CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 1.0277 1.0282 0.0005 0.0% 1.0199
High 1.0294 1.0294 0.0000 0.0% 1.0363
Low 1.0250 1.0191 -0.0059 -0.6% 1.0150
Close 1.0255 1.0214 -0.0041 -0.4% 1.0283
Range 0.0044 0.0103 0.0059 134.1% 0.0213
ATR 0.0079 0.0081 0.0002 2.1% 0.0000
Volume 78,491 112,562 34,071 43.4% 573,549
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0542 1.0481 1.0271
R3 1.0439 1.0378 1.0242
R2 1.0336 1.0336 1.0233
R1 1.0275 1.0275 1.0223 1.0254
PP 1.0233 1.0233 1.0233 1.0223
S1 1.0172 1.0172 1.0205 1.0151
S2 1.0130 1.0130 1.0195
S3 1.0027 1.0069 1.0186
S4 0.9924 0.9966 1.0157
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% 0.0078 0.8% 13% False True 112,813
10 1.0363 1.0126 0.0237 2.3% 0.0073 0.7% 37% False False 108,488
20 1.0406 1.0089 0.0317 3.1% 0.0082 0.8% 39% False False 117,053
40 1.0537 1.0077 0.0460 4.5% 0.0087 0.8% 30% False False 88,962
60 1.0537 1.0077 0.0460 4.5% 0.0079 0.8% 30% False False 59,358
80 1.0537 0.9980 0.0557 5.5% 0.0075 0.7% 42% False False 44,535
100 1.0537 0.9588 0.0949 9.3% 0.0070 0.7% 66% False False 35,648
120 1.0537 0.9545 0.0992 9.7% 0.0060 0.6% 67% False False 29,708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0732
2.618 1.0564
1.618 1.0461
1.000 1.0397
0.618 1.0358
HIGH 1.0294
0.618 1.0255
0.500 1.0243
0.382 1.0230
LOW 1.0191
0.618 1.0127
1.000 1.0088
1.618 1.0024
2.618 0.9921
4.250 0.9753
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 1.0243 1.0264
PP 1.0233 1.0247
S1 1.0224 1.0231

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

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