CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0307 |
0.0083 |
0.8% |
1.0199 |
| High |
1.0325 |
1.0355 |
0.0030 |
0.3% |
1.0363 |
| Low |
1.0214 |
1.0289 |
0.0075 |
0.7% |
1.0150 |
| Close |
1.0301 |
1.0322 |
0.0021 |
0.2% |
1.0283 |
| Range |
0.0111 |
0.0066 |
-0.0045 |
-40.5% |
0.0213 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
137,935 |
108,760 |
-29,175 |
-21.2% |
573,549 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0520 |
1.0487 |
1.0358 |
|
| R3 |
1.0454 |
1.0421 |
1.0340 |
|
| R2 |
1.0388 |
1.0388 |
1.0334 |
|
| R1 |
1.0355 |
1.0355 |
1.0328 |
1.0372 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0330 |
| S1 |
1.0289 |
1.0289 |
1.0316 |
1.0306 |
| S2 |
1.0256 |
1.0256 |
1.0310 |
|
| S3 |
1.0190 |
1.0223 |
1.0304 |
|
| S4 |
1.0124 |
1.0157 |
1.0286 |
|
|
| 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 |
1.0355 |
1.0191 |
0.0164 |
1.6% |
0.0078 |
0.8% |
80% |
True |
False |
108,997 |
| 10 |
1.0363 |
1.0150 |
0.0213 |
2.1% |
0.0075 |
0.7% |
81% |
False |
False |
111,361 |
| 20 |
1.0406 |
1.0089 |
0.0317 |
3.1% |
0.0082 |
0.8% |
74% |
False |
False |
117,679 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0088 |
0.9% |
53% |
False |
False |
95,112 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0080 |
0.8% |
53% |
False |
False |
63,469 |
| 80 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0076 |
0.7% |
61% |
False |
False |
47,615 |
| 100 |
1.0537 |
0.9680 |
0.0857 |
8.3% |
0.0072 |
0.7% |
75% |
False |
False |
38,115 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0062 |
0.6% |
78% |
False |
False |
31,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0636 |
|
2.618 |
1.0528 |
|
1.618 |
1.0462 |
|
1.000 |
1.0421 |
|
0.618 |
1.0396 |
|
HIGH |
1.0355 |
|
0.618 |
1.0330 |
|
0.500 |
1.0322 |
|
0.382 |
1.0314 |
|
LOW |
1.0289 |
|
0.618 |
1.0248 |
|
1.000 |
1.0223 |
|
1.618 |
1.0182 |
|
2.618 |
1.0116 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0306 |
| PP |
1.0322 |
1.0289 |
| S1 |
1.0322 |
1.0273 |
|