CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2012 |
12-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0481 |
1.0530 |
0.0049 |
0.5% |
1.0417 |
| High |
1.0528 |
1.0582 |
0.0054 |
0.5% |
1.0508 |
| Low |
1.0457 |
1.0516 |
0.0059 |
0.6% |
1.0382 |
| Close |
1.0516 |
1.0561 |
0.0045 |
0.4% |
1.0481 |
| Range |
0.0071 |
0.0066 |
-0.0005 |
-7.0% |
0.0126 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.4% |
0.0000 |
| Volume |
115,865 |
131,814 |
15,949 |
13.8% |
555,048 |
|
| Daily Pivots for day following 12-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0722 |
1.0597 |
|
| R3 |
1.0685 |
1.0656 |
1.0579 |
|
| R2 |
1.0619 |
1.0619 |
1.0573 |
|
| R1 |
1.0590 |
1.0590 |
1.0567 |
1.0605 |
| PP |
1.0553 |
1.0553 |
1.0553 |
1.0560 |
| S1 |
1.0524 |
1.0524 |
1.0555 |
1.0539 |
| S2 |
1.0487 |
1.0487 |
1.0549 |
|
| S3 |
1.0421 |
1.0458 |
1.0543 |
|
| S4 |
1.0355 |
1.0392 |
1.0525 |
|
|
| 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 |
1.0582 |
1.0433 |
0.0149 |
1.4% |
0.0058 |
0.5% |
86% |
True |
False |
109,888 |
| 10 |
1.0582 |
1.0382 |
0.0200 |
1.9% |
0.0057 |
0.5% |
90% |
True |
False |
108,782 |
| 20 |
1.0582 |
1.0263 |
0.0319 |
3.0% |
0.0064 |
0.6% |
93% |
True |
False |
110,193 |
| 40 |
1.0582 |
1.0191 |
0.0391 |
3.7% |
0.0067 |
0.6% |
95% |
True |
False |
107,397 |
| 60 |
1.0582 |
1.0089 |
0.0493 |
4.7% |
0.0073 |
0.7% |
96% |
True |
False |
110,595 |
| 80 |
1.0582 |
1.0077 |
0.0505 |
4.8% |
0.0076 |
0.7% |
96% |
True |
False |
91,151 |
| 100 |
1.0582 |
1.0077 |
0.0505 |
4.8% |
0.0074 |
0.7% |
96% |
True |
False |
72,937 |
| 120 |
1.0582 |
0.9836 |
0.0746 |
7.1% |
0.0071 |
0.7% |
97% |
True |
False |
60,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0863 |
|
2.618 |
1.0755 |
|
1.618 |
1.0689 |
|
1.000 |
1.0648 |
|
0.618 |
1.0623 |
|
HIGH |
1.0582 |
|
0.618 |
1.0557 |
|
0.500 |
1.0549 |
|
0.382 |
1.0541 |
|
LOW |
1.0516 |
|
0.618 |
1.0475 |
|
1.000 |
1.0450 |
|
1.618 |
1.0409 |
|
2.618 |
1.0343 |
|
4.250 |
1.0236 |
|
|
| Fisher Pivots for day following 12-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0557 |
1.0547 |
| PP |
1.0553 |
1.0533 |
| S1 |
1.0549 |
1.0520 |
|