CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2012 |
17-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0526 |
1.0555 |
0.0029 |
0.3% |
1.0481 |
| High |
1.0577 |
1.0592 |
0.0015 |
0.1% |
1.0582 |
| Low |
1.0509 |
1.0528 |
0.0019 |
0.2% |
1.0457 |
| Close |
1.0561 |
1.0544 |
-0.0017 |
-0.2% |
1.0561 |
| Range |
0.0068 |
0.0064 |
-0.0004 |
-5.9% |
0.0125 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.1% |
0.0000 |
| Volume |
34,972 |
2,149 |
-32,823 |
-93.9% |
533,464 |
|
| Daily Pivots for day following 17-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0747 |
1.0709 |
1.0579 |
|
| R3 |
1.0683 |
1.0645 |
1.0562 |
|
| R2 |
1.0619 |
1.0619 |
1.0556 |
|
| R1 |
1.0581 |
1.0581 |
1.0550 |
1.0568 |
| PP |
1.0555 |
1.0555 |
1.0555 |
1.0548 |
| S1 |
1.0517 |
1.0517 |
1.0538 |
1.0504 |
| S2 |
1.0491 |
1.0491 |
1.0532 |
|
| S3 |
1.0427 |
1.0453 |
1.0526 |
|
| S4 |
1.0363 |
1.0389 |
1.0509 |
|
|
| 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 |
1.0592 |
1.0457 |
0.0135 |
1.3% |
0.0065 |
0.6% |
64% |
True |
False |
90,429 |
| 10 |
1.0592 |
1.0398 |
0.0194 |
1.8% |
0.0060 |
0.6% |
75% |
True |
False |
98,682 |
| 20 |
1.0592 |
1.0309 |
0.0283 |
2.7% |
0.0062 |
0.6% |
83% |
True |
False |
100,397 |
| 40 |
1.0592 |
1.0191 |
0.0401 |
3.8% |
0.0065 |
0.6% |
88% |
True |
False |
103,183 |
| 60 |
1.0592 |
1.0089 |
0.0503 |
4.8% |
0.0071 |
0.7% |
90% |
True |
False |
107,965 |
| 80 |
1.0592 |
1.0077 |
0.0515 |
4.9% |
0.0075 |
0.7% |
91% |
True |
False |
93,696 |
| 100 |
1.0592 |
1.0077 |
0.0515 |
4.9% |
0.0073 |
0.7% |
91% |
True |
False |
74,979 |
| 120 |
1.0592 |
0.9867 |
0.0725 |
6.9% |
0.0072 |
0.7% |
93% |
True |
False |
62,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0864 |
|
2.618 |
1.0760 |
|
1.618 |
1.0696 |
|
1.000 |
1.0656 |
|
0.618 |
1.0632 |
|
HIGH |
1.0592 |
|
0.618 |
1.0568 |
|
0.500 |
1.0560 |
|
0.382 |
1.0552 |
|
LOW |
1.0528 |
|
0.618 |
1.0488 |
|
1.000 |
1.0464 |
|
1.618 |
1.0424 |
|
2.618 |
1.0360 |
|
4.250 |
1.0256 |
|
|
| Fisher Pivots for day following 17-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0560 |
1.0549 |
| PP |
1.0555 |
1.0547 |
| S1 |
1.0549 |
1.0546 |
|