CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2012 |
30-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0464 |
1.0421 |
-0.0043 |
-0.4% |
1.0440 |
| High |
1.0467 |
1.0436 |
-0.0031 |
-0.3% |
1.0473 |
| Low |
1.0404 |
1.0390 |
-0.0014 |
-0.1% |
1.0390 |
| Close |
1.0420 |
1.0410 |
-0.0010 |
-0.1% |
1.0410 |
| Range |
0.0063 |
0.0046 |
-0.0017 |
-27.0% |
0.0083 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
101,103 |
100,525 |
-578 |
-0.6% |
508,049 |
|
| Daily Pivots for day following 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0550 |
1.0526 |
1.0435 |
|
| R3 |
1.0504 |
1.0480 |
1.0423 |
|
| R2 |
1.0458 |
1.0458 |
1.0418 |
|
| R1 |
1.0434 |
1.0434 |
1.0414 |
1.0423 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0407 |
| S1 |
1.0388 |
1.0388 |
1.0406 |
1.0377 |
| S2 |
1.0366 |
1.0366 |
1.0402 |
|
| S3 |
1.0320 |
1.0342 |
1.0397 |
|
| S4 |
1.0274 |
1.0296 |
1.0385 |
|
|
| Weekly Pivots for week ending 30-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0673 |
1.0625 |
1.0456 |
|
| R3 |
1.0590 |
1.0542 |
1.0433 |
|
| R2 |
1.0507 |
1.0507 |
1.0425 |
|
| R1 |
1.0459 |
1.0459 |
1.0418 |
1.0442 |
| PP |
1.0424 |
1.0424 |
1.0424 |
1.0416 |
| S1 |
1.0376 |
1.0376 |
1.0402 |
1.0359 |
| S2 |
1.0341 |
1.0341 |
1.0395 |
|
| S3 |
1.0258 |
1.0293 |
1.0387 |
|
| S4 |
1.0175 |
1.0210 |
1.0364 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0473 |
1.0390 |
0.0083 |
0.8% |
0.0049 |
0.5% |
24% |
False |
True |
101,609 |
| 10 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0065 |
0.6% |
70% |
False |
False |
104,859 |
| 20 |
1.0473 |
1.0263 |
0.0210 |
2.0% |
0.0067 |
0.6% |
70% |
False |
False |
108,845 |
| 40 |
1.0473 |
1.0089 |
0.0384 |
3.7% |
0.0070 |
0.7% |
84% |
False |
False |
107,070 |
| 60 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0079 |
0.8% |
72% |
False |
False |
105,850 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
72% |
False |
False |
80,084 |
| 100 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0075 |
0.7% |
77% |
False |
False |
64,079 |
| 120 |
1.0537 |
0.9819 |
0.0718 |
6.9% |
0.0071 |
0.7% |
82% |
False |
False |
53,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0632 |
|
2.618 |
1.0556 |
|
1.618 |
1.0510 |
|
1.000 |
1.0482 |
|
0.618 |
1.0464 |
|
HIGH |
1.0436 |
|
0.618 |
1.0418 |
|
0.500 |
1.0413 |
|
0.382 |
1.0408 |
|
LOW |
1.0390 |
|
0.618 |
1.0362 |
|
1.000 |
1.0344 |
|
1.618 |
1.0316 |
|
2.618 |
1.0270 |
|
4.250 |
1.0195 |
|
|
| Fisher Pivots for day following 30-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0429 |
| PP |
1.0412 |
1.0422 |
| S1 |
1.0411 |
1.0416 |
|