CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0322 |
1.0277 |
-0.0045 |
-0.4% |
1.0199 |
| High |
1.0336 |
1.0294 |
-0.0042 |
-0.4% |
1.0363 |
| Low |
1.0270 |
1.0250 |
-0.0020 |
-0.2% |
1.0150 |
| Close |
1.0283 |
1.0255 |
-0.0028 |
-0.3% |
1.0283 |
| Range |
0.0066 |
0.0044 |
-0.0022 |
-33.3% |
0.0213 |
| ATR |
0.0082 |
0.0079 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
107,241 |
78,491 |
-28,750 |
-26.8% |
573,549 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0398 |
1.0371 |
1.0279 |
|
| R3 |
1.0354 |
1.0327 |
1.0267 |
|
| R2 |
1.0310 |
1.0310 |
1.0263 |
|
| R1 |
1.0283 |
1.0283 |
1.0259 |
1.0275 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0262 |
| S1 |
1.0239 |
1.0239 |
1.0251 |
1.0231 |
| S2 |
1.0222 |
1.0222 |
1.0247 |
|
| S3 |
1.0178 |
1.0195 |
1.0243 |
|
| S4 |
1.0134 |
1.0151 |
1.0231 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0904 |
1.0807 |
1.0400 |
|
| R3 |
1.0691 |
1.0594 |
1.0342 |
|
| R2 |
1.0478 |
1.0478 |
1.0322 |
|
| R1 |
1.0381 |
1.0381 |
1.0303 |
1.0430 |
| PP |
1.0265 |
1.0265 |
1.0265 |
1.0290 |
| S1 |
1.0168 |
1.0168 |
1.0263 |
1.0217 |
| S2 |
1.0052 |
1.0052 |
1.0244 |
|
| S3 |
0.9839 |
0.9955 |
1.0224 |
|
| S4 |
0.9626 |
0.9742 |
1.0166 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0363 |
1.0191 |
0.0172 |
1.7% |
0.0067 |
0.7% |
37% |
False |
False |
111,617 |
| 10 |
1.0363 |
1.0118 |
0.0245 |
2.4% |
0.0070 |
0.7% |
56% |
False |
False |
110,156 |
| 20 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0081 |
0.8% |
52% |
False |
False |
116,998 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0085 |
0.8% |
39% |
False |
False |
86,155 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0078 |
0.8% |
39% |
False |
False |
57,483 |
| 80 |
1.0537 |
0.9941 |
0.0596 |
5.8% |
0.0075 |
0.7% |
53% |
False |
False |
43,128 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0070 |
0.7% |
72% |
False |
False |
34,523 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.7% |
0.0059 |
0.6% |
72% |
False |
False |
28,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0481 |
|
2.618 |
1.0409 |
|
1.618 |
1.0365 |
|
1.000 |
1.0338 |
|
0.618 |
1.0321 |
|
HIGH |
1.0294 |
|
0.618 |
1.0277 |
|
0.500 |
1.0272 |
|
0.382 |
1.0267 |
|
LOW |
1.0250 |
|
0.618 |
1.0223 |
|
1.000 |
1.0206 |
|
1.618 |
1.0179 |
|
2.618 |
1.0135 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0272 |
1.0307 |
| PP |
1.0266 |
1.0289 |
| S1 |
1.0261 |
1.0272 |
|