CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0199 |
1.0201 |
0.0002 |
0.0% |
1.0107 |
| High |
1.0207 |
1.0238 |
0.0031 |
0.3% |
1.0239 |
| Low |
1.0150 |
1.0191 |
0.0041 |
0.4% |
1.0089 |
| Close |
1.0191 |
1.0217 |
0.0026 |
0.3% |
1.0176 |
| Range |
0.0057 |
0.0047 |
-0.0010 |
-17.5% |
0.0150 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
93,952 |
106,584 |
12,632 |
13.4% |
542,502 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0334 |
1.0243 |
|
| R3 |
1.0309 |
1.0287 |
1.0230 |
|
| R2 |
1.0262 |
1.0262 |
1.0226 |
|
| R1 |
1.0240 |
1.0240 |
1.0221 |
1.0251 |
| PP |
1.0215 |
1.0215 |
1.0215 |
1.0221 |
| S1 |
1.0193 |
1.0193 |
1.0213 |
1.0204 |
| S2 |
1.0168 |
1.0168 |
1.0208 |
|
| S3 |
1.0121 |
1.0146 |
1.0204 |
|
| S4 |
1.0074 |
1.0099 |
1.0191 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0618 |
1.0547 |
1.0259 |
|
| R3 |
1.0468 |
1.0397 |
1.0217 |
|
| R2 |
1.0318 |
1.0318 |
1.0204 |
|
| R1 |
1.0247 |
1.0247 |
1.0190 |
1.0283 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0186 |
| S1 |
1.0097 |
1.0097 |
1.0162 |
1.0133 |
| S2 |
1.0018 |
1.0018 |
1.0149 |
|
| S3 |
0.9868 |
0.9947 |
1.0135 |
|
| S4 |
0.9718 |
0.9797 |
1.0094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0239 |
1.0126 |
0.0113 |
1.1% |
0.0068 |
0.7% |
81% |
False |
False |
104,164 |
| 10 |
1.0239 |
1.0089 |
0.0150 |
1.5% |
0.0077 |
0.8% |
85% |
False |
False |
114,721 |
| 20 |
1.0442 |
1.0089 |
0.0353 |
3.5% |
0.0084 |
0.8% |
36% |
False |
False |
116,992 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0086 |
0.8% |
30% |
False |
False |
74,906 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
30% |
False |
False |
49,963 |
| 80 |
1.0537 |
0.9836 |
0.0701 |
6.9% |
0.0073 |
0.7% |
54% |
False |
False |
37,492 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0067 |
0.7% |
68% |
False |
False |
30,008 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0057 |
0.6% |
68% |
False |
False |
25,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0438 |
|
2.618 |
1.0361 |
|
1.618 |
1.0314 |
|
1.000 |
1.0285 |
|
0.618 |
1.0267 |
|
HIGH |
1.0238 |
|
0.618 |
1.0220 |
|
0.500 |
1.0215 |
|
0.382 |
1.0209 |
|
LOW |
1.0191 |
|
0.618 |
1.0162 |
|
1.000 |
1.0144 |
|
1.618 |
1.0115 |
|
2.618 |
1.0068 |
|
4.250 |
0.9991 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0216 |
1.0209 |
| PP |
1.0215 |
1.0202 |
| S1 |
1.0215 |
1.0194 |
|