CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2012 |
27-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0440 |
1.0450 |
0.0010 |
0.1% |
1.0328 |
| High |
1.0450 |
1.0473 |
0.0023 |
0.2% |
1.0456 |
| Low |
1.0421 |
1.0419 |
-0.0002 |
0.0% |
1.0309 |
| Close |
1.0441 |
1.0432 |
-0.0009 |
-0.1% |
1.0447 |
| Range |
0.0029 |
0.0054 |
0.0025 |
86.2% |
0.0147 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
87,718 |
101,727 |
14,009 |
16.0% |
409,230 |
|
| Daily Pivots for day following 27-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0603 |
1.0572 |
1.0462 |
|
| R3 |
1.0549 |
1.0518 |
1.0447 |
|
| R2 |
1.0495 |
1.0495 |
1.0442 |
|
| R1 |
1.0464 |
1.0464 |
1.0437 |
1.0453 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0436 |
| S1 |
1.0410 |
1.0410 |
1.0427 |
1.0399 |
| S2 |
1.0387 |
1.0387 |
1.0422 |
|
| S3 |
1.0333 |
1.0356 |
1.0417 |
|
| S4 |
1.0279 |
1.0302 |
1.0402 |
|
|
| 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 |
1.0473 |
1.0316 |
0.0157 |
1.5% |
0.0066 |
0.6% |
74% |
True |
False |
98,133 |
| 10 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0070 |
0.7% |
80% |
True |
False |
111,098 |
| 20 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0067 |
0.6% |
80% |
True |
False |
105,234 |
| 40 |
1.0473 |
1.0089 |
0.0384 |
3.7% |
0.0073 |
0.7% |
89% |
True |
False |
109,987 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0081 |
0.8% |
77% |
False |
False |
101,386 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
77% |
False |
False |
76,104 |
| 100 |
1.0537 |
0.9980 |
0.0557 |
5.3% |
0.0074 |
0.7% |
81% |
False |
False |
60,894 |
| 120 |
1.0537 |
0.9709 |
0.0828 |
7.9% |
0.0071 |
0.7% |
87% |
False |
False |
50,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0614 |
|
1.618 |
1.0560 |
|
1.000 |
1.0527 |
|
0.618 |
1.0506 |
|
HIGH |
1.0473 |
|
0.618 |
1.0452 |
|
0.500 |
1.0446 |
|
0.382 |
1.0440 |
|
LOW |
1.0419 |
|
0.618 |
1.0386 |
|
1.000 |
1.0365 |
|
1.618 |
1.0332 |
|
2.618 |
1.0278 |
|
4.250 |
1.0190 |
|
|
| Fisher Pivots for day following 27-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0446 |
1.0422 |
| PP |
1.0441 |
1.0412 |
| S1 |
1.0437 |
1.0403 |
|