CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0249 |
0.0063 |
0.6% |
1.0118 |
| High |
1.0262 |
1.0315 |
0.0053 |
0.5% |
1.0217 |
| Low |
1.0178 |
1.0231 |
0.0053 |
0.5% |
1.0040 |
| Close |
1.0256 |
1.0295 |
0.0039 |
0.4% |
1.0163 |
| Range |
0.0084 |
0.0084 |
0.0000 |
0.0% |
0.0177 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
145,849 |
119,848 |
-26,001 |
-17.8% |
644,654 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0532 |
1.0498 |
1.0341 |
|
| R3 |
1.0448 |
1.0414 |
1.0318 |
|
| R2 |
1.0364 |
1.0364 |
1.0310 |
|
| R1 |
1.0330 |
1.0330 |
1.0303 |
1.0347 |
| PP |
1.0280 |
1.0280 |
1.0280 |
1.0289 |
| S1 |
1.0246 |
1.0246 |
1.0287 |
1.0263 |
| S2 |
1.0196 |
1.0196 |
1.0280 |
|
| S3 |
1.0112 |
1.0162 |
1.0272 |
|
| S4 |
1.0028 |
1.0078 |
1.0249 |
|
|
| 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 |
1.0315 |
1.0040 |
0.0275 |
2.7% |
0.0099 |
1.0% |
93% |
True |
False |
131,111 |
| 10 |
1.0315 |
1.0040 |
0.0275 |
2.7% |
0.0094 |
0.9% |
93% |
True |
False |
112,797 |
| 20 |
1.0315 |
0.9894 |
0.0421 |
4.1% |
0.0101 |
1.0% |
95% |
True |
False |
124,109 |
| 40 |
1.0315 |
0.9499 |
0.0816 |
7.9% |
0.0106 |
1.0% |
98% |
True |
False |
76,760 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.0% |
0.0095 |
0.9% |
96% |
False |
False |
51,216 |
| 80 |
1.0326 |
0.9499 |
0.0827 |
8.0% |
0.0088 |
0.9% |
96% |
False |
False |
38,425 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.3% |
0.0076 |
0.7% |
75% |
False |
False |
30,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0672 |
|
2.618 |
1.0535 |
|
1.618 |
1.0451 |
|
1.000 |
1.0399 |
|
0.618 |
1.0367 |
|
HIGH |
1.0315 |
|
0.618 |
1.0283 |
|
0.500 |
1.0273 |
|
0.382 |
1.0263 |
|
LOW |
1.0231 |
|
0.618 |
1.0179 |
|
1.000 |
1.0147 |
|
1.618 |
1.0095 |
|
2.618 |
1.0011 |
|
4.250 |
0.9874 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0273 |
| PP |
1.0280 |
1.0251 |
| S1 |
1.0273 |
1.0229 |
|