CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0415 |
1.0456 |
0.0041 |
0.4% |
1.0526 |
| High |
1.0495 |
1.0492 |
-0.0003 |
0.0% |
1.0540 |
| Low |
1.0414 |
1.0386 |
-0.0028 |
-0.3% |
1.0383 |
| Close |
1.0454 |
1.0486 |
0.0032 |
0.3% |
1.0394 |
| Range |
0.0081 |
0.0106 |
0.0025 |
30.9% |
0.0157 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.0% |
0.0000 |
| Volume |
110,353 |
165,945 |
55,592 |
50.4% |
488,841 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0773 |
1.0735 |
1.0544 |
|
| R3 |
1.0667 |
1.0629 |
1.0515 |
|
| R2 |
1.0561 |
1.0561 |
1.0505 |
|
| R1 |
1.0523 |
1.0523 |
1.0496 |
1.0542 |
| PP |
1.0455 |
1.0455 |
1.0455 |
1.0464 |
| S1 |
1.0417 |
1.0417 |
1.0476 |
1.0436 |
| S2 |
1.0349 |
1.0349 |
1.0467 |
|
| S3 |
1.0243 |
1.0311 |
1.0457 |
|
| S4 |
1.0137 |
1.0205 |
1.0428 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0809 |
1.0480 |
|
| R3 |
1.0753 |
1.0652 |
1.0437 |
|
| R2 |
1.0596 |
1.0596 |
1.0423 |
|
| R1 |
1.0495 |
1.0495 |
1.0408 |
1.0467 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0425 |
| S1 |
1.0338 |
1.0338 |
1.0380 |
1.0310 |
| S2 |
1.0282 |
1.0282 |
1.0365 |
|
| S3 |
1.0125 |
1.0181 |
1.0351 |
|
| S4 |
0.9968 |
1.0024 |
1.0308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0500 |
1.0383 |
0.0117 |
1.1% |
0.0081 |
0.8% |
88% |
False |
False |
114,245 |
| 10 |
1.0578 |
1.0383 |
0.0195 |
1.9% |
0.0075 |
0.7% |
53% |
False |
False |
108,441 |
| 20 |
1.0578 |
1.0245 |
0.0333 |
3.2% |
0.0081 |
0.8% |
72% |
False |
False |
120,268 |
| 40 |
1.0578 |
0.9924 |
0.0654 |
6.2% |
0.0091 |
0.9% |
86% |
False |
False |
122,188 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0098 |
0.9% |
91% |
False |
False |
103,435 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0094 |
0.9% |
91% |
False |
False |
77,617 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0089 |
0.8% |
91% |
False |
False |
62,107 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0081 |
0.8% |
91% |
False |
False |
51,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0943 |
|
2.618 |
1.0770 |
|
1.618 |
1.0664 |
|
1.000 |
1.0598 |
|
0.618 |
1.0558 |
|
HIGH |
1.0492 |
|
0.618 |
1.0452 |
|
0.500 |
1.0439 |
|
0.382 |
1.0426 |
|
LOW |
1.0386 |
|
0.618 |
1.0320 |
|
1.000 |
1.0280 |
|
1.618 |
1.0214 |
|
2.618 |
1.0108 |
|
4.250 |
0.9936 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0470 |
1.0471 |
| PP |
1.0455 |
1.0456 |
| S1 |
1.0439 |
1.0441 |
|