CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 11-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2012 |
11-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0481 |
1.0481 |
0.0000 |
0.0% |
1.0417 |
| High |
1.0500 |
1.0528 |
0.0028 |
0.3% |
1.0508 |
| Low |
1.0460 |
1.0457 |
-0.0003 |
0.0% |
1.0382 |
| Close |
1.0480 |
1.0516 |
0.0036 |
0.3% |
1.0481 |
| Range |
0.0040 |
0.0071 |
0.0031 |
77.5% |
0.0126 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.0% |
0.0000 |
| Volume |
83,465 |
115,865 |
32,400 |
38.8% |
555,048 |
|
| Daily Pivots for day following 11-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0713 |
1.0686 |
1.0555 |
|
| R3 |
1.0642 |
1.0615 |
1.0536 |
|
| R2 |
1.0571 |
1.0571 |
1.0529 |
|
| R1 |
1.0544 |
1.0544 |
1.0523 |
1.0558 |
| PP |
1.0500 |
1.0500 |
1.0500 |
1.0507 |
| S1 |
1.0473 |
1.0473 |
1.0509 |
1.0487 |
| S2 |
1.0429 |
1.0429 |
1.0503 |
|
| S3 |
1.0358 |
1.0402 |
1.0496 |
|
| S4 |
1.0287 |
1.0331 |
1.0477 |
|
|
| Weekly Pivots for week ending 07-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0784 |
1.0550 |
|
| R3 |
1.0709 |
1.0658 |
1.0516 |
|
| R2 |
1.0583 |
1.0583 |
1.0504 |
|
| R1 |
1.0532 |
1.0532 |
1.0493 |
1.0558 |
| PP |
1.0457 |
1.0457 |
1.0457 |
1.0470 |
| S1 |
1.0406 |
1.0406 |
1.0469 |
1.0432 |
| S2 |
1.0331 |
1.0331 |
1.0458 |
|
| S3 |
1.0205 |
1.0280 |
1.0446 |
|
| S4 |
1.0079 |
1.0154 |
1.0412 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0528 |
1.0432 |
0.0096 |
0.9% |
0.0053 |
0.5% |
88% |
True |
False |
106,401 |
| 10 |
1.0528 |
1.0382 |
0.0146 |
1.4% |
0.0056 |
0.5% |
92% |
True |
False |
107,298 |
| 20 |
1.0528 |
1.0263 |
0.0265 |
2.5% |
0.0063 |
0.6% |
95% |
True |
False |
109,198 |
| 40 |
1.0528 |
1.0191 |
0.0337 |
3.2% |
0.0066 |
0.6% |
96% |
True |
False |
106,766 |
| 60 |
1.0528 |
1.0089 |
0.0439 |
4.2% |
0.0073 |
0.7% |
97% |
True |
False |
110,239 |
| 80 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0076 |
0.7% |
95% |
False |
False |
89,506 |
| 100 |
1.0537 |
1.0077 |
0.0460 |
4.4% |
0.0074 |
0.7% |
95% |
False |
False |
71,620 |
| 120 |
1.0537 |
0.9836 |
0.0701 |
6.7% |
0.0071 |
0.7% |
97% |
False |
False |
59,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0830 |
|
2.618 |
1.0714 |
|
1.618 |
1.0643 |
|
1.000 |
1.0599 |
|
0.618 |
1.0572 |
|
HIGH |
1.0528 |
|
0.618 |
1.0501 |
|
0.500 |
1.0493 |
|
0.382 |
1.0484 |
|
LOW |
1.0457 |
|
0.618 |
1.0413 |
|
1.000 |
1.0386 |
|
1.618 |
1.0342 |
|
2.618 |
1.0271 |
|
4.250 |
1.0155 |
|
|
| Fisher Pivots for day following 11-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0508 |
1.0508 |
| PP |
1.0500 |
1.0499 |
| S1 |
1.0493 |
1.0491 |
|