CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 1.0366 1.0398 0.0032 0.3% 1.0310
High 1.0412 1.0419 0.0007 0.1% 1.0446
Low 1.0357 1.0368 0.0011 0.1% 1.0300
Close 1.0401 1.0411 0.0010 0.1% 1.0362
Range 0.0055 0.0051 -0.0004 -7.3% 0.0146
ATR 0.0072 0.0070 -0.0001 -2.1% 0.0000
Volume 73,744 111,913 38,169 51.8% 567,304
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0552 1.0533 1.0439
R3 1.0501 1.0482 1.0425
R2 1.0450 1.0450 1.0420
R1 1.0431 1.0431 1.0416 1.0441
PP 1.0399 1.0399 1.0399 1.0404
S1 1.0380 1.0380 1.0406 1.0390
S2 1.0348 1.0348 1.0402
S3 1.0297 1.0329 1.0397
S4 1.0246 1.0278 1.0383
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 1.0328 0.0118 1.1% 0.0064 0.6% 70% False False 114,916
10 1.0446 1.0295 0.0151 1.5% 0.0064 0.6% 77% False False 106,156
20 1.0446 1.0191 0.0255 2.4% 0.0069 0.7% 86% False False 104,600
40 1.0446 1.0089 0.0357 3.4% 0.0077 0.7% 90% False False 110,796
60 1.0537 1.0077 0.0460 4.4% 0.0080 0.8% 73% False False 84,804
80 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 73% False False 63,623
100 1.0537 0.9836 0.0701 6.7% 0.0072 0.7% 82% False False 50,913
120 1.0537 0.9545 0.0992 9.5% 0.0068 0.7% 87% False False 42,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0636
2.618 1.0553
1.618 1.0502
1.000 1.0470
0.618 1.0451
HIGH 1.0419
0.618 1.0400
0.500 1.0394
0.382 1.0387
LOW 1.0368
0.618 1.0336
1.000 1.0317
1.618 1.0285
2.618 1.0234
4.250 1.0151
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 1.0405 1.0399
PP 1.0399 1.0386
S1 1.0394 1.0374

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

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