CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Dec-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2012 |
13-Dec-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0530 |
1.0548 |
0.0018 |
0.2% |
1.0417 |
| High |
1.0582 |
1.0562 |
-0.0020 |
-0.2% |
1.0508 |
| Low |
1.0516 |
1.0506 |
-0.0010 |
-0.1% |
1.0382 |
| Close |
1.0561 |
1.0514 |
-0.0047 |
-0.4% |
1.0481 |
| Range |
0.0066 |
0.0056 |
-0.0010 |
-15.2% |
0.0126 |
| ATR |
0.0063 |
0.0063 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
131,814 |
167,348 |
35,534 |
27.0% |
555,048 |
|
| Daily Pivots for day following 13-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0695 |
1.0661 |
1.0545 |
|
| R3 |
1.0639 |
1.0605 |
1.0529 |
|
| R2 |
1.0583 |
1.0583 |
1.0524 |
|
| R1 |
1.0549 |
1.0549 |
1.0519 |
1.0538 |
| PP |
1.0527 |
1.0527 |
1.0527 |
1.0522 |
| S1 |
1.0493 |
1.0493 |
1.0509 |
1.0482 |
| S2 |
1.0471 |
1.0471 |
1.0504 |
|
| S3 |
1.0415 |
1.0437 |
1.0499 |
|
| S4 |
1.0359 |
1.0381 |
1.0483 |
|
|
| 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 |
1.0582 |
1.0453 |
0.0129 |
1.2% |
0.0054 |
0.5% |
47% |
False |
False |
117,364 |
| 10 |
1.0582 |
1.0382 |
0.0200 |
1.9% |
0.0057 |
0.5% |
66% |
False |
False |
115,406 |
| 20 |
1.0582 |
1.0263 |
0.0319 |
3.0% |
0.0062 |
0.6% |
79% |
False |
False |
111,967 |
| 40 |
1.0582 |
1.0191 |
0.0391 |
3.7% |
0.0065 |
0.6% |
83% |
False |
False |
108,217 |
| 60 |
1.0582 |
1.0089 |
0.0493 |
4.7% |
0.0072 |
0.7% |
86% |
False |
False |
111,475 |
| 80 |
1.0582 |
1.0077 |
0.0505 |
4.8% |
0.0076 |
0.7% |
87% |
False |
False |
93,243 |
| 100 |
1.0582 |
1.0077 |
0.0505 |
4.8% |
0.0074 |
0.7% |
87% |
False |
False |
74,609 |
| 120 |
1.0582 |
0.9867 |
0.0715 |
6.8% |
0.0071 |
0.7% |
90% |
False |
False |
62,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0800 |
|
2.618 |
1.0709 |
|
1.618 |
1.0653 |
|
1.000 |
1.0618 |
|
0.618 |
1.0597 |
|
HIGH |
1.0562 |
|
0.618 |
1.0541 |
|
0.500 |
1.0534 |
|
0.382 |
1.0527 |
|
LOW |
1.0506 |
|
0.618 |
1.0471 |
|
1.000 |
1.0450 |
|
1.618 |
1.0415 |
|
2.618 |
1.0359 |
|
4.250 |
1.0268 |
|
|
| Fisher Pivots for day following 13-Dec-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0534 |
1.0520 |
| PP |
1.0527 |
1.0518 |
| S1 |
1.0521 |
1.0516 |
|