CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 1.0421 1.0417 -0.0004 0.0% 1.0440
High 1.0436 1.0435 -0.0001 0.0% 1.0473
Low 1.0390 1.0382 -0.0008 -0.1% 1.0390
Close 1.0410 1.0405 -0.0005 0.0% 1.0410
Range 0.0046 0.0053 0.0007 15.2% 0.0083
ATR 0.0067 0.0066 -0.0001 -1.5% 0.0000
Volume 100,525 103,840 3,315 3.3% 508,049
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0566 1.0539 1.0434
R3 1.0513 1.0486 1.0420
R2 1.0460 1.0460 1.0415
R1 1.0433 1.0433 1.0410 1.0420
PP 1.0407 1.0407 1.0407 1.0401
S1 1.0380 1.0380 1.0400 1.0367
S2 1.0354 1.0354 1.0395
S3 1.0301 1.0327 1.0390
S4 1.0248 1.0274 1.0376
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 1.0382 0.0091 0.9% 0.0054 0.5% 25% False True 104,834
10 1.0473 1.0309 0.0164 1.6% 0.0063 0.6% 59% False False 102,111
20 1.0473 1.0263 0.0210 2.0% 0.0066 0.6% 68% False False 108,723
40 1.0473 1.0089 0.0384 3.7% 0.0069 0.7% 82% False False 106,414
60 1.0537 1.0089 0.0448 4.3% 0.0078 0.7% 71% False False 107,345
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 71% False False 81,382
100 1.0537 0.9993 0.0544 5.2% 0.0075 0.7% 76% False False 65,117
120 1.0537 0.9827 0.0710 6.8% 0.0072 0.7% 81% False False 54,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0660
2.618 1.0574
1.618 1.0521
1.000 1.0488
0.618 1.0468
HIGH 1.0435
0.618 1.0415
0.500 1.0409
0.382 1.0402
LOW 1.0382
0.618 1.0349
1.000 1.0329
1.618 1.0296
2.618 1.0243
4.250 1.0157
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 1.0409 1.0425
PP 1.0407 1.0418
S1 1.0406 1.0412

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

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