CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0364 |
1.0310 |
-0.0054 |
-0.5% |
1.0327 |
| High |
1.0384 |
1.0336 |
-0.0048 |
-0.5% |
1.0384 |
| Low |
1.0295 |
1.0300 |
0.0005 |
0.0% |
1.0286 |
| Close |
1.0308 |
1.0325 |
0.0017 |
0.2% |
1.0308 |
| Range |
0.0089 |
0.0036 |
-0.0053 |
-59.6% |
0.0098 |
| ATR |
0.0075 |
0.0072 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
106,269 |
69,228 |
-37,041 |
-34.9% |
405,003 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0428 |
1.0413 |
1.0345 |
|
| R3 |
1.0392 |
1.0377 |
1.0335 |
|
| R2 |
1.0356 |
1.0356 |
1.0332 |
|
| R1 |
1.0341 |
1.0341 |
1.0328 |
1.0349 |
| PP |
1.0320 |
1.0320 |
1.0320 |
1.0324 |
| S1 |
1.0305 |
1.0305 |
1.0322 |
1.0313 |
| S2 |
1.0284 |
1.0284 |
1.0318 |
|
| S3 |
1.0248 |
1.0269 |
1.0315 |
|
| S4 |
1.0212 |
1.0233 |
1.0305 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0562 |
1.0362 |
|
| R3 |
1.0522 |
1.0464 |
1.0335 |
|
| R2 |
1.0424 |
1.0424 |
1.0326 |
|
| R1 |
1.0366 |
1.0366 |
1.0317 |
1.0346 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0316 |
| S1 |
1.0268 |
1.0268 |
1.0299 |
1.0248 |
| S2 |
1.0228 |
1.0228 |
1.0290 |
|
| S3 |
1.0130 |
1.0170 |
1.0281 |
|
| S4 |
1.0032 |
1.0072 |
1.0254 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0384 |
1.0287 |
0.0097 |
0.9% |
0.0058 |
0.6% |
39% |
False |
False |
84,378 |
| 10 |
1.0384 |
1.0191 |
0.0193 |
1.9% |
0.0069 |
0.7% |
69% |
False |
False |
95,677 |
| 20 |
1.0384 |
1.0118 |
0.0266 |
2.6% |
0.0070 |
0.7% |
78% |
False |
False |
102,917 |
| 40 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0083 |
0.8% |
53% |
False |
False |
108,139 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
54% |
False |
False |
73,421 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0076 |
0.7% |
54% |
False |
False |
55,081 |
| 100 |
1.0537 |
0.9836 |
0.0701 |
6.8% |
0.0073 |
0.7% |
70% |
False |
False |
44,090 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0065 |
0.6% |
79% |
False |
False |
36,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0489 |
|
2.618 |
1.0430 |
|
1.618 |
1.0394 |
|
1.000 |
1.0372 |
|
0.618 |
1.0358 |
|
HIGH |
1.0336 |
|
0.618 |
1.0322 |
|
0.500 |
1.0318 |
|
0.382 |
1.0314 |
|
LOW |
1.0300 |
|
0.618 |
1.0278 |
|
1.000 |
1.0264 |
|
1.618 |
1.0242 |
|
2.618 |
1.0206 |
|
4.250 |
1.0147 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0323 |
1.0340 |
| PP |
1.0320 |
1.0335 |
| S1 |
1.0318 |
1.0330 |
|