CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0137 |
1.0095 |
-0.0042 |
-0.4% |
1.0108 |
| High |
1.0173 |
1.0202 |
0.0029 |
0.3% |
1.0298 |
| Low |
1.0095 |
1.0095 |
0.0000 |
0.0% |
1.0086 |
| Close |
1.0101 |
1.0200 |
0.0099 |
1.0% |
1.0241 |
| Range |
0.0078 |
0.0107 |
0.0029 |
37.2% |
0.0212 |
| ATR |
0.0074 |
0.0076 |
0.0002 |
3.2% |
0.0000 |
| Volume |
76 |
97 |
21 |
27.6% |
240 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0487 |
1.0450 |
1.0259 |
|
| R3 |
1.0380 |
1.0343 |
1.0229 |
|
| R2 |
1.0273 |
1.0273 |
1.0220 |
|
| R1 |
1.0236 |
1.0236 |
1.0210 |
1.0255 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0175 |
| S1 |
1.0129 |
1.0129 |
1.0190 |
1.0148 |
| S2 |
1.0059 |
1.0059 |
1.0180 |
|
| S3 |
0.9952 |
1.0022 |
1.0171 |
|
| S4 |
0.9845 |
0.9915 |
1.0141 |
|
|
| 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% |
0.0069 |
0.7% |
52% |
False |
True |
77 |
| 10 |
1.0298 |
0.9980 |
0.0318 |
3.1% |
0.0070 |
0.7% |
69% |
False |
False |
58 |
| 20 |
1.0298 |
0.9867 |
0.0431 |
4.2% |
0.0060 |
0.6% |
77% |
False |
False |
56 |
| 40 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0054 |
0.5% |
87% |
False |
False |
78 |
| 60 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0037 |
0.4% |
87% |
False |
False |
54 |
| 80 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0028 |
0.3% |
87% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0657 |
|
2.618 |
1.0482 |
|
1.618 |
1.0375 |
|
1.000 |
1.0309 |
|
0.618 |
1.0268 |
|
HIGH |
1.0202 |
|
0.618 |
1.0161 |
|
0.500 |
1.0149 |
|
0.382 |
1.0136 |
|
LOW |
1.0095 |
|
0.618 |
1.0029 |
|
1.000 |
0.9988 |
|
1.618 |
0.9922 |
|
2.618 |
0.9815 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0183 |
1.0183 |
| PP |
1.0166 |
1.0166 |
| S1 |
1.0149 |
1.0149 |
|