CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0453 |
0.0123 |
1.2% |
1.0321 |
| High |
1.0435 |
1.0455 |
0.0020 |
0.2% |
1.0450 |
| Low |
1.0330 |
1.0420 |
0.0090 |
0.9% |
1.0321 |
| Close |
1.0431 |
1.0455 |
0.0024 |
0.2% |
1.0431 |
| Range |
0.0105 |
0.0035 |
-0.0070 |
-66.7% |
0.0129 |
| ATR |
0.0080 |
0.0077 |
-0.0003 |
-4.0% |
0.0000 |
| Volume |
96 |
105 |
9 |
9.4% |
252 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0537 |
1.0474 |
|
| R3 |
1.0513 |
1.0502 |
1.0465 |
|
| R2 |
1.0478 |
1.0478 |
1.0461 |
|
| R1 |
1.0467 |
1.0467 |
1.0458 |
1.0473 |
| PP |
1.0443 |
1.0443 |
1.0443 |
1.0446 |
| S1 |
1.0432 |
1.0432 |
1.0452 |
1.0438 |
| S2 |
1.0408 |
1.0408 |
1.0449 |
|
| S3 |
1.0373 |
1.0397 |
1.0445 |
|
| S4 |
1.0338 |
1.0362 |
1.0436 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0788 |
1.0738 |
1.0502 |
|
| R3 |
1.0659 |
1.0609 |
1.0466 |
|
| R2 |
1.0530 |
1.0530 |
1.0455 |
|
| R1 |
1.0480 |
1.0480 |
1.0443 |
1.0505 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0413 |
| S1 |
1.0351 |
1.0351 |
1.0419 |
1.0376 |
| S2 |
1.0272 |
1.0272 |
1.0407 |
|
| S3 |
1.0143 |
1.0222 |
1.0396 |
|
| S4 |
1.0014 |
1.0093 |
1.0360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0455 |
1.0324 |
0.0131 |
1.3% |
0.0076 |
0.7% |
100% |
True |
False |
56 |
| 10 |
1.0455 |
1.0095 |
0.0360 |
3.4% |
0.0080 |
0.8% |
100% |
True |
False |
66 |
| 20 |
1.0455 |
0.9980 |
0.0475 |
4.5% |
0.0068 |
0.7% |
100% |
True |
False |
55 |
| 40 |
1.0455 |
0.9740 |
0.0715 |
6.8% |
0.0062 |
0.6% |
100% |
True |
False |
89 |
| 60 |
1.0455 |
0.9545 |
0.0910 |
8.7% |
0.0048 |
0.5% |
100% |
True |
False |
61 |
| 80 |
1.0455 |
0.9545 |
0.0910 |
8.7% |
0.0036 |
0.3% |
100% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0604 |
|
2.618 |
1.0547 |
|
1.618 |
1.0512 |
|
1.000 |
1.0490 |
|
0.618 |
1.0477 |
|
HIGH |
1.0455 |
|
0.618 |
1.0442 |
|
0.500 |
1.0438 |
|
0.382 |
1.0433 |
|
LOW |
1.0420 |
|
0.618 |
1.0398 |
|
1.000 |
1.0385 |
|
1.618 |
1.0363 |
|
2.618 |
1.0328 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0449 |
1.0433 |
| PP |
1.0443 |
1.0411 |
| S1 |
1.0438 |
1.0390 |
|