CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0185 |
0.0109 |
1.1% |
1.0118 |
| High |
1.0170 |
1.0201 |
0.0031 |
0.3% |
1.0217 |
| Low |
1.0063 |
1.0142 |
0.0079 |
0.8% |
1.0040 |
| Close |
1.0163 |
1.0194 |
0.0031 |
0.3% |
1.0163 |
| Range |
0.0107 |
0.0059 |
-0.0048 |
-44.9% |
0.0177 |
| ATR |
0.0106 |
0.0102 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
134,372 |
93,259 |
-41,113 |
-30.6% |
644,654 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0334 |
1.0226 |
|
| R3 |
1.0297 |
1.0275 |
1.0210 |
|
| R2 |
1.0238 |
1.0238 |
1.0205 |
|
| R1 |
1.0216 |
1.0216 |
1.0199 |
1.0227 |
| PP |
1.0179 |
1.0179 |
1.0179 |
1.0185 |
| S1 |
1.0157 |
1.0157 |
1.0189 |
1.0168 |
| S2 |
1.0120 |
1.0120 |
1.0183 |
|
| S3 |
1.0061 |
1.0098 |
1.0178 |
|
| S4 |
1.0002 |
1.0039 |
1.0162 |
|
|
| 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% |
0.0103 |
1.0% |
87% |
False |
False |
127,968 |
| 10 |
1.0261 |
1.0040 |
0.0221 |
2.2% |
0.0090 |
0.9% |
70% |
False |
False |
105,292 |
| 20 |
1.0261 |
0.9894 |
0.0367 |
3.6% |
0.0102 |
1.0% |
82% |
False |
False |
125,173 |
| 40 |
1.0261 |
0.9499 |
0.0762 |
7.5% |
0.0106 |
1.0% |
91% |
False |
False |
70,141 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.1% |
0.0094 |
0.9% |
84% |
False |
False |
46,790 |
| 80 |
1.0331 |
0.9499 |
0.0832 |
8.2% |
0.0088 |
0.9% |
84% |
False |
False |
35,106 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.4% |
0.0074 |
0.7% |
66% |
False |
False |
28,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0355 |
|
1.618 |
1.0296 |
|
1.000 |
1.0260 |
|
0.618 |
1.0237 |
|
HIGH |
1.0201 |
|
0.618 |
1.0178 |
|
0.500 |
1.0172 |
|
0.382 |
1.0165 |
|
LOW |
1.0142 |
|
0.618 |
1.0106 |
|
1.000 |
1.0083 |
|
1.618 |
1.0047 |
|
2.618 |
0.9988 |
|
4.250 |
0.9891 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0170 |
| PP |
1.0179 |
1.0145 |
| S1 |
1.0172 |
1.0121 |
|