CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0220 |
0.0000 |
0.0% |
1.0188 |
| High |
1.0261 |
1.0224 |
-0.0037 |
-0.4% |
1.0261 |
| Low |
1.0174 |
1.0112 |
-0.0062 |
-0.6% |
1.0112 |
| Close |
1.0224 |
1.0124 |
-0.0100 |
-1.0% |
1.0124 |
| Range |
0.0087 |
0.0112 |
0.0025 |
28.7% |
0.0149 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.4% |
0.0000 |
| Volume |
502 |
123,861 |
123,359 |
24,573.5% |
315,007 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0489 |
1.0419 |
1.0186 |
|
| R3 |
1.0377 |
1.0307 |
1.0155 |
|
| R2 |
1.0265 |
1.0265 |
1.0145 |
|
| R1 |
1.0195 |
1.0195 |
1.0134 |
1.0174 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0143 |
| S1 |
1.0083 |
1.0083 |
1.0114 |
1.0062 |
| S2 |
1.0041 |
1.0041 |
1.0103 |
|
| S3 |
0.9929 |
0.9971 |
1.0093 |
|
| S4 |
0.9817 |
0.9859 |
1.0062 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0517 |
1.0206 |
|
| R3 |
1.0464 |
1.0368 |
1.0165 |
|
| R2 |
1.0315 |
1.0315 |
1.0151 |
|
| R1 |
1.0219 |
1.0219 |
1.0138 |
1.0193 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0152 |
| S1 |
1.0070 |
1.0070 |
1.0110 |
1.0044 |
| S2 |
1.0017 |
1.0017 |
1.0097 |
|
| S3 |
0.9868 |
0.9921 |
1.0083 |
|
| S4 |
0.9719 |
0.9772 |
1.0042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0261 |
0.9948 |
0.0313 |
3.1% |
0.0113 |
1.1% |
56% |
False |
False |
101,306 |
| 10 |
1.0261 |
0.9894 |
0.0367 |
3.6% |
0.0101 |
1.0% |
63% |
False |
False |
113,264 |
| 20 |
1.0261 |
0.9739 |
0.0522 |
5.2% |
0.0107 |
1.1% |
74% |
False |
False |
102,059 |
| 40 |
1.0261 |
0.9499 |
0.0762 |
7.5% |
0.0102 |
1.0% |
82% |
False |
False |
51,709 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.2% |
0.0091 |
0.9% |
76% |
False |
False |
34,499 |
| 80 |
1.0410 |
0.9499 |
0.0911 |
9.0% |
0.0085 |
0.8% |
69% |
False |
False |
25,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0700 |
|
2.618 |
1.0517 |
|
1.618 |
1.0405 |
|
1.000 |
1.0336 |
|
0.618 |
1.0293 |
|
HIGH |
1.0224 |
|
0.618 |
1.0181 |
|
0.500 |
1.0168 |
|
0.382 |
1.0155 |
|
LOW |
1.0112 |
|
0.618 |
1.0043 |
|
1.000 |
1.0000 |
|
1.618 |
0.9931 |
|
2.618 |
0.9819 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0168 |
1.0187 |
| PP |
1.0153 |
1.0166 |
| S1 |
1.0139 |
1.0145 |
|