CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0152 |
1.0168 |
0.0016 |
0.2% |
1.0299 |
| High |
1.0207 |
1.0239 |
0.0032 |
0.3% |
1.0336 |
| Low |
1.0126 |
1.0156 |
0.0030 |
0.3% |
1.0092 |
| Close |
1.0178 |
1.0208 |
0.0030 |
0.3% |
1.0108 |
| Range |
0.0081 |
0.0083 |
0.0002 |
2.5% |
0.0244 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
104,504 |
113,470 |
8,966 |
8.6% |
671,450 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0412 |
1.0254 |
|
| R3 |
1.0367 |
1.0329 |
1.0231 |
|
| R2 |
1.0284 |
1.0284 |
1.0223 |
|
| R1 |
1.0246 |
1.0246 |
1.0216 |
1.0265 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0211 |
| S1 |
1.0163 |
1.0163 |
1.0200 |
1.0182 |
| S2 |
1.0118 |
1.0118 |
1.0193 |
|
| S3 |
1.0035 |
1.0080 |
1.0185 |
|
| S4 |
0.9952 |
0.9997 |
1.0162 |
|
|
| 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 |
1.0239 |
1.0089 |
0.0150 |
1.5% |
0.0086 |
0.8% |
79% |
True |
False |
114,055 |
| 10 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0090 |
0.9% |
38% |
False |
False |
123,998 |
| 20 |
1.0537 |
1.0089 |
0.0448 |
4.4% |
0.0089 |
0.9% |
27% |
False |
False |
120,416 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0086 |
0.8% |
28% |
False |
False |
67,349 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
28% |
False |
False |
44,919 |
| 80 |
1.0537 |
0.9836 |
0.0701 |
6.9% |
0.0074 |
0.7% |
53% |
False |
False |
33,723 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0066 |
0.6% |
67% |
False |
False |
26,979 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0055 |
0.5% |
67% |
False |
False |
22,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0456 |
|
1.618 |
1.0373 |
|
1.000 |
1.0322 |
|
0.618 |
1.0290 |
|
HIGH |
1.0239 |
|
0.618 |
1.0207 |
|
0.500 |
1.0198 |
|
0.382 |
1.0188 |
|
LOW |
1.0156 |
|
0.618 |
1.0105 |
|
1.000 |
1.0073 |
|
1.618 |
1.0022 |
|
2.618 |
0.9939 |
|
4.250 |
0.9803 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0198 |
| PP |
1.0201 |
1.0188 |
| S1 |
1.0198 |
1.0179 |
|