CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 1.0440 1.0450 0.0010 0.1% 1.0328
High 1.0450 1.0473 0.0023 0.2% 1.0456
Low 1.0421 1.0419 -0.0002 0.0% 1.0309
Close 1.0441 1.0432 -0.0009 -0.1% 1.0447
Range 0.0029 0.0054 0.0025 86.2% 0.0147
ATR 0.0072 0.0070 -0.0001 -1.8% 0.0000
Volume 87,718 101,727 14,009 16.0% 409,230
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0603 1.0572 1.0462
R3 1.0549 1.0518 1.0447
R2 1.0495 1.0495 1.0442
R1 1.0464 1.0464 1.0437 1.0453
PP 1.0441 1.0441 1.0441 1.0436
S1 1.0410 1.0410 1.0427 1.0399
S2 1.0387 1.0387 1.0422
S3 1.0333 1.0356 1.0417
S4 1.0279 1.0302 1.0402
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 1.0473 1.0316 0.0157 1.5% 0.0066 0.6% 74% True False 98,133
10 1.0473 1.0263 0.0210 2.0% 0.0070 0.7% 80% True False 111,098
20 1.0473 1.0263 0.0210 2.0% 0.0067 0.6% 80% True False 105,234
40 1.0473 1.0089 0.0384 3.7% 0.0073 0.7% 89% True False 109,987
60 1.0537 1.0077 0.0460 4.4% 0.0081 0.8% 77% False False 101,386
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 77% False False 76,104
100 1.0537 0.9980 0.0557 5.3% 0.0074 0.7% 81% False False 60,894
120 1.0537 0.9709 0.0828 7.9% 0.0071 0.7% 87% False False 50,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0703
2.618 1.0614
1.618 1.0560
1.000 1.0527
0.618 1.0506
HIGH 1.0473
0.618 1.0452
0.500 1.0446
0.382 1.0440
LOW 1.0419
0.618 1.0386
1.000 1.0365
1.618 1.0332
2.618 1.0278
4.250 1.0190
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 1.0446 1.0422
PP 1.0441 1.0412
S1 1.0437 1.0403

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

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