CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0518 |
1.0535 |
0.0017 |
0.2% |
1.0433 |
| High |
1.0544 |
1.0578 |
0.0034 |
0.3% |
1.0541 |
| Low |
1.0492 |
1.0518 |
0.0026 |
0.2% |
1.0396 |
| Close |
1.0527 |
1.0542 |
0.0015 |
0.1% |
1.0515 |
| Range |
0.0052 |
0.0060 |
0.0008 |
15.4% |
0.0145 |
| ATR |
0.0094 |
0.0091 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
102,399 |
106,502 |
4,103 |
4.0% |
721,909 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0726 |
1.0694 |
1.0575 |
|
| R3 |
1.0666 |
1.0634 |
1.0559 |
|
| R2 |
1.0606 |
1.0606 |
1.0553 |
|
| R1 |
1.0574 |
1.0574 |
1.0548 |
1.0590 |
| PP |
1.0546 |
1.0546 |
1.0546 |
1.0554 |
| S1 |
1.0514 |
1.0514 |
1.0537 |
1.0530 |
| S2 |
1.0486 |
1.0486 |
1.0531 |
|
| S3 |
1.0426 |
1.0454 |
1.0526 |
|
| S4 |
1.0366 |
1.0394 |
1.0509 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0919 |
1.0862 |
1.0595 |
|
| R3 |
1.0774 |
1.0717 |
1.0555 |
|
| R2 |
1.0629 |
1.0629 |
1.0542 |
|
| R1 |
1.0572 |
1.0572 |
1.0528 |
1.0601 |
| PP |
1.0484 |
1.0484 |
1.0484 |
1.0498 |
| S1 |
1.0427 |
1.0427 |
1.0502 |
1.0456 |
| S2 |
1.0339 |
1.0339 |
1.0488 |
|
| S3 |
1.0194 |
1.0282 |
1.0475 |
|
| S4 |
1.0049 |
1.0137 |
1.0435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0406 |
0.0172 |
1.6% |
0.0070 |
0.7% |
79% |
True |
False |
105,482 |
| 10 |
1.0578 |
1.0336 |
0.0242 |
2.3% |
0.0080 |
0.8% |
85% |
True |
False |
125,386 |
| 20 |
1.0578 |
1.0063 |
0.0515 |
4.9% |
0.0090 |
0.9% |
93% |
True |
False |
132,612 |
| 40 |
1.0578 |
0.9840 |
0.0738 |
7.0% |
0.0097 |
0.9% |
95% |
True |
False |
127,523 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0100 |
0.9% |
97% |
True |
False |
87,175 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0092 |
0.9% |
97% |
True |
False |
65,401 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0088 |
0.8% |
97% |
True |
False |
52,333 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0075 |
0.7% |
97% |
True |
False |
43,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0735 |
|
1.618 |
1.0675 |
|
1.000 |
1.0638 |
|
0.618 |
1.0615 |
|
HIGH |
1.0578 |
|
0.618 |
1.0555 |
|
0.500 |
1.0548 |
|
0.382 |
1.0541 |
|
LOW |
1.0518 |
|
0.618 |
1.0481 |
|
1.000 |
1.0458 |
|
1.618 |
1.0421 |
|
2.618 |
1.0361 |
|
4.250 |
1.0263 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0540 |
| PP |
1.0546 |
1.0537 |
| S1 |
1.0544 |
1.0535 |
|