CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0291 |
1.0200 |
-0.0091 |
-0.9% |
1.0377 |
| High |
1.0310 |
1.0202 |
-0.0108 |
-1.0% |
1.0406 |
| Low |
1.0186 |
1.0132 |
-0.0054 |
-0.5% |
1.0256 |
| Close |
1.0188 |
1.0138 |
-0.0050 |
-0.5% |
1.0303 |
| Range |
0.0124 |
0.0070 |
-0.0054 |
-43.5% |
0.0150 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
161,196 |
131,097 |
-30,099 |
-18.7% |
563,093 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0367 |
1.0323 |
1.0177 |
|
| R3 |
1.0297 |
1.0253 |
1.0157 |
|
| R2 |
1.0227 |
1.0227 |
1.0151 |
|
| R1 |
1.0183 |
1.0183 |
1.0144 |
1.0170 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0151 |
| S1 |
1.0113 |
1.0113 |
1.0132 |
1.0100 |
| S2 |
1.0087 |
1.0087 |
1.0125 |
|
| S3 |
1.0017 |
1.0043 |
1.0119 |
|
| S4 |
0.9947 |
0.9973 |
1.0100 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0687 |
1.0386 |
|
| R3 |
1.0622 |
1.0537 |
1.0344 |
|
| R2 |
1.0472 |
1.0472 |
1.0331 |
|
| R1 |
1.0387 |
1.0387 |
1.0317 |
1.0355 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0305 |
| S1 |
1.0237 |
1.0237 |
1.0289 |
1.0205 |
| S2 |
1.0172 |
1.0172 |
1.0276 |
|
| S3 |
1.0022 |
1.0087 |
1.0262 |
|
| S4 |
0.9872 |
0.9937 |
1.0221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0406 |
1.0132 |
0.0274 |
2.7% |
0.0097 |
1.0% |
2% |
False |
True |
128,852 |
| 10 |
1.0442 |
1.0132 |
0.0310 |
3.1% |
0.0091 |
0.9% |
2% |
False |
True |
120,919 |
| 20 |
1.0537 |
1.0080 |
0.0457 |
4.5% |
0.0099 |
1.0% |
13% |
False |
False |
98,131 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0081 |
0.8% |
13% |
False |
False |
49,525 |
| 60 |
1.0537 |
0.9980 |
0.0557 |
5.5% |
0.0077 |
0.8% |
28% |
False |
False |
33,035 |
| 80 |
1.0537 |
0.9788 |
0.0749 |
7.4% |
0.0071 |
0.7% |
47% |
False |
False |
24,807 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.8% |
0.0061 |
0.6% |
60% |
False |
False |
19,847 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.8% |
0.0051 |
0.5% |
60% |
False |
False |
16,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0500 |
|
2.618 |
1.0385 |
|
1.618 |
1.0315 |
|
1.000 |
1.0272 |
|
0.618 |
1.0245 |
|
HIGH |
1.0202 |
|
0.618 |
1.0175 |
|
0.500 |
1.0167 |
|
0.382 |
1.0159 |
|
LOW |
1.0132 |
|
0.618 |
1.0089 |
|
1.000 |
1.0062 |
|
1.618 |
1.0019 |
|
2.618 |
0.9949 |
|
4.250 |
0.9835 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0234 |
| PP |
1.0157 |
1.0202 |
| S1 |
1.0148 |
1.0170 |
|