CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 1.0293 1.0326 0.0033 0.3% 1.0277
High 1.0345 1.0361 0.0016 0.2% 1.0355
Low 1.0287 1.0314 0.0027 0.3% 1.0191
Close 1.0331 1.0340 0.0009 0.1% 1.0323
Range 0.0058 0.0047 -0.0011 -19.0% 0.0164
ATR 0.0077 0.0075 -0.0002 -2.8% 0.0000
Volume 44,062 102,333 58,271 132.2% 561,036
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 1.0479 1.0457 1.0366
R3 1.0432 1.0410 1.0353
R2 1.0385 1.0385 1.0349
R1 1.0363 1.0363 1.0344 1.0374
PP 1.0338 1.0338 1.0338 1.0344
S1 1.0316 1.0316 1.0336 1.0327
S2 1.0291 1.0291 1.0331
S3 1.0244 1.0269 1.0327
S4 1.0197 1.0222 1.0314
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 1.0361 1.0264 0.0097 0.9% 0.0059 0.6% 78% True False 86,156
10 1.0363 1.0191 0.0172 1.7% 0.0067 0.7% 87% False False 99,826
20 1.0363 1.0089 0.0274 2.6% 0.0075 0.7% 92% False False 107,445
40 1.0537 1.0080 0.0457 4.4% 0.0087 0.8% 57% False False 102,788
60 1.0537 1.0077 0.0460 4.4% 0.0079 0.8% 57% False False 68,831
80 1.0537 0.9980 0.0557 5.4% 0.0077 0.7% 65% False False 51,637
100 1.0537 0.9788 0.0749 7.2% 0.0072 0.7% 74% False False 41,335
120 1.0537 0.9545 0.0992 9.6% 0.0064 0.6% 80% False False 34,447
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0561
2.618 1.0484
1.618 1.0437
1.000 1.0408
0.618 1.0390
HIGH 1.0361
0.618 1.0343
0.500 1.0338
0.382 1.0332
LOW 1.0314
0.618 1.0285
1.000 1.0267
1.618 1.0238
2.618 1.0191
4.250 1.0114
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 1.0339 1.0335
PP 1.0338 1.0329
S1 1.0338 1.0324

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

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