CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0000 |
1.0108 |
0.0108 |
1.1% |
1.0046 |
| High |
1.0087 |
1.0126 |
0.0039 |
0.4% |
1.0120 |
| Low |
0.9993 |
1.0086 |
0.0093 |
0.9% |
0.9980 |
| Close |
1.0087 |
1.0118 |
0.0031 |
0.3% |
1.0087 |
| Range |
0.0094 |
0.0040 |
-0.0054 |
-57.4% |
0.0140 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
35 |
58 |
23 |
65.7% |
192 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0214 |
1.0140 |
|
| R3 |
1.0190 |
1.0174 |
1.0129 |
|
| R2 |
1.0150 |
1.0150 |
1.0125 |
|
| R1 |
1.0134 |
1.0134 |
1.0122 |
1.0142 |
| PP |
1.0110 |
1.0110 |
1.0110 |
1.0114 |
| S1 |
1.0094 |
1.0094 |
1.0114 |
1.0102 |
| S2 |
1.0070 |
1.0070 |
1.0111 |
|
| S3 |
1.0030 |
1.0054 |
1.0107 |
|
| S4 |
0.9990 |
1.0014 |
1.0096 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0425 |
1.0164 |
|
| R3 |
1.0342 |
1.0285 |
1.0126 |
|
| R2 |
1.0202 |
1.0202 |
1.0113 |
|
| R1 |
1.0145 |
1.0145 |
1.0100 |
1.0174 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0077 |
| S1 |
1.0005 |
1.0005 |
1.0074 |
1.0034 |
| S2 |
0.9922 |
0.9922 |
1.0061 |
|
| S3 |
0.9782 |
0.9865 |
1.0049 |
|
| S4 |
0.9642 |
0.9725 |
1.0010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0126 |
0.9980 |
0.0146 |
1.4% |
0.0054 |
0.5% |
95% |
True |
False |
25 |
| 10 |
1.0172 |
0.9980 |
0.0192 |
1.9% |
0.0050 |
0.5% |
72% |
False |
False |
60 |
| 20 |
1.0172 |
0.9836 |
0.0336 |
3.3% |
0.0060 |
0.6% |
84% |
False |
False |
129 |
| 40 |
1.0172 |
0.9545 |
0.0627 |
6.2% |
0.0043 |
0.4% |
91% |
False |
False |
66 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0029 |
0.3% |
82% |
False |
False |
46 |
| 80 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0022 |
0.2% |
82% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0296 |
|
2.618 |
1.0231 |
|
1.618 |
1.0191 |
|
1.000 |
1.0166 |
|
0.618 |
1.0151 |
|
HIGH |
1.0126 |
|
0.618 |
1.0111 |
|
0.500 |
1.0106 |
|
0.382 |
1.0101 |
|
LOW |
1.0086 |
|
0.618 |
1.0061 |
|
1.000 |
1.0046 |
|
1.618 |
1.0021 |
|
2.618 |
0.9981 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0096 |
| PP |
1.0110 |
1.0075 |
| S1 |
1.0106 |
1.0053 |
|