CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0152 |
0.0018 |
0.2% |
1.0299 |
| High |
1.0189 |
1.0207 |
0.0018 |
0.2% |
1.0336 |
| Low |
1.0118 |
1.0126 |
0.0008 |
0.1% |
1.0092 |
| Close |
1.0154 |
1.0178 |
0.0024 |
0.2% |
1.0108 |
| Range |
0.0071 |
0.0081 |
0.0010 |
14.1% |
0.0244 |
| ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
129,237 |
104,504 |
-24,733 |
-19.1% |
671,450 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0377 |
1.0223 |
|
| R3 |
1.0332 |
1.0296 |
1.0200 |
|
| R2 |
1.0251 |
1.0251 |
1.0193 |
|
| R1 |
1.0215 |
1.0215 |
1.0185 |
1.0233 |
| PP |
1.0170 |
1.0170 |
1.0170 |
1.0180 |
| S1 |
1.0134 |
1.0134 |
1.0171 |
1.0152 |
| S2 |
1.0089 |
1.0089 |
1.0163 |
|
| S3 |
1.0008 |
1.0053 |
1.0156 |
|
| S4 |
0.9927 |
0.9972 |
1.0133 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0753 |
1.0242 |
|
| R3 |
1.0667 |
1.0509 |
1.0175 |
|
| R2 |
1.0423 |
1.0423 |
1.0153 |
|
| R1 |
1.0265 |
1.0265 |
1.0130 |
1.0222 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0157 |
| S1 |
1.0021 |
1.0021 |
1.0086 |
0.9978 |
| S2 |
0.9935 |
0.9935 |
1.0063 |
|
| S3 |
0.9691 |
0.9777 |
1.0041 |
|
| S4 |
0.9447 |
0.9533 |
0.9974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0213 |
1.0089 |
0.0124 |
1.2% |
0.0087 |
0.9% |
72% |
False |
False |
119,959 |
| 10 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0092 |
0.9% |
28% |
False |
False |
124,406 |
| 20 |
1.0537 |
1.0089 |
0.0448 |
4.4% |
0.0095 |
0.9% |
20% |
False |
False |
119,631 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0085 |
0.8% |
22% |
False |
False |
64,512 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
22% |
False |
False |
43,029 |
| 80 |
1.0537 |
0.9836 |
0.0701 |
6.9% |
0.0074 |
0.7% |
49% |
False |
False |
32,305 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0065 |
0.6% |
64% |
False |
False |
25,844 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0055 |
0.5% |
64% |
False |
False |
21,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0551 |
|
2.618 |
1.0419 |
|
1.618 |
1.0338 |
|
1.000 |
1.0288 |
|
0.618 |
1.0257 |
|
HIGH |
1.0207 |
|
0.618 |
1.0176 |
|
0.500 |
1.0167 |
|
0.382 |
1.0157 |
|
LOW |
1.0126 |
|
0.618 |
1.0076 |
|
1.000 |
1.0045 |
|
1.618 |
0.9995 |
|
2.618 |
0.9914 |
|
4.250 |
0.9782 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0168 |
| PP |
1.0170 |
1.0158 |
| S1 |
1.0167 |
1.0148 |
|