CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0307 |
1.0363 |
0.0056 |
0.5% |
1.0185 |
| High |
1.0389 |
1.0377 |
-0.0012 |
-0.1% |
1.0389 |
| Low |
1.0302 |
1.0307 |
0.0005 |
0.0% |
1.0142 |
| Close |
1.0377 |
1.0320 |
-0.0057 |
-0.5% |
1.0320 |
| Range |
0.0087 |
0.0070 |
-0.0017 |
-19.5% |
0.0247 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
132,974 |
122,424 |
-10,550 |
-7.9% |
614,354 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0502 |
1.0359 |
|
| R3 |
1.0475 |
1.0432 |
1.0339 |
|
| R2 |
1.0405 |
1.0405 |
1.0333 |
|
| R1 |
1.0362 |
1.0362 |
1.0326 |
1.0349 |
| PP |
1.0335 |
1.0335 |
1.0335 |
1.0328 |
| S1 |
1.0292 |
1.0292 |
1.0314 |
1.0279 |
| S2 |
1.0265 |
1.0265 |
1.0307 |
|
| S3 |
1.0195 |
1.0222 |
1.0301 |
|
| S4 |
1.0125 |
1.0152 |
1.0282 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0919 |
1.0456 |
|
| R3 |
1.0778 |
1.0672 |
1.0388 |
|
| R2 |
1.0531 |
1.0531 |
1.0365 |
|
| R1 |
1.0425 |
1.0425 |
1.0343 |
1.0478 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0310 |
| S1 |
1.0178 |
1.0178 |
1.0297 |
1.0231 |
| S2 |
1.0037 |
1.0037 |
1.0275 |
|
| S3 |
0.9790 |
0.9931 |
1.0252 |
|
| S4 |
0.9543 |
0.9684 |
1.0184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0389 |
1.0142 |
0.0247 |
2.4% |
0.0077 |
0.7% |
72% |
False |
False |
122,870 |
| 10 |
1.0389 |
1.0040 |
0.0349 |
3.4% |
0.0090 |
0.9% |
80% |
False |
False |
125,900 |
| 20 |
1.0389 |
0.9894 |
0.0495 |
4.8% |
0.0095 |
0.9% |
86% |
False |
False |
119,582 |
| 40 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0104 |
1.0% |
92% |
False |
False |
83,137 |
| 60 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0095 |
0.9% |
92% |
False |
False |
55,471 |
| 80 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0088 |
0.9% |
92% |
False |
False |
41,617 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.3% |
0.0077 |
0.7% |
78% |
False |
False |
33,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0560 |
|
1.618 |
1.0490 |
|
1.000 |
1.0447 |
|
0.618 |
1.0420 |
|
HIGH |
1.0377 |
|
0.618 |
1.0350 |
|
0.500 |
1.0342 |
|
0.382 |
1.0334 |
|
LOW |
1.0307 |
|
0.618 |
1.0264 |
|
1.000 |
1.0237 |
|
1.618 |
1.0194 |
|
2.618 |
1.0124 |
|
4.250 |
1.0010 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0342 |
1.0317 |
| PP |
1.0335 |
1.0313 |
| S1 |
1.0327 |
1.0310 |
|