1.0378 |
| S2 |
1.0257 |
1.0257 |
1.0420 |
|
| S3 |
1.0110 |
1.0205 |
1.0407 |
|
| S4 |
0.9963 |
1.0058 |
1.0366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0456 |
1.0309 |
0.0147 |
1.4% |
0.0073 |
0.7% |
90% |
False |
False |
99,389 |
| 10 |
1.0456 |
1.0263 |
0.0193 |
1.8% |
0.0071 |
0.7% |
92% |
False |
False |
108,300 |
| 20 |
1.0456 |
1.0263 |
0.0193 |
1.8% |
0.0067 |
0.6% |
92% |
False |
False |
102,765 |
| 40 |
1.0456 |
1.0089 |
0.0367 |
3.5% |
0.0074 |
0.7% |
96% |
False |
False |
110,096 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0081 |
0.8% |
79% |
False |
False |
99,715 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
79% |
False |
False |
74,834 |
| 100 |
1.0537 |
0.9980 |
0.0557 |
5.3% |
0.0074 |
0.7% |
83% |
False |
False |
59,877 |
| 120 |
1.0537 |
0.9709 |
0.0828 |
7.9% |
0.0071 |
0.7% |
88% |
False |
False |
49,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0573 |
|
2.618 |
1.0526 |
|
1.618 |
1.0497 |
|
1.000 |
1.0479 |
|
0.618 |
1.0468 |
|
HIGH |
1.0450 |
|
0.618 |
1.0439 |
|
0.500 |
1.0436 |
|
0.382 |
1.0432 |
|
LOW |
1.0421 |
|
0.618 |
1.0403 |
|
1.000 |
1.0392 |
|
1.618 |
1.0374 |
|
2.618 |
1.0345 |
|
4.250 |
1.0298 |
|
|
| Fisher Pivots for day following 26-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0423 |
| PP |
1.0437 |
1.0404 |
| S1 |
1.0436 |
1.0386 |
|