CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0142 |
0.0024 |
0.2% |
1.0188 |
| High |
1.0147 |
1.0181 |
0.0034 |
0.3% |
1.0261 |
| Low |
1.0089 |
1.0095 |
0.0006 |
0.1% |
1.0112 |
| Close |
1.0132 |
1.0122 |
-0.0010 |
-0.1% |
1.0124 |
| Range |
0.0058 |
0.0086 |
0.0028 |
48.3% |
0.0149 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
98,071 |
117,501 |
19,430 |
19.8% |
315,007 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0391 |
1.0342 |
1.0169 |
|
| R3 |
1.0305 |
1.0256 |
1.0146 |
|
| R2 |
1.0219 |
1.0219 |
1.0138 |
|
| R1 |
1.0170 |
1.0170 |
1.0130 |
1.0152 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0123 |
| S1 |
1.0084 |
1.0084 |
1.0114 |
1.0066 |
| S2 |
1.0047 |
1.0047 |
1.0106 |
|
| S3 |
0.9961 |
0.9998 |
1.0098 |
|
| S4 |
0.9875 |
0.9912 |
1.0075 |
|
|
| 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 |
1.0089 |
0.0172 |
1.7% |
0.0082 |
0.8% |
19% |
False |
False |
83,963 |
| 10 |
1.0261 |
0.9914 |
0.0347 |
3.4% |
0.0099 |
1.0% |
60% |
False |
False |
108,796 |
| 20 |
1.0261 |
0.9766 |
0.0495 |
4.9% |
0.0101 |
1.0% |
72% |
False |
False |
111,384 |
| 40 |
1.0261 |
0.9499 |
0.0762 |
7.5% |
0.0102 |
1.0% |
82% |
False |
False |
57,093 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.2% |
0.0090 |
0.9% |
75% |
False |
False |
38,088 |
| 80 |
1.0410 |
0.9499 |
0.0911 |
9.0% |
0.0085 |
0.8% |
68% |
False |
False |
28,580 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.5% |
0.0070 |
0.7% |
59% |
False |
False |
22,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0547 |
|
2.618 |
1.0406 |
|
1.618 |
1.0320 |
|
1.000 |
1.0267 |
|
0.618 |
1.0234 |
|
HIGH |
1.0181 |
|
0.618 |
1.0148 |
|
0.500 |
1.0138 |
|
0.382 |
1.0128 |
|
LOW |
1.0095 |
|
0.618 |
1.0042 |
|
1.000 |
1.0009 |
|
1.618 |
0.9956 |
|
2.618 |
0.9870 |
|
4.250 |
0.9730 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0138 |
1.0157 |
| PP |
1.0133 |
1.0145 |
| S1 |
1.0127 |
1.0134 |
|