CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 23-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2012 |
23-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0365 |
1.0364 |
-0.0001 |
0.0% |
1.0328 |
| High |
1.0372 |
1.0456 |
0.0084 |
0.8% |
1.0456 |
| Low |
1.0316 |
1.0332 |
0.0016 |
0.2% |
1.0309 |
| Close |
1.0343 |
1.0447 |
0.0104 |
1.0% |
1.0447 |
| Range |
0.0056 |
0.0124 |
0.0068 |
121.4% |
0.0147 |
| ATR |
0.0071 |
0.0075 |
0.0004 |
5.3% |
0.0000 |
| Volume |
78,125 |
119,584 |
41,459 |
53.1% |
409,230 |
|
| Daily Pivots for day following 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0784 |
1.0739 |
1.0515 |
|
| R3 |
1.0660 |
1.0615 |
1.0481 |
|
| R2 |
1.0536 |
1.0536 |
1.0470 |
|
| R1 |
1.0491 |
1.0491 |
1.0458 |
1.0514 |
| PP |
1.0412 |
1.0412 |
1.0412 |
1.0423 |
| S1 |
1.0367 |
1.0367 |
1.0436 |
1.0390 |
| S2 |
1.0288 |
1.0288 |
1.0424 |
|
| S3 |
1.0164 |
1.0243 |
1.0413 |
|
| S4 |
1.0040 |
1.0119 |
1.0379 |
|
|
| Weekly Pivots for week ending 23-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0845 |
1.0793 |
1.0528 |
|
| R3 |
1.0698 |
1.0646 |
1.0487 |
|
| R2 |
1.0551 |
1.0551 |
1.0474 |
|
| R1 |
1.0499 |
1.0499 |
1.0460 |
1.0525 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0417 |
| S1 |
1.0352 |
1.0352 |
1.0434 |
1.0378 |
| S2 |
1.0257 |
1.0257 |
1.0420 |
|
| S3 |
1.0110 |
1.0205 |
1.0407 |
|
| S4 |
0.9963 |
1.0058 |
1.0366 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0456 |
1.0263 |
0.0193 |
1.8% |
0.0080 |
0.8% |
95% |
True |
False |
108,109 |
| 10 |
1.0456 |
1.0263 |
0.0193 |
1.8% |
0.0075 |
0.7% |
95% |
True |
False |
112,470 |
| 20 |
1.0456 |
1.0263 |
0.0193 |
1.8% |
0.0069 |
0.7% |
95% |
True |
False |
104,544 |
| 40 |
1.0456 |
1.0089 |
0.0367 |
3.5% |
0.0076 |
0.7% |
98% |
True |
False |
111,111 |
| 60 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0082 |
0.8% |
80% |
False |
False |
98,256 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0077 |
0.7% |
80% |
False |
False |
73,737 |
| 100 |
1.0537 |
0.9980 |
0.0557 |
5.3% |
0.0075 |
0.7% |
84% |
False |
False |
59,001 |
| 120 |
1.0537 |
0.9680 |
0.0857 |
8.2% |
0.0072 |
0.7% |
89% |
False |
False |
49,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0983 |
|
2.618 |
1.0781 |
|
1.618 |
1.0657 |
|
1.000 |
1.0580 |
|
0.618 |
1.0533 |
|
HIGH |
1.0456 |
|
0.618 |
1.0409 |
|
0.500 |
1.0394 |
|
0.382 |
1.0379 |
|
LOW |
1.0332 |
|
0.618 |
1.0255 |
|
1.000 |
1.0208 |
|
1.618 |
1.0131 |
|
2.618 |
1.0007 |
|
4.250 |
0.9805 |
|
|
| Fisher Pivots for day following 23-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0429 |
1.0427 |
| PP |
1.0412 |
1.0406 |
| S1 |
1.0394 |
1.0386 |
|