CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9972 |
1.0188 |
0.0216 |
2.2% |
0.9976 |
| High |
1.0185 |
1.0207 |
0.0022 |
0.2% |
1.0185 |
| Low |
0.9948 |
1.0141 |
0.0193 |
1.9% |
0.9894 |
| Close |
1.0169 |
1.0189 |
0.0020 |
0.2% |
1.0169 |
| Range |
0.0237 |
0.0066 |
-0.0171 |
-72.2% |
0.0291 |
| ATR |
0.0114 |
0.0110 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
191,523 |
110,762 |
-80,761 |
-42.2% |
676,590 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0349 |
1.0225 |
|
| R3 |
1.0311 |
1.0283 |
1.0207 |
|
| R2 |
1.0245 |
1.0245 |
1.0201 |
|
| R1 |
1.0217 |
1.0217 |
1.0195 |
1.0231 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0186 |
| S1 |
1.0151 |
1.0151 |
1.0183 |
1.0165 |
| S2 |
1.0113 |
1.0113 |
1.0177 |
|
| S3 |
1.0047 |
1.0085 |
1.0171 |
|
| S4 |
0.9981 |
1.0019 |
1.0153 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0853 |
1.0329 |
|
| R3 |
1.0665 |
1.0562 |
1.0249 |
|
| R2 |
1.0374 |
1.0374 |
1.0222 |
|
| R1 |
1.0271 |
1.0271 |
1.0196 |
1.0323 |
| PP |
1.0083 |
1.0083 |
1.0083 |
1.0108 |
| S1 |
0.9980 |
0.9980 |
1.0142 |
1.0032 |
| S2 |
0.9792 |
0.9792 |
1.0116 |
|
| S3 |
0.9501 |
0.9689 |
1.0089 |
|
| S4 |
0.9210 |
0.9398 |
1.0009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0207 |
0.9914 |
0.0293 |
2.9% |
0.0115 |
1.1% |
94% |
True |
False |
133,630 |
| 10 |
1.0207 |
0.9894 |
0.0313 |
3.1% |
0.0111 |
1.1% |
94% |
True |
False |
141,419 |
| 20 |
1.0207 |
0.9627 |
0.0580 |
5.7% |
0.0114 |
1.1% |
97% |
True |
False |
92,893 |
| 40 |
1.0207 |
0.9499 |
0.0708 |
6.9% |
0.0102 |
1.0% |
97% |
True |
False |
46,610 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.1% |
0.0090 |
0.9% |
84% |
False |
False |
31,096 |
| 80 |
1.0410 |
0.9499 |
0.0911 |
8.9% |
0.0082 |
0.8% |
76% |
False |
False |
23,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0488 |
|
2.618 |
1.0380 |
|
1.618 |
1.0314 |
|
1.000 |
1.0273 |
|
0.618 |
1.0248 |
|
HIGH |
1.0207 |
|
0.618 |
1.0182 |
|
0.500 |
1.0174 |
|
0.382 |
1.0166 |
|
LOW |
1.0141 |
|
0.618 |
1.0100 |
|
1.000 |
1.0075 |
|
1.618 |
1.0034 |
|
2.618 |
0.9968 |
|
4.250 |
0.9861 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0184 |
1.0148 |
| PP |
1.0179 |
1.0107 |
| S1 |
1.0174 |
1.0066 |
|