CME Australian Dollar Future December 2012


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Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 1.0414 1.0454 0.0040 0.4% 1.0440
High 1.0475 1.0476 0.0001 0.0% 1.0473
Low 1.0398 1.0432 0.0034 0.3% 1.0390
Close 1.0463 1.0451 -0.0012 -0.1% 1.0410
Range 0.0077 0.0044 -0.0033 -42.9% 0.0083
ATR 0.0067 0.0065 -0.0002 -2.5% 0.0000
Volume 118,530 114,378 -4,152 -3.5% 508,049
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 1.0585 1.0562 1.0475
R3 1.0541 1.0518 1.0463
R2 1.0497 1.0497 1.0459
R1 1.0474 1.0474 1.0455 1.0464
PP 1.0453 1.0453 1.0453 1.0448
S1 1.0430 1.0430 1.0447 1.0420
S2 1.0409 1.0409 1.0443
S3 1.0365 1.0386 1.0439
S4 1.0321 1.0342 1.0427
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 1.0476 1.0382 0.0094 0.9% 0.0057 0.5% 73% True False 107,675
10 1.0476 1.0316 0.0160 1.5% 0.0060 0.6% 84% True False 104,250
20 1.0476 1.0263 0.0213 2.0% 0.0065 0.6% 88% True False 111,450
40 1.0476 1.0126 0.0350 3.3% 0.0068 0.7% 93% True False 106,681
60 1.0537 1.0089 0.0448 4.3% 0.0077 0.7% 81% False False 110,422
80 1.0537 1.0077 0.0460 4.4% 0.0076 0.7% 81% False False 84,292
100 1.0537 1.0077 0.0460 4.4% 0.0074 0.7% 81% False False 67,445
120 1.0537 0.9836 0.0701 6.7% 0.0072 0.7% 88% False False 56,226
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0663
2.618 1.0591
1.618 1.0547
1.000 1.0520
0.618 1.0503
HIGH 1.0476
0.618 1.0459
0.500 1.0454
0.382 1.0449
LOW 1.0432
0.618 1.0405
1.000 1.0388
1.618 1.0361
2.618 1.0317
4.250 1.0245
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 1.0454 1.0444
PP 1.0453 1.0436
S1 1.0452 1.0429

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

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