CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 29-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2012 |
29-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0428 |
1.0464 |
0.0036 |
0.3% |
1.0328 |
| High |
1.0467 |
1.0467 |
0.0000 |
0.0% |
1.0456 |
| Low |
1.0412 |
1.0404 |
-0.0008 |
-0.1% |
1.0309 |
| Close |
1.0461 |
1.0420 |
-0.0041 |
-0.4% |
1.0447 |
| Range |
0.0055 |
0.0063 |
0.0008 |
14.5% |
0.0147 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
116,976 |
101,103 |
-15,873 |
-13.6% |
409,230 |
|
| Daily Pivots for day following 29-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0583 |
1.0455 |
|
| R3 |
1.0556 |
1.0520 |
1.0437 |
|
| R2 |
1.0493 |
1.0493 |
1.0432 |
|
| R1 |
1.0457 |
1.0457 |
1.0426 |
1.0444 |
| PP |
1.0430 |
1.0430 |
1.0430 |
1.0424 |
| S1 |
1.0394 |
1.0394 |
1.0414 |
1.0381 |
| S2 |
1.0367 |
1.0367 |
1.0408 |
|
| S3 |
1.0304 |
1.0331 |
1.0403 |
|
| S4 |
1.0241 |
1.0268 |
1.0385 |
|
|
| 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 |
1.0332 |
0.0141 |
1.4% |
0.0065 |
0.6% |
62% |
False |
False |
105,421 |
| 10 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0068 |
0.7% |
75% |
False |
False |
108,528 |
| 20 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0068 |
0.7% |
75% |
False |
False |
108,819 |
| 40 |
1.0473 |
1.0089 |
0.0384 |
3.7% |
0.0071 |
0.7% |
86% |
False |
False |
108,132 |
| 60 |
1.0537 |
1.0080 |
0.0457 |
4.4% |
0.0080 |
0.8% |
74% |
False |
False |
104,798 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
75% |
False |
False |
78,828 |
| 100 |
1.0537 |
0.9980 |
0.0557 |
5.3% |
0.0075 |
0.7% |
79% |
False |
False |
63,074 |
| 120 |
1.0537 |
0.9788 |
0.0749 |
7.2% |
0.0071 |
0.7% |
84% |
False |
False |
52,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0735 |
|
2.618 |
1.0632 |
|
1.618 |
1.0569 |
|
1.000 |
1.0530 |
|
0.618 |
1.0506 |
|
HIGH |
1.0467 |
|
0.618 |
1.0443 |
|
0.500 |
1.0436 |
|
0.382 |
1.0428 |
|
LOW |
1.0404 |
|
0.618 |
1.0365 |
|
1.000 |
1.0341 |
|
1.618 |
1.0302 |
|
2.618 |
1.0239 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 29-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0439 |
| PP |
1.0430 |
1.0432 |
| S1 |
1.0425 |
1.0426 |
|