CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 1.0405 1.0342 -0.0063 -0.6% 1.0310
High 1.0432 1.0362 -0.0070 -0.7% 1.0446
Low 1.0340 1.0282 -0.0058 -0.6% 1.0300
Close 1.0355 1.0305 -0.0050 -0.5% 1.0362
Range 0.0092 0.0080 -0.0012 -13.0% 0.0146
ATR 0.0072 0.0072 0.0001 0.8% 0.0000
Volume 131,868 137,213 5,345 4.1% 567,304
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0556 1.0511 1.0349
R3 1.0476 1.0431 1.0327
R2 1.0396 1.0396 1.0320
R1 1.0351 1.0351 1.0312 1.0334
PP 1.0316 1.0316 1.0316 1.0308
S1 1.0271 1.0271 1.0298 1.0254
S2 1.0236 1.0236 1.0290
S3 1.0156 1.0191 1.0283
S4 1.0076 1.0111 1.0261
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 1.0432 1.0282 0.0150 1.5% 0.0071 0.7% 15% False True 116,830
10 1.0446 1.0282 0.0164 1.6% 0.0070 0.7% 14% False True 112,831
20 1.0446 1.0191 0.0255 2.5% 0.0069 0.7% 45% False False 104,766
40 1.0446 1.0089 0.0357 3.5% 0.0076 0.7% 61% False False 111,382
60 1.0537 1.0077 0.0460 4.5% 0.0080 0.8% 50% False False 89,278
80 1.0537 1.0077 0.0460 4.5% 0.0077 0.7% 50% False False 66,984
100 1.0537 0.9867 0.0670 6.5% 0.0073 0.7% 65% False False 53,598
120 1.0537 0.9545 0.0992 9.6% 0.0069 0.7% 77% False False 44,682
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0702
2.618 1.0571
1.618 1.0491
1.000 1.0442
0.618 1.0411
HIGH 1.0362
0.618 1.0331
0.500 1.0322
0.382 1.0313
LOW 1.0282
0.618 1.0233
1.000 1.0202
1.618 1.0153
2.618 1.0073
4.250 0.9942
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 1.0322 1.0357
PP 1.0316 1.0340
S1 1.0311 1.0322

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

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