CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0176 |
1.0137 |
-0.0039 |
-0.4% |
1.0108 |
| High |
1.0176 |
1.0173 |
-0.0003 |
0.0% |
1.0298 |
| Low |
1.0127 |
1.0095 |
-0.0032 |
-0.3% |
1.0086 |
| Close |
1.0138 |
1.0101 |
-0.0037 |
-0.4% |
1.0241 |
| Range |
0.0049 |
0.0078 |
0.0029 |
59.2% |
0.0212 |
| ATR |
0.0073 |
0.0074 |
0.0000 |
0.5% |
0.0000 |
| Volume |
135 |
76 |
-59 |
-43.7% |
240 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0357 |
1.0307 |
1.0144 |
|
| R3 |
1.0279 |
1.0229 |
1.0122 |
|
| R2 |
1.0201 |
1.0201 |
1.0115 |
|
| R1 |
1.0151 |
1.0151 |
1.0108 |
1.0137 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0116 |
| S1 |
1.0073 |
1.0073 |
1.0094 |
1.0059 |
| S2 |
1.0045 |
1.0045 |
1.0087 |
|
| S3 |
0.9967 |
0.9995 |
1.0080 |
|
| S4 |
0.9889 |
0.9917 |
1.0058 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0844 |
1.0755 |
1.0358 |
|
| R3 |
1.0632 |
1.0543 |
1.0299 |
|
| R2 |
1.0420 |
1.0420 |
1.0280 |
|
| R1 |
1.0331 |
1.0331 |
1.0260 |
1.0376 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0231 |
| S1 |
1.0119 |
1.0119 |
1.0222 |
1.0164 |
| S2 |
0.9996 |
0.9996 |
1.0202 |
|
| S3 |
0.9784 |
0.9907 |
1.0183 |
|
| S4 |
0.9572 |
0.9695 |
1.0124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0298 |
1.0095 |
0.0203 |
2.0% |
0.0062 |
0.6% |
3% |
False |
True |
70 |
| 10 |
1.0298 |
0.9980 |
0.0318 |
3.1% |
0.0063 |
0.6% |
38% |
False |
False |
49 |
| 20 |
1.0298 |
0.9867 |
0.0431 |
4.3% |
0.0054 |
0.5% |
54% |
False |
False |
79 |
| 40 |
1.0298 |
0.9545 |
0.0753 |
7.5% |
0.0051 |
0.5% |
74% |
False |
False |
76 |
| 60 |
1.0298 |
0.9545 |
0.0753 |
7.5% |
0.0036 |
0.4% |
74% |
False |
False |
52 |
| 80 |
1.0298 |
0.9545 |
0.0753 |
7.5% |
0.0027 |
0.3% |
74% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0505 |
|
2.618 |
1.0377 |
|
1.618 |
1.0299 |
|
1.000 |
1.0251 |
|
0.618 |
1.0221 |
|
HIGH |
1.0173 |
|
0.618 |
1.0143 |
|
0.500 |
1.0134 |
|
0.382 |
1.0125 |
|
LOW |
1.0095 |
|
0.618 |
1.0047 |
|
1.000 |
1.0017 |
|
1.618 |
0.9969 |
|
2.618 |
0.9891 |
|
4.250 |
0.9764 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0134 |
1.0191 |
| PP |
1.0123 |
1.0161 |
| S1 |
1.0112 |
1.0131 |
|