CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 1.0257 1.0324 0.0067 0.7% 1.0107
High 1.0339 1.0363 0.0024 0.2% 1.0239
Low 1.0217 1.0307 0.0090 0.9% 1.0089
Close 1.0326 1.0318 -0.0008 -0.1% 1.0176
Range 0.0122 0.0056 -0.0066 -54.1% 0.0150
ATR 0.0085 0.0083 -0.0002 -2.5% 0.0000
Volume 134,525 131,247 -3,278 -2.4% 542,502
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0497 1.0464 1.0349
R3 1.0441 1.0408 1.0333
R2 1.0385 1.0385 1.0328
R1 1.0352 1.0352 1.0323 1.0341
PP 1.0329 1.0329 1.0329 1.0324
S1 1.0296 1.0296 1.0313 1.0285
S2 1.0273 1.0273 1.0308
S3 1.0217 1.0240 1.0303
S4 1.0161 1.0184 1.0287
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 1.0363 1.0150 0.0213 2.1% 0.0071 0.7% 79% True False 113,724
10 1.0363 1.0089 0.0274 2.7% 0.0078 0.8% 84% True False 113,889
20 1.0442 1.0089 0.0353 3.4% 0.0084 0.8% 65% False False 117,999
40 1.0537 1.0077 0.0460 4.5% 0.0086 0.8% 52% False False 81,534
60 1.0537 1.0077 0.0460 4.5% 0.0079 0.8% 52% False False 54,390
80 1.0537 0.9867 0.0670 6.5% 0.0074 0.7% 67% False False 40,806
100 1.0537 0.9545 0.0992 9.6% 0.0069 0.7% 78% False False 32,665
120 1.0537 0.9545 0.0992 9.6% 0.0058 0.6% 78% False False 27,222
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0601
2.618 1.0510
1.618 1.0454
1.000 1.0419
0.618 1.0398
HIGH 1.0363
0.618 1.0342
0.500 1.0335
0.382 1.0328
LOW 1.0307
0.618 1.0272
1.000 1.0251
1.618 1.0216
2.618 1.0160
4.250 1.0069
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 1.0335 1.0304
PP 1.0329 1.0291
S1 1.0324 1.0277

These figures are updated between 7pm and 10pm EST after a trading day.

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