CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0545 |
1.0554 |
0.0009 |
0.1% |
1.0363 |
| High |
1.0625 |
1.0564 |
-0.0061 |
-0.6% |
1.0625 |
| Low |
1.0528 |
1.0496 |
-0.0032 |
-0.3% |
1.0318 |
| Close |
1.0564 |
1.0499 |
-0.0065 |
-0.6% |
1.0564 |
| Range |
0.0097 |
0.0068 |
-0.0029 |
-29.9% |
0.0307 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
41,869 |
1,869 |
-40,000 |
-95.5% |
613,582 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0724 |
1.0679 |
1.0536 |
|
| R3 |
1.0656 |
1.0611 |
1.0518 |
|
| R2 |
1.0588 |
1.0588 |
1.0511 |
|
| R1 |
1.0543 |
1.0543 |
1.0505 |
1.0532 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0514 |
| S1 |
1.0475 |
1.0475 |
1.0493 |
1.0464 |
| S2 |
1.0452 |
1.0452 |
1.0487 |
|
| S3 |
1.0384 |
1.0407 |
1.0480 |
|
| S4 |
1.0316 |
1.0339 |
1.0462 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1423 |
1.1301 |
1.0733 |
|
| R3 |
1.1116 |
1.0994 |
1.0648 |
|
| R2 |
1.0809 |
1.0809 |
1.0620 |
|
| R1 |
1.0687 |
1.0687 |
1.0592 |
1.0748 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0533 |
| S1 |
1.0380 |
1.0380 |
1.0536 |
1.0441 |
| S2 |
1.0195 |
1.0195 |
1.0508 |
|
| S3 |
0.9888 |
1.0073 |
1.0480 |
|
| S4 |
0.9581 |
0.9766 |
1.0395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0625 |
1.0318 |
0.0307 |
2.9% |
0.0109 |
1.0% |
59% |
False |
False |
105,794 |
| 10 |
1.0625 |
1.0155 |
0.0470 |
4.5% |
0.0103 |
1.0% |
73% |
False |
False |
128,269 |
| 20 |
1.0625 |
1.0155 |
0.0470 |
4.5% |
0.0087 |
0.8% |
73% |
False |
False |
120,160 |
| 40 |
1.0625 |
1.0125 |
0.0500 |
4.8% |
0.0088 |
0.8% |
75% |
False |
False |
122,898 |
| 60 |
1.0625 |
0.9894 |
0.0731 |
7.0% |
0.0090 |
0.9% |
83% |
False |
False |
121,793 |
| 80 |
1.0625 |
0.9499 |
0.1126 |
10.7% |
0.0096 |
0.9% |
89% |
False |
False |
103,018 |
| 100 |
1.0625 |
0.9499 |
0.1126 |
10.7% |
0.0092 |
0.9% |
89% |
False |
False |
82,442 |
| 120 |
1.0625 |
0.9499 |
0.1126 |
10.7% |
0.0088 |
0.8% |
89% |
False |
False |
68,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0853 |
|
2.618 |
1.0742 |
|
1.618 |
1.0674 |
|
1.000 |
1.0632 |
|
0.618 |
1.0606 |
|
HIGH |
1.0564 |
|
0.618 |
1.0538 |
|
0.500 |
1.0530 |
|
0.382 |
1.0522 |
|
LOW |
1.0496 |
|
0.618 |
1.0454 |
|
1.000 |
1.0428 |
|
1.618 |
1.0386 |
|
2.618 |
1.0318 |
|
4.250 |
1.0207 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0530 |
1.0509 |
| PP |
1.0520 |
1.0505 |
| S1 |
1.0509 |
1.0502 |
|