CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 21-Nov-2012
Day Change Summary
Previous Current
20-Nov-2012 21-Nov-2012 Change Change % Previous Week
Open 1.0385 1.0365 -0.0020 -0.2% 1.0366
High 1.0403 1.0372 -0.0031 -0.3% 1.0432
Low 1.0335 1.0316 -0.0019 -0.2% 1.0263
Close 1.0350 1.0343 -0.0007 -0.1% 1.0309
Range 0.0068 0.0056 -0.0012 -17.6% 0.0169
ATR 0.0072 0.0071 -0.0001 -1.6% 0.0000
Volume 103,511 78,125 -25,386 -24.5% 586,055
Daily Pivots for day following 21-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0512 1.0483 1.0374
R3 1.0456 1.0427 1.0358
R2 1.0400 1.0400 1.0353
R1 1.0371 1.0371 1.0348 1.0358
PP 1.0344 1.0344 1.0344 1.0337
S1 1.0315 1.0315 1.0338 1.0302
S2 1.0288 1.0288 1.0333
S3 1.0232 1.0259 1.0328
S4 1.0176 1.0203 1.0312
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0842 1.0744 1.0402
R3 1.0673 1.0575 1.0355
R2 1.0504 1.0504 1.0340
R1 1.0406 1.0406 1.0324 1.0371
PP 1.0335 1.0335 1.0335 1.0317
S1 1.0237 1.0237 1.0294 1.0202
S2 1.0166 1.0166 1.0278
S3 0.9997 1.0068 1.0263
S4 0.9828 0.9899 1.0216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0403 1.0263 0.0140 1.4% 0.0071 0.7% 57% False False 111,635
10 1.0432 1.0263 0.0169 1.6% 0.0069 0.7% 47% False False 112,912
20 1.0446 1.0263 0.0183 1.8% 0.0067 0.6% 44% False False 104,002
40 1.0446 1.0089 0.0357 3.5% 0.0075 0.7% 71% False False 111,060
60 1.0537 1.0077 0.0460 4.4% 0.0081 0.8% 58% False False 96,270
80 1.0537 1.0077 0.0460 4.4% 0.0077 0.7% 58% False False 72,243
100 1.0537 0.9980 0.0557 5.4% 0.0074 0.7% 65% False False 57,805
120 1.0537 0.9594 0.0943 9.1% 0.0071 0.7% 79% False False 48,190
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 0.0019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.0610
2.618 1.0519
1.618 1.0463
1.000 1.0428
0.618 1.0407
HIGH 1.0372
0.618 1.0351
0.500 1.0344
0.382 1.0337
LOW 1.0316
0.618 1.0281
1.000 1.0260
1.618 1.0225
2.618 1.0169
4.250 1.0078
Fisher Pivots for day following 21-Nov-2012
Pivot 1 day 3 day
R1 1.0344 1.0356
PP 1.0344 1.0352
S1 1.0343 1.0347

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

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