CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 04-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2012 |
04-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0414 |
-0.0003 |
0.0% |
1.0440 |
| High |
1.0435 |
1.0475 |
0.0040 |
0.4% |
1.0473 |
| Low |
1.0382 |
1.0398 |
0.0016 |
0.2% |
1.0390 |
| Close |
1.0405 |
1.0463 |
0.0058 |
0.6% |
1.0410 |
| Range |
0.0053 |
0.0077 |
0.0024 |
45.3% |
0.0083 |
| ATR |
0.0066 |
0.0067 |
0.0001 |
1.2% |
0.0000 |
| Volume |
103,840 |
118,530 |
14,690 |
14.1% |
508,049 |
|
| Daily Pivots for day following 04-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0676 |
1.0647 |
1.0505 |
|
| R3 |
1.0599 |
1.0570 |
1.0484 |
|
| R2 |
1.0522 |
1.0522 |
1.0477 |
|
| R1 |
1.0493 |
1.0493 |
1.0470 |
1.0508 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0453 |
| S1 |
1.0416 |
1.0416 |
1.0456 |
1.0431 |
| S2 |
1.0368 |
1.0368 |
1.0449 |
|
| S3 |
1.0291 |
1.0339 |
1.0442 |
|
| S4 |
1.0214 |
1.0262 |
1.0421 |
|
|
| 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 |
1.0475 |
1.0382 |
0.0093 |
0.9% |
0.0059 |
0.6% |
87% |
True |
False |
108,194 |
| 10 |
1.0475 |
1.0316 |
0.0159 |
1.5% |
0.0063 |
0.6% |
92% |
True |
False |
103,163 |
| 20 |
1.0475 |
1.0263 |
0.0212 |
2.0% |
0.0068 |
0.6% |
94% |
True |
False |
111,189 |
| 40 |
1.0475 |
1.0118 |
0.0357 |
3.4% |
0.0069 |
0.7% |
97% |
True |
False |
107,053 |
| 60 |
1.0537 |
1.0089 |
0.0448 |
4.3% |
0.0078 |
0.7% |
83% |
False |
False |
109,155 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
84% |
False |
False |
82,863 |
| 100 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0074 |
0.7% |
84% |
False |
False |
66,302 |
| 120 |
1.0537 |
0.9836 |
0.0701 |
6.7% |
0.0072 |
0.7% |
89% |
False |
False |
55,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0802 |
|
2.618 |
1.0677 |
|
1.618 |
1.0600 |
|
1.000 |
1.0552 |
|
0.618 |
1.0523 |
|
HIGH |
1.0475 |
|
0.618 |
1.0446 |
|
0.500 |
1.0437 |
|
0.382 |
1.0427 |
|
LOW |
1.0398 |
|
0.618 |
1.0350 |
|
1.000 |
1.0321 |
|
1.618 |
1.0273 |
|
2.618 |
1.0196 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 04-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0454 |
1.0452 |
| PP |
1.0445 |
1.0440 |
| S1 |
1.0437 |
1.0429 |
|