CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 29-Nov-2012
Day Change Summary
Previous Current
28-Nov-2012 29-Nov-2012 Change Change % Previous Week
Open 1.0428 1.0464 0.0036 0.3% 1.0328
High 1.0467 1.0467 0.0000 0.0% 1.0456
Low 1.0412 1.0404 -0.0008 -0.1% 1.0309
Close 1.0461 1.0420 -0.0041 -0.4% 1.0447
Range 0.0055 0.0063 0.0008 14.5% 0.0147
ATR 0.0069 0.0069 0.0000 -0.7% 0.0000
Volume 116,976 101,103 -15,873 -13.6% 409,230
Daily Pivots for day following 29-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0619 1.0583 1.0455
R3 1.0556 1.0520 1.0437
R2 1.0493 1.0493 1.0432
R1 1.0457 1.0457 1.0426 1.0444
PP 1.0430 1.0430 1.0430 1.0424
S1 1.0394 1.0394 1.0414 1.0381
S2 1.0367 1.0367 1.0408
S3 1.0304 1.0331 1.0403
S4 1.0241 1.0268 1.0385
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 1.0332 0.0141 1.4% 0.0065 0.6% 62% False False 105,421
10 1.0473 1.0263 0.0210 2.0% 0.0068 0.7% 75% False False 108,528
20 1.0473 1.0263 0.0210 2.0% 0.0068 0.7% 75% False False 108,819
40 1.0473 1.0089 0.0384 3.7% 0.0071 0.7% 86% False False 108,132
60 1.0537 1.0080 0.0457 4.4% 0.0080 0.8% 74% False False 104,798
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 75% False False 78,828
100 1.0537 0.9980 0.0557 5.3% 0.0075 0.7% 79% False False 63,074
120 1.0537 0.9788 0.0749 7.2% 0.0071 0.7% 84% False False 52,582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0735
2.618 1.0632
1.618 1.0569
1.000 1.0530
0.618 1.0506
HIGH 1.0467
0.618 1.0443
0.500 1.0436
0.382 1.0428
LOW 1.0404
0.618 1.0365
1.000 1.0341
1.618 1.0302
2.618 1.0239
4.250 1.0136
Fisher Pivots for day following 29-Nov-2012
Pivot 1 day 3 day
R1 1.0436 1.0439
PP 1.0430 1.0432
S1 1.0425 1.0426

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

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