CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0189 |
1.0076 |
-0.0113 |
-1.1% |
1.0118 |
| High |
1.0199 |
1.0170 |
-0.0029 |
-0.3% |
1.0217 |
| Low |
1.0040 |
1.0063 |
0.0023 |
0.2% |
1.0040 |
| Close |
1.0075 |
1.0163 |
0.0088 |
0.9% |
1.0163 |
| Range |
0.0159 |
0.0107 |
-0.0052 |
-32.7% |
0.0177 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.1% |
0.0000 |
| Volume |
162,228 |
134,372 |
-27,856 |
-17.2% |
644,654 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0453 |
1.0415 |
1.0222 |
|
| R3 |
1.0346 |
1.0308 |
1.0192 |
|
| R2 |
1.0239 |
1.0239 |
1.0183 |
|
| R1 |
1.0201 |
1.0201 |
1.0173 |
1.0220 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0142 |
| S1 |
1.0094 |
1.0094 |
1.0153 |
1.0113 |
| S2 |
1.0025 |
1.0025 |
1.0143 |
|
| S3 |
0.9918 |
0.9987 |
1.0134 |
|
| S4 |
0.9811 |
0.9880 |
1.0104 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0594 |
1.0260 |
|
| R3 |
1.0494 |
1.0417 |
1.0212 |
|
| R2 |
1.0317 |
1.0317 |
1.0195 |
|
| R1 |
1.0240 |
1.0240 |
1.0179 |
1.0279 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0159 |
| S1 |
1.0063 |
1.0063 |
1.0147 |
1.0102 |
| S2 |
0.9963 |
0.9963 |
1.0131 |
|
| S3 |
0.9786 |
0.9886 |
1.0114 |
|
| S4 |
0.9609 |
0.9709 |
1.0066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0217 |
1.0040 |
0.0177 |
1.7% |
0.0102 |
1.0% |
69% |
False |
False |
128,930 |
| 10 |
1.0261 |
0.9948 |
0.0313 |
3.1% |
0.0108 |
1.1% |
69% |
False |
False |
115,118 |
| 20 |
1.0261 |
0.9891 |
0.0370 |
3.6% |
0.0104 |
1.0% |
74% |
False |
False |
125,948 |
| 40 |
1.0261 |
0.9499 |
0.0762 |
7.5% |
0.0106 |
1.0% |
87% |
False |
False |
67,813 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.1% |
0.0094 |
0.9% |
80% |
False |
False |
45,236 |
| 80 |
1.0331 |
0.9499 |
0.0832 |
8.2% |
0.0089 |
0.9% |
80% |
False |
False |
33,943 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.4% |
0.0073 |
0.7% |
63% |
False |
False |
27,159 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0625 |
|
2.618 |
1.0450 |
|
1.618 |
1.0343 |
|
1.000 |
1.0277 |
|
0.618 |
1.0236 |
|
HIGH |
1.0170 |
|
0.618 |
1.0129 |
|
0.500 |
1.0117 |
|
0.382 |
1.0104 |
|
LOW |
1.0063 |
|
0.618 |
0.9997 |
|
1.000 |
0.9956 |
|
1.618 |
0.9890 |
|
2.618 |
0.9783 |
|
4.250 |
0.9608 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0148 |
1.0152 |
| PP |
1.0132 |
1.0140 |
| S1 |
1.0117 |
1.0129 |
|