CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 1.0364 1.0440 0.0076 0.7% 1.0328
High 1.0456 1.0450 -0.0006 -0.1% 1.0456
Low 1.0332 1.0421 0.0089 0.9% 1.0309
Close 1.0447 1.0441 -0.0006 -0.1% 1.0447
Range 0.0124 0.0029 -0.0095 -76.6% 0.0147
ATR 0.0075 0.0072 -0.0003 -4.4% 0.0000
Volume 119,584 87,718 -31,866 -26.6% 409,230
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0524 1.0512 1.0457
R3 1.0495 1.0483 1.0449
R2 1.0466 1.0466 1.0446
R1 1.0454 1.0454 1.0444 1.0460
PP 1.0437 1.0437 1.0437 1.0441
S1 1.0425 1.0425 1.0438 1.0431
S2 1.0408 1.0408 1.0436
S3 1.0379 1.0396 1.0433
S4 1.0350 1.0367 1.0425
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 1.0309 0.0147 1.4% 0.0073 0.7% 90% False False 99,389
10 1.0456 1.0263 0.0193 1.8% 0.0071 0.7% 92% False False 108,300
20 1.0456 1.0263 0.0193 1.8% 0.0067 0.6% 92% False False 102,765
40 1.0456 1.0089 0.0367 3.5% 0.0074 0.7% 96% False False 110,096
60 1.0537 1.0077 0.0460 4.4% 0.0081 0.8% 79% False False 99,715
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 79% False False 74,834
100 1.0537 0.9980 0.0557 5.3% 0.0074 0.7% 83% False False 59,877
120 1.0537 0.9709 0.0828 7.9% 0.0071 0.7% 88% False False 49,917
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 1.0573
2.618 1.0526
1.618 1.0497
1.000 1.0479
0.618 1.0468
HIGH 1.0450
0.618 1.0439
0.500 1.0436
0.382 1.0432
LOW 1.0421
0.618 1.0403
1.000 1.0392
1.618 1.0374
2.618 1.0345
4.250 1.0298
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 1.0439 1.0423
PP 1.0437 1.0404
S1 1.0436 1.0386

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

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