CME Australian Dollar Future December 2012


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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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 39 trading days
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

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

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