CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2012 |
10-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0465 |
1.0481 |
0.0016 |
0.2% |
1.0417 |
| High |
1.0490 |
1.0500 |
0.0010 |
0.1% |
1.0508 |
| Low |
1.0453 |
1.0460 |
0.0007 |
0.1% |
1.0382 |
| Close |
1.0481 |
1.0480 |
-0.0001 |
0.0% |
1.0481 |
| Range |
0.0037 |
0.0040 |
0.0003 |
8.1% |
0.0126 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
88,332 |
83,465 |
-4,867 |
-5.5% |
555,048 |
|
| Daily Pivots for day following 10-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0600 |
1.0580 |
1.0502 |
|
| R3 |
1.0560 |
1.0540 |
1.0491 |
|
| R2 |
1.0520 |
1.0520 |
1.0487 |
|
| R1 |
1.0500 |
1.0500 |
1.0484 |
1.0490 |
| PP |
1.0480 |
1.0480 |
1.0480 |
1.0475 |
| S1 |
1.0460 |
1.0460 |
1.0476 |
1.0450 |
| S2 |
1.0440 |
1.0440 |
1.0473 |
|
| S3 |
1.0400 |
1.0420 |
1.0469 |
|
| S4 |
1.0360 |
1.0380 |
1.0458 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0784 |
1.0550 |
|
| R3 |
1.0709 |
1.0658 |
1.0516 |
|
| R2 |
1.0583 |
1.0583 |
1.0504 |
|
| R1 |
1.0532 |
1.0532 |
1.0493 |
1.0558 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0470 |
| S1 |
1.0406 |
1.0406 |
1.0469 |
1.0432 |
| S2 |
1.0331 |
1.0331 |
1.0458 |
|
| S3 |
1.0205 |
1.0280 |
1.0446 |
|
| S4 |
1.0079 |
1.0154 |
1.0412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0508 |
1.0398 |
0.0110 |
1.0% |
0.0055 |
0.5% |
75% |
False |
False |
106,934 |
| 10 |
1.0508 |
1.0382 |
0.0126 |
1.2% |
0.0054 |
0.5% |
78% |
False |
False |
105,884 |
| 20 |
1.0508 |
1.0263 |
0.0245 |
2.3% |
0.0062 |
0.6% |
89% |
False |
False |
107,092 |
| 40 |
1.0508 |
1.0150 |
0.0358 |
3.4% |
0.0066 |
0.6% |
92% |
False |
False |
106,218 |
| 60 |
1.0508 |
1.0089 |
0.0419 |
4.0% |
0.0073 |
0.7% |
93% |
False |
False |
109,941 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
88% |
False |
False |
88,061 |
| 100 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0074 |
0.7% |
88% |
False |
False |
70,462 |
| 120 |
1.0537 |
0.9836 |
0.0701 |
6.7% |
0.0071 |
0.7% |
92% |
False |
False |
58,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0605 |
|
1.618 |
1.0565 |
|
1.000 |
1.0540 |
|
0.618 |
1.0525 |
|
HIGH |
1.0500 |
|
0.618 |
1.0485 |
|
0.500 |
1.0480 |
|
0.382 |
1.0475 |
|
LOW |
1.0460 |
|
0.618 |
1.0435 |
|
1.000 |
1.0420 |
|
1.618 |
1.0395 |
|
2.618 |
1.0355 |
|
4.250 |
1.0290 |
|
|
| Fisher Pivots for day following 10-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0480 |
1.0477 |
| PP |
1.0480 |
1.0474 |
| S1 |
1.0480 |
1.0471 |
|