CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0446 |
1.0450 |
0.0004 |
0.0% |
1.0308 |
| High |
1.0492 |
1.0497 |
0.0005 |
0.0% |
1.0440 |
| Low |
1.0442 |
1.0403 |
-0.0039 |
-0.4% |
1.0125 |
| Close |
1.0468 |
1.0422 |
-0.0046 |
-0.4% |
1.0425 |
| Range |
0.0050 |
0.0094 |
0.0044 |
88.0% |
0.0315 |
| ATR |
0.0099 |
0.0098 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
116,400 |
146,645 |
30,245 |
26.0% |
799,913 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0723 |
1.0666 |
1.0474 |
|
| R3 |
1.0629 |
1.0572 |
1.0448 |
|
| R2 |
1.0535 |
1.0535 |
1.0439 |
|
| R1 |
1.0478 |
1.0478 |
1.0431 |
1.0460 |
| PP |
1.0441 |
1.0441 |
1.0441 |
1.0431 |
| S1 |
1.0384 |
1.0384 |
1.0413 |
1.0366 |
| S2 |
1.0347 |
1.0347 |
1.0405 |
|
| S3 |
1.0253 |
1.0290 |
1.0396 |
|
| S4 |
1.0159 |
1.0196 |
1.0370 |
|
|
| 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 |
1.0497 |
1.0245 |
0.0252 |
2.4% |
0.0087 |
0.8% |
70% |
True |
False |
137,966 |
| 10 |
1.0497 |
1.0125 |
0.0372 |
3.6% |
0.0098 |
0.9% |
80% |
True |
False |
142,129 |
| 20 |
1.0497 |
1.0040 |
0.0457 |
4.4% |
0.0096 |
0.9% |
84% |
True |
False |
127,463 |
| 40 |
1.0497 |
0.9659 |
0.0838 |
8.0% |
0.0104 |
1.0% |
91% |
True |
False |
112,105 |
| 60 |
1.0497 |
0.9499 |
0.0998 |
9.6% |
0.0099 |
0.9% |
92% |
True |
False |
74,892 |
| 80 |
1.0497 |
0.9499 |
0.0998 |
9.6% |
0.0092 |
0.9% |
92% |
True |
False |
56,186 |
| 100 |
1.0497 |
0.9499 |
0.0998 |
9.6% |
0.0085 |
0.8% |
92% |
True |
False |
44,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0897 |
|
2.618 |
1.0743 |
|
1.618 |
1.0649 |
|
1.000 |
1.0591 |
|
0.618 |
1.0555 |
|
HIGH |
1.0497 |
|
0.618 |
1.0461 |
|
0.500 |
1.0450 |
|
0.382 |
1.0439 |
|
LOW |
1.0403 |
|
0.618 |
1.0345 |
|
1.000 |
1.0309 |
|
1.618 |
1.0251 |
|
2.618 |
1.0157 |
|
4.250 |
1.0004 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0450 |
1.0450 |
| PP |
1.0441 |
1.0440 |
| S1 |
1.0431 |
1.0431 |
|