CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 1.0282 1.0224 -0.0058 -0.6% 1.0199
High 1.0294 1.0325 0.0031 0.3% 1.0363
Low 1.0191 1.0214 0.0023 0.2% 1.0150
Close 1.0214 1.0301 0.0087 0.9% 1.0283
Range 0.0103 0.0111 0.0008 7.8% 0.0213
ATR 0.0081 0.0083 0.0002 2.7% 0.0000
Volume 112,562 137,935 25,373 22.5% 573,549
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0613 1.0568 1.0362
R3 1.0502 1.0457 1.0332
R2 1.0391 1.0391 1.0321
R1 1.0346 1.0346 1.0311 1.0369
PP 1.0280 1.0280 1.0280 1.0291
S1 1.0235 1.0235 1.0291 1.0258
S2 1.0169 1.0169 1.0281
S3 1.0058 1.0124 1.0270
S4 0.9947 1.0013 1.0240
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% 0.0076 0.7% 64% False False 113,495
10 1.0363 1.0150 0.0213 2.1% 0.0076 0.7% 71% False False 111,832
20 1.0406 1.0089 0.0317 3.1% 0.0084 0.8% 67% False False 118,119
40 1.0537 1.0077 0.0460 4.5% 0.0088 0.9% 49% False False 92,403
60 1.0537 1.0077 0.0460 4.5% 0.0080 0.8% 49% False False 61,657
80 1.0537 0.9980 0.0557 5.4% 0.0076 0.7% 58% False False 46,256
100 1.0537 0.9594 0.0943 9.2% 0.0071 0.7% 75% False False 37,028
120 1.0537 0.9545 0.0992 9.6% 0.0061 0.6% 76% False False 30,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0797
2.618 1.0616
1.618 1.0505
1.000 1.0436
0.618 1.0394
HIGH 1.0325
0.618 1.0283
0.500 1.0270
0.382 1.0256
LOW 1.0214
0.618 1.0145
1.000 1.0103
1.618 1.0034
2.618 0.9923
4.250 0.9742
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 1.0291 1.0287
PP 1.0280 1.0272
S1 1.0270 1.0258

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

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