CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 1.0373 1.0372 -0.0001 0.0% 1.0310
High 1.0414 1.0405 -0.0009 -0.1% 1.0446
Low 1.0358 1.0328 -0.0030 -0.3% 1.0300
Close 1.0381 1.0362 -0.0019 -0.2% 1.0362
Range 0.0056 0.0077 0.0021 37.5% 0.0146
ATR 0.0073 0.0073 0.0000 0.4% 0.0000
Volume 124,009 129,416 5,407 4.4% 567,304
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0596 1.0556 1.0404
R3 1.0519 1.0479 1.0383
R2 1.0442 1.0442 1.0376
R1 1.0402 1.0402 1.0369 1.0384
PP 1.0365 1.0365 1.0365 1.0356
S1 1.0325 1.0325 1.0355 1.0307
S2 1.0288 1.0288 1.0348
S3 1.0211 1.0248 1.0341
S4 1.0134 1.0171 1.0320
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0807 1.0731 1.0442
R3 1.0661 1.0585 1.0402
R2 1.0515 1.0515 1.0389
R1 1.0439 1.0439 1.0375 1.0477
PP 1.0369 1.0369 1.0369 1.0389
S1 1.0293 1.0293 1.0349 1.0331
S2 1.0223 1.0223 1.0335
S3 1.0077 1.0147 1.0322
S4 0.9931 1.0001 1.0282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0446 1.0300 0.0146 1.4% 0.0067 0.6% 42% False False 113,460
10 1.0446 1.0286 0.0160 1.5% 0.0063 0.6% 48% False False 97,230
20 1.0446 1.0150 0.0296 2.9% 0.0069 0.7% 72% False False 105,344
40 1.0478 1.0089 0.0389 3.8% 0.0079 0.8% 70% False False 111,366
60 1.0537 1.0077 0.0460 4.4% 0.0081 0.8% 62% False False 81,718
80 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 62% False False 61,304
100 1.0537 0.9836 0.0701 6.8% 0.0073 0.7% 75% False False 49,070
120 1.0537 0.9545 0.0992 9.6% 0.0067 0.6% 82% False False 40,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0732
2.618 1.0607
1.618 1.0530
1.000 1.0482
0.618 1.0453
HIGH 1.0405
0.618 1.0376
0.500 1.0367
0.382 1.0357
LOW 1.0328
0.618 1.0280
1.000 1.0251
1.618 1.0203
2.618 1.0126
4.250 1.0001
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 1.0367 1.0387
PP 1.0365 1.0379
S1 1.0364 1.0370

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

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