CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 28-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2012 |
28-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0428 |
-0.0022 |
-0.2% |
1.0328 |
| High |
1.0473 |
1.0467 |
-0.0006 |
-0.1% |
1.0456 |
| Low |
1.0419 |
1.0412 |
-0.0007 |
-0.1% |
1.0309 |
| Close |
1.0432 |
1.0461 |
0.0029 |
0.3% |
1.0447 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0147 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
101,727 |
116,976 |
15,249 |
15.0% |
409,230 |
|
| Daily Pivots for day following 28-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0591 |
1.0491 |
|
| R3 |
1.0557 |
1.0536 |
1.0476 |
|
| R2 |
1.0502 |
1.0502 |
1.0471 |
|
| R1 |
1.0481 |
1.0481 |
1.0466 |
1.0492 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0452 |
| S1 |
1.0426 |
1.0426 |
1.0456 |
1.0437 |
| S2 |
1.0392 |
1.0392 |
1.0451 |
|
| S3 |
1.0337 |
1.0371 |
1.0446 |
|
| S4 |
1.0282 |
1.0316 |
1.0431 |
|
|
| 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% |
0.0064 |
0.6% |
92% |
False |
False |
100,826 |
| 10 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0071 |
0.7% |
94% |
False |
False |
111,604 |
| 20 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0067 |
0.6% |
94% |
False |
False |
108,880 |
| 40 |
1.0473 |
1.0089 |
0.0384 |
3.7% |
0.0072 |
0.7% |
97% |
False |
False |
108,881 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0080 |
0.8% |
83% |
False |
False |
103,223 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
83% |
False |
False |
77,565 |
| 100 |
1.0537 |
0.9980 |
0.0557 |
5.3% |
0.0074 |
0.7% |
86% |
False |
False |
62,063 |
| 120 |
1.0537 |
0.9740 |
0.0797 |
7.6% |
0.0071 |
0.7% |
90% |
False |
False |
51,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0701 |
|
2.618 |
1.0611 |
|
1.618 |
1.0556 |
|
1.000 |
1.0522 |
|
0.618 |
1.0501 |
|
HIGH |
1.0467 |
|
0.618 |
1.0446 |
|
0.500 |
1.0440 |
|
0.382 |
1.0433 |
|
LOW |
1.0412 |
|
0.618 |
1.0378 |
|
1.000 |
1.0357 |
|
1.618 |
1.0323 |
|
2.618 |
1.0268 |
|
4.250 |
1.0178 |
|
|
| Fisher Pivots for day following 28-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0455 |
| PP |
1.0447 |
1.0449 |
| S1 |
1.0440 |
1.0443 |
|