CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 12-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2012 |
12-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0424 |
0.0097 |
0.9% |
1.0284 |
| High |
1.0444 |
1.0502 |
0.0058 |
0.6% |
1.0393 |
| Low |
1.0318 |
1.0422 |
0.0104 |
1.0% |
1.0155 |
| Close |
1.0431 |
1.0451 |
0.0020 |
0.2% |
1.0386 |
| Range |
0.0126 |
0.0080 |
-0.0046 |
-36.5% |
0.0238 |
| ATR |
0.0087 |
0.0087 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
136,788 |
175,779 |
38,991 |
28.5% |
667,246 |
|
| Daily Pivots for day following 12-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0698 |
1.0655 |
1.0495 |
|
| R3 |
1.0618 |
1.0575 |
1.0473 |
|
| R2 |
1.0538 |
1.0538 |
1.0466 |
|
| R1 |
1.0495 |
1.0495 |
1.0458 |
1.0517 |
| PP |
1.0458 |
1.0458 |
1.0458 |
1.0469 |
| S1 |
1.0415 |
1.0415 |
1.0444 |
1.0437 |
| S2 |
1.0378 |
1.0378 |
1.0436 |
|
| S3 |
1.0298 |
1.0335 |
1.0429 |
|
| S4 |
1.0218 |
1.0255 |
1.0407 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0944 |
1.0517 |
|
| R3 |
1.0787 |
1.0706 |
1.0451 |
|
| R2 |
1.0549 |
1.0549 |
1.0430 |
|
| R1 |
1.0468 |
1.0468 |
1.0408 |
1.0509 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0332 |
| S1 |
1.0230 |
1.0230 |
1.0364 |
1.0271 |
| S2 |
1.0073 |
1.0073 |
1.0342 |
|
| S3 |
0.9835 |
0.9992 |
1.0321 |
|
| S4 |
0.9597 |
0.9754 |
1.0255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0502 |
1.0157 |
0.0345 |
3.3% |
0.0104 |
1.0% |
85% |
True |
False |
149,699 |
| 10 |
1.0502 |
1.0155 |
0.0347 |
3.3% |
0.0088 |
0.8% |
85% |
True |
False |
137,600 |
| 20 |
1.0523 |
1.0155 |
0.0368 |
3.5% |
0.0081 |
0.8% |
80% |
False |
False |
123,953 |
| 40 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0085 |
0.8% |
72% |
False |
False |
126,869 |
| 60 |
1.0578 |
0.9894 |
0.0684 |
6.5% |
0.0091 |
0.9% |
81% |
False |
False |
126,283 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0095 |
0.9% |
88% |
False |
False |
100,323 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0091 |
0.9% |
88% |
False |
False |
80,279 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0087 |
0.8% |
88% |
False |
False |
66,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0842 |
|
2.618 |
1.0711 |
|
1.618 |
1.0631 |
|
1.000 |
1.0582 |
|
0.618 |
1.0551 |
|
HIGH |
1.0502 |
|
0.618 |
1.0471 |
|
0.500 |
1.0462 |
|
0.382 |
1.0453 |
|
LOW |
1.0422 |
|
0.618 |
1.0373 |
|
1.000 |
1.0342 |
|
1.618 |
1.0293 |
|
2.618 |
1.0213 |
|
4.250 |
1.0082 |
|
|
| Fisher Pivots for day following 12-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0462 |
1.0437 |
| PP |
1.0458 |
1.0424 |
| S1 |
1.0455 |
1.0410 |
|