CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 31-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0433 |
1.0446 |
0.0013 |
0.1% |
1.0308 |
| High |
1.0461 |
1.0492 |
0.0031 |
0.3% |
1.0440 |
| Low |
1.0402 |
1.0442 |
0.0040 |
0.4% |
1.0125 |
| Close |
1.0457 |
1.0468 |
0.0011 |
0.1% |
1.0425 |
| Range |
0.0059 |
0.0050 |
-0.0009 |
-15.3% |
0.0315 |
| ATR |
0.0102 |
0.0099 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
102,937 |
116,400 |
13,463 |
13.1% |
799,913 |
|
| Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0593 |
1.0496 |
|
| R3 |
1.0567 |
1.0543 |
1.0482 |
|
| R2 |
1.0517 |
1.0517 |
1.0477 |
|
| R1 |
1.0493 |
1.0493 |
1.0473 |
1.0505 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0474 |
| S1 |
1.0443 |
1.0443 |
1.0463 |
1.0455 |
| S2 |
1.0417 |
1.0417 |
1.0459 |
|
| S3 |
1.0367 |
1.0393 |
1.0454 |
|
| S4 |
1.0317 |
1.0343 |
1.0441 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1165 |
1.0598 |
|
| R3 |
1.0960 |
1.0850 |
1.0512 |
|
| R2 |
1.0645 |
1.0645 |
1.0483 |
|
| R1 |
1.0535 |
1.0535 |
1.0454 |
1.0590 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0358 |
| S1 |
1.0220 |
1.0220 |
1.0396 |
1.0275 |
| S2 |
1.0015 |
1.0015 |
1.0367 |
|
| S3 |
0.9700 |
0.9905 |
1.0338 |
|
| S4 |
0.9385 |
0.9590 |
1.0252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0492 |
1.0125 |
0.0367 |
3.5% |
0.0100 |
1.0% |
93% |
True |
False |
140,200 |
| 10 |
1.0492 |
1.0125 |
0.0367 |
3.5% |
0.0097 |
0.9% |
93% |
True |
False |
139,449 |
| 20 |
1.0492 |
1.0040 |
0.0452 |
4.3% |
0.0094 |
0.9% |
95% |
True |
False |
124,125 |
| 40 |
1.0492 |
0.9627 |
0.0865 |
8.3% |
0.0104 |
1.0% |
97% |
True |
False |
108,509 |
| 60 |
1.0492 |
0.9499 |
0.0993 |
9.5% |
0.0099 |
0.9% |
98% |
True |
False |
72,448 |
| 80 |
1.0492 |
0.9499 |
0.0993 |
9.5% |
0.0091 |
0.9% |
98% |
True |
False |
54,353 |
| 100 |
1.0492 |
0.9499 |
0.0993 |
9.5% |
0.0084 |
0.8% |
98% |
True |
False |
43,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0705 |
|
2.618 |
1.0623 |
|
1.618 |
1.0573 |
|
1.000 |
1.0542 |
|
0.618 |
1.0523 |
|
HIGH |
1.0492 |
|
0.618 |
1.0473 |
|
0.500 |
1.0467 |
|
0.382 |
1.0461 |
|
LOW |
1.0442 |
|
0.618 |
1.0411 |
|
1.000 |
1.0392 |
|
1.618 |
1.0361 |
|
2.618 |
1.0311 |
|
4.250 |
1.0230 |
|
|
| Fisher Pivots for day following 31-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0450 |
| PP |
1.0467 |
1.0432 |
| S1 |
1.0467 |
1.0414 |
|