CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2012 |
06-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0454 |
1.0446 |
-0.0008 |
-0.1% |
1.0440 |
| High |
1.0476 |
1.0508 |
0.0032 |
0.3% |
1.0473 |
| Low |
1.0432 |
1.0433 |
0.0001 |
0.0% |
1.0390 |
| Close |
1.0451 |
1.0466 |
0.0015 |
0.1% |
1.0410 |
| Range |
0.0044 |
0.0075 |
0.0031 |
70.5% |
0.0083 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.1% |
0.0000 |
| Volume |
114,378 |
129,968 |
15,590 |
13.6% |
508,049 |
|
| Daily Pivots for day following 06-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0694 |
1.0655 |
1.0507 |
|
| R3 |
1.0619 |
1.0580 |
1.0487 |
|
| R2 |
1.0544 |
1.0544 |
1.0480 |
|
| R1 |
1.0505 |
1.0505 |
1.0473 |
1.0525 |
| PP |
1.0469 |
1.0469 |
1.0469 |
1.0479 |
| S1 |
1.0430 |
1.0430 |
1.0459 |
1.0450 |
| S2 |
1.0394 |
1.0394 |
1.0452 |
|
| S3 |
1.0319 |
1.0355 |
1.0445 |
|
| S4 |
1.0244 |
1.0280 |
1.0425 |
|
|
| 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 |
1.0508 |
1.0382 |
0.0126 |
1.2% |
0.0059 |
0.6% |
67% |
True |
False |
113,448 |
| 10 |
1.0508 |
1.0332 |
0.0176 |
1.7% |
0.0062 |
0.6% |
76% |
True |
False |
109,434 |
| 20 |
1.0508 |
1.0263 |
0.0245 |
2.3% |
0.0065 |
0.6% |
83% |
True |
False |
111,173 |
| 40 |
1.0508 |
1.0150 |
0.0358 |
3.4% |
0.0068 |
0.6% |
88% |
True |
False |
107,318 |
| 60 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0077 |
0.7% |
84% |
False |
False |
111,422 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
85% |
False |
False |
85,915 |
| 100 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0075 |
0.7% |
85% |
False |
False |
68,745 |
| 120 |
1.0537 |
0.9836 |
0.0701 |
6.7% |
0.0072 |
0.7% |
90% |
False |
False |
57,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0827 |
|
2.618 |
1.0704 |
|
1.618 |
1.0629 |
|
1.000 |
1.0583 |
|
0.618 |
1.0554 |
|
HIGH |
1.0508 |
|
0.618 |
1.0479 |
|
0.500 |
1.0471 |
|
0.382 |
1.0462 |
|
LOW |
1.0433 |
|
0.618 |
1.0387 |
|
1.000 |
1.0358 |
|
1.618 |
1.0312 |
|
2.618 |
1.0237 |
|
4.250 |
1.0114 |
|
|
| Fisher Pivots for day following 06-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0471 |
1.0462 |
| PP |
1.0469 |
1.0457 |
| S1 |
1.0468 |
1.0453 |
|