CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0331 |
1.0279 |
-0.0052 |
-0.5% |
1.0405 |
| High |
1.0333 |
1.0341 |
0.0008 |
0.1% |
1.0406 |
| Low |
1.0276 |
1.0263 |
-0.0013 |
-0.1% |
1.0263 |
| Close |
1.0280 |
1.0311 |
0.0031 |
0.3% |
1.0311 |
| Range |
0.0057 |
0.0078 |
0.0021 |
36.8% |
0.0143 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
0.0% |
0.0000 |
| Volume |
83,449 |
139,214 |
55,765 |
66.8% |
468,441 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0503 |
1.0354 |
|
| R3 |
1.0461 |
1.0425 |
1.0332 |
|
| R2 |
1.0383 |
1.0383 |
1.0325 |
|
| R1 |
1.0347 |
1.0347 |
1.0318 |
1.0365 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0314 |
| S1 |
1.0269 |
1.0269 |
1.0304 |
1.0287 |
| S2 |
1.0227 |
1.0227 |
1.0297 |
|
| S3 |
1.0149 |
1.0191 |
1.0290 |
|
| S4 |
1.0071 |
1.0113 |
1.0268 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0756 |
1.0676 |
1.0390 |
|
| R3 |
1.0613 |
1.0533 |
1.0350 |
|
| R2 |
1.0470 |
1.0470 |
1.0337 |
|
| R1 |
1.0390 |
1.0390 |
1.0324 |
1.0359 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0311 |
| S1 |
1.0247 |
1.0247 |
1.0298 |
1.0216 |
| S2 |
1.0184 |
1.0184 |
1.0285 |
|
| S3 |
1.0041 |
1.0104 |
1.0272 |
|
| S4 |
0.9898 |
0.9961 |
1.0232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0406 |
1.0263 |
0.0143 |
1.4% |
0.0058 |
0.6% |
34% |
False |
True |
93,688 |
| 10 |
1.0523 |
1.0263 |
0.0260 |
2.5% |
0.0071 |
0.7% |
18% |
False |
True |
112,051 |
| 20 |
1.0578 |
1.0263 |
0.0315 |
3.1% |
0.0069 |
0.7% |
15% |
False |
True |
105,571 |
| 40 |
1.0578 |
1.0040 |
0.0538 |
5.2% |
0.0084 |
0.8% |
50% |
False |
False |
122,306 |
| 60 |
1.0578 |
0.9739 |
0.0839 |
8.1% |
0.0092 |
0.9% |
68% |
False |
False |
115,557 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0093 |
0.9% |
75% |
False |
False |
87,008 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0088 |
0.9% |
75% |
False |
False |
69,622 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0084 |
0.8% |
75% |
False |
False |
58,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0673 |
|
2.618 |
1.0545 |
|
1.618 |
1.0467 |
|
1.000 |
1.0419 |
|
0.618 |
1.0389 |
|
HIGH |
1.0341 |
|
0.618 |
1.0311 |
|
0.500 |
1.0302 |
|
0.382 |
1.0293 |
|
LOW |
1.0263 |
|
0.618 |
1.0215 |
|
1.000 |
1.0185 |
|
1.618 |
1.0137 |
|
2.618 |
1.0059 |
|
4.250 |
0.9932 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0322 |
| PP |
1.0305 |
1.0318 |
| S1 |
1.0302 |
1.0315 |
|