CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 1.0312 1.0327 0.0015 0.1% 1.0277
High 1.0345 1.0328 -0.0017 -0.2% 1.0355
Low 1.0264 1.0286 0.0022 0.2% 1.0191
Close 1.0323 1.0296 -0.0027 -0.3% 1.0323
Range 0.0081 0.0042 -0.0039 -48.1% 0.0164
ATR 0.0082 0.0079 -0.0003 -3.5% 0.0000
Volume 123,288 52,341 -70,947 -57.5% 561,036
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0429 1.0405 1.0319
R3 1.0387 1.0363 1.0308
R2 1.0345 1.0345 1.0304
R1 1.0321 1.0321 1.0300 1.0312
PP 1.0303 1.0303 1.0303 1.0299
S1 1.0279 1.0279 1.0292 1.0270
S2 1.0261 1.0261 1.0288
S3 1.0219 1.0237 1.0284
S4 1.0177 1.0195 1.0273
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0782 1.0716 1.0413
R3 1.0618 1.0552 1.0368
R2 1.0454 1.0454 1.0353
R1 1.0388 1.0388 1.0338 1.0421
PP 1.0290 1.0290 1.0290 1.0306
S1 1.0224 1.0224 1.0308 1.0257
S2 1.0126 1.0126 1.0293
S3 0.9962 1.0060 1.0278
S4 0.9798 0.9896 1.0233
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% 0.0081 0.8% 64% False False 106,977
10 1.0363 1.0191 0.0172 1.7% 0.0074 0.7% 61% False False 109,297
20 1.0363 1.0089 0.0274 2.7% 0.0079 0.8% 76% False False 114,740
40 1.0537 1.0077 0.0460 4.5% 0.0088 0.9% 48% False False 99,462
60 1.0537 1.0077 0.0460 4.5% 0.0078 0.8% 48% False False 66,394
80 1.0537 0.9980 0.0557 5.4% 0.0076 0.7% 57% False False 49,809
100 1.0537 0.9709 0.0828 8.0% 0.0072 0.7% 71% False False 39,871
120 1.0537 0.9545 0.0992 9.6% 0.0063 0.6% 76% False False 33,227
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Narrowest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 1.0507
2.618 1.0438
1.618 1.0396
1.000 1.0370
0.618 1.0354
HIGH 1.0328
0.618 1.0312
0.500 1.0307
0.382 1.0302
LOW 1.0286
0.618 1.0260
1.000 1.0244
1.618 1.0218
2.618 1.0176
4.250 1.0108
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 1.0307 1.0310
PP 1.0303 1.0305
S1 1.0300 1.0301

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

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