CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2012 |
05-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0414 |
1.0454 |
0.0040 |
0.4% |
1.0440 |
| High |
1.0475 |
1.0476 |
0.0001 |
0.0% |
1.0473 |
| Low |
1.0398 |
1.0432 |
0.0034 |
0.3% |
1.0390 |
| Close |
1.0463 |
1.0451 |
-0.0012 |
-0.1% |
1.0410 |
| Range |
0.0077 |
0.0044 |
-0.0033 |
-42.9% |
0.0083 |
| ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
118,530 |
114,378 |
-4,152 |
-3.5% |
508,049 |
|
| Daily Pivots for day following 05-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0585 |
1.0562 |
1.0475 |
|
| R3 |
1.0541 |
1.0518 |
1.0463 |
|
| R2 |
1.0497 |
1.0497 |
1.0459 |
|
| R1 |
1.0474 |
1.0474 |
1.0455 |
1.0464 |
| PP |
1.0453 |
1.0453 |
1.0453 |
1.0448 |
| S1 |
1.0430 |
1.0430 |
1.0447 |
1.0420 |
| S2 |
1.0409 |
1.0409 |
1.0443 |
|
| S3 |
1.0365 |
1.0386 |
1.0439 |
|
| S4 |
1.0321 |
1.0342 |
1.0427 |
|
|
| 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 |
1.0476 |
1.0382 |
0.0094 |
0.9% |
0.0057 |
0.5% |
73% |
True |
False |
107,675 |
| 10 |
1.0476 |
1.0316 |
0.0160 |
1.5% |
0.0060 |
0.6% |
84% |
True |
False |
104,250 |
| 20 |
1.0476 |
1.0263 |
0.0213 |
2.0% |
0.0065 |
0.6% |
88% |
True |
False |
111,450 |
| 40 |
1.0476 |
1.0126 |
0.0350 |
3.3% |
0.0068 |
0.7% |
93% |
True |
False |
106,681 |
| 60 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0077 |
0.7% |
81% |
False |
False |
110,422 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
81% |
False |
False |
84,292 |
| 100 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0074 |
0.7% |
81% |
False |
False |
67,445 |
| 120 |
1.0537 |
0.9836 |
0.0701 |
6.7% |
0.0072 |
0.7% |
88% |
False |
False |
56,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0591 |
|
1.618 |
1.0547 |
|
1.000 |
1.0520 |
|
0.618 |
1.0503 |
|
HIGH |
1.0476 |
|
0.618 |
1.0459 |
|
0.500 |
1.0454 |
|
0.382 |
1.0449 |
|
LOW |
1.0432 |
|
0.618 |
1.0405 |
|
1.000 |
1.0388 |
|
1.618 |
1.0361 |
|
2.618 |
1.0317 |
|
4.250 |
1.0245 |
|
|
| Fisher Pivots for day following 05-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0444 |
| PP |
1.0453 |
1.0436 |
| S1 |
1.0452 |
1.0429 |
|