CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 1.0464 1.0421 -0.0043 -0.4% 1.0440
High 1.0467 1.0436 -0.0031 -0.3% 1.0473
Low 1.0404 1.0390 -0.0014 -0.1% 1.0390
Close 1.0420 1.0410 -0.0010 -0.1% 1.0410
Range 0.0063 0.0046 -0.0017 -27.0% 0.0083
ATR 0.0069 0.0067 -0.0002 -2.4% 0.0000
Volume 101,103 100,525 -578 -0.6% 508,049
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0550 1.0526 1.0435
R3 1.0504 1.0480 1.0423
R2 1.0458 1.0458 1.0418
R1 1.0434 1.0434 1.0414 1.0423
PP 1.0412 1.0412 1.0412 1.0407
S1 1.0388 1.0388 1.0406 1.0377
S2 1.0366 1.0366 1.0402
S3 1.0320 1.0342 1.0397
S4 1.0274 1.0296 1.0385
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 1.0673 1.0625 1.0456
R3 1.0590 1.0542 1.0433
R2 1.0507 1.0507 1.0425
R1 1.0459 1.0459 1.0418 1.0442
PP 1.0424 1.0424 1.0424 1.0416
S1 1.0376 1.0376 1.0402 1.0359
S2 1.0341 1.0341 1.0395
S3 1.0258 1.0293 1.0387
S4 1.0175 1.0210 1.0364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0473 1.0390 0.0083 0.8% 0.0049 0.5% 24% False True 101,609
10 1.0473 1.0263 0.0210 2.0% 0.0065 0.6% 70% False False 104,859
20 1.0473 1.0263 0.0210 2.0% 0.0067 0.6% 70% False False 108,845
40 1.0473 1.0089 0.0384 3.7% 0.0070 0.7% 84% False False 107,070
60 1.0537 1.0089 0.0448 4.3% 0.0079 0.8% 72% False False 105,850
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 72% False False 80,084
100 1.0537 0.9980 0.0557 5.4% 0.0075 0.7% 77% False False 64,079
120 1.0537 0.9819 0.0718 6.9% 0.0071 0.7% 82% False False 53,420
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.0016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0632
2.618 1.0556
1.618 1.0510
1.000 1.0482
0.618 1.0464
HIGH 1.0436
0.618 1.0418
0.500 1.0413
0.382 1.0408
LOW 1.0390
0.618 1.0362
1.000 1.0344
1.618 1.0316
2.618 1.0270
4.250 1.0195
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 1.0413 1.0429
PP 1.0412 1.0422
S1 1.0411 1.0416

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

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