CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 14-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2012 |
14-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0548 |
1.0526 |
-0.0022 |
-0.2% |
1.0481 |
| High |
1.0562 |
1.0577 |
0.0015 |
0.1% |
1.0582 |
| Low |
1.0506 |
1.0509 |
0.0003 |
0.0% |
1.0457 |
| Close |
1.0514 |
1.0561 |
0.0047 |
0.4% |
1.0561 |
| Range |
0.0056 |
0.0068 |
0.0012 |
21.4% |
0.0125 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.6% |
0.0000 |
| Volume |
167,348 |
34,972 |
-132,376 |
-79.1% |
533,464 |
|
| Daily Pivots for day following 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0753 |
1.0725 |
1.0598 |
|
| R3 |
1.0685 |
1.0657 |
1.0580 |
|
| R2 |
1.0617 |
1.0617 |
1.0573 |
|
| R1 |
1.0589 |
1.0589 |
1.0567 |
1.0603 |
| PP |
1.0549 |
1.0549 |
1.0549 |
1.0556 |
| S1 |
1.0521 |
1.0521 |
1.0555 |
1.0535 |
| S2 |
1.0481 |
1.0481 |
1.0549 |
|
| S3 |
1.0413 |
1.0453 |
1.0542 |
|
| S4 |
1.0345 |
1.0385 |
1.0524 |
|
|
| Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0908 |
1.0860 |
1.0630 |
|
| R3 |
1.0783 |
1.0735 |
1.0595 |
|
| R2 |
1.0658 |
1.0658 |
1.0584 |
|
| R1 |
1.0610 |
1.0610 |
1.0572 |
1.0634 |
| PP |
1.0533 |
1.0533 |
1.0533 |
1.0546 |
| S1 |
1.0485 |
1.0485 |
1.0550 |
1.0509 |
| S2 |
1.0408 |
1.0408 |
1.0538 |
|
| S3 |
1.0283 |
1.0360 |
1.0527 |
|
| S4 |
1.0158 |
1.0235 |
1.0492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0582 |
1.0457 |
0.0125 |
1.2% |
0.0060 |
0.6% |
83% |
False |
False |
106,692 |
| 10 |
1.0582 |
1.0382 |
0.0200 |
1.9% |
0.0059 |
0.6% |
90% |
False |
False |
108,851 |
| 20 |
1.0582 |
1.0263 |
0.0319 |
3.0% |
0.0062 |
0.6% |
93% |
False |
False |
106,855 |
| 40 |
1.0582 |
1.0191 |
0.0391 |
3.7% |
0.0065 |
0.6% |
95% |
False |
False |
105,810 |
| 60 |
1.0582 |
1.0089 |
0.0493 |
4.7% |
0.0071 |
0.7% |
96% |
False |
False |
109,873 |
| 80 |
1.0582 |
1.0077 |
0.0505 |
4.8% |
0.0076 |
0.7% |
96% |
False |
False |
93,672 |
| 100 |
1.0582 |
1.0077 |
0.0505 |
4.8% |
0.0074 |
0.7% |
96% |
False |
False |
74,958 |
| 120 |
1.0582 |
0.9867 |
0.0715 |
6.8% |
0.0071 |
0.7% |
97% |
False |
False |
62,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0755 |
|
1.618 |
1.0687 |
|
1.000 |
1.0645 |
|
0.618 |
1.0619 |
|
HIGH |
1.0577 |
|
0.618 |
1.0551 |
|
0.500 |
1.0543 |
|
0.382 |
1.0535 |
|
LOW |
1.0509 |
|
0.618 |
1.0467 |
|
1.000 |
1.0441 |
|
1.618 |
1.0399 |
|
2.618 |
1.0331 |
|
4.250 |
1.0220 |
|
|
| Fisher Pivots for day following 14-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0555 |
1.0555 |
| PP |
1.0549 |
1.0550 |
| S1 |
1.0543 |
1.0544 |
|