CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0436 |
1.0400 |
-0.0036 |
-0.3% |
1.0453 |
| High |
1.0442 |
1.0422 |
-0.0020 |
-0.2% |
1.0493 |
| Low |
1.0384 |
1.0365 |
-0.0019 |
-0.2% |
1.0381 |
| Close |
1.0395 |
1.0381 |
-0.0014 |
-0.1% |
1.0447 |
| Range |
0.0058 |
0.0057 |
-0.0001 |
-1.7% |
0.0112 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
44 |
127 |
83 |
188.6% |
274 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0528 |
1.0412 |
|
| R3 |
1.0503 |
1.0471 |
1.0397 |
|
| R2 |
1.0446 |
1.0446 |
1.0391 |
|
| R1 |
1.0414 |
1.0414 |
1.0386 |
1.0402 |
| PP |
1.0389 |
1.0389 |
1.0389 |
1.0383 |
| S1 |
1.0357 |
1.0357 |
1.0376 |
1.0345 |
| S2 |
1.0332 |
1.0332 |
1.0371 |
|
| S3 |
1.0275 |
1.0300 |
1.0365 |
|
| S4 |
1.0218 |
1.0243 |
1.0350 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0724 |
1.0509 |
|
| R3 |
1.0664 |
1.0612 |
1.0478 |
|
| R2 |
1.0552 |
1.0552 |
1.0468 |
|
| R1 |
1.0500 |
1.0500 |
1.0457 |
1.0470 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0426 |
| S1 |
1.0388 |
1.0388 |
1.0437 |
1.0358 |
| S2 |
1.0328 |
1.0328 |
1.0426 |
|
| S3 |
1.0216 |
1.0276 |
1.0416 |
|
| S4 |
1.0104 |
1.0164 |
1.0385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0493 |
1.0365 |
0.0128 |
1.2% |
0.0054 |
0.5% |
13% |
False |
True |
59 |
| 10 |
1.0493 |
1.0324 |
0.0169 |
1.6% |
0.0065 |
0.6% |
34% |
False |
False |
59 |
| 20 |
1.0493 |
1.0095 |
0.0398 |
3.8% |
0.0067 |
0.6% |
72% |
False |
False |
63 |
| 40 |
1.0493 |
0.9836 |
0.0657 |
6.3% |
0.0064 |
0.6% |
83% |
False |
False |
97 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0052 |
0.5% |
88% |
False |
False |
66 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0040 |
0.4% |
88% |
False |
False |
51 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0032 |
0.3% |
88% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0664 |
|
2.618 |
1.0571 |
|
1.618 |
1.0514 |
|
1.000 |
1.0479 |
|
0.618 |
1.0457 |
|
HIGH |
1.0422 |
|
0.618 |
1.0400 |
|
0.500 |
1.0394 |
|
0.382 |
1.0387 |
|
LOW |
1.0365 |
|
0.618 |
1.0330 |
|
1.000 |
1.0308 |
|
1.618 |
1.0273 |
|
2.618 |
1.0216 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0394 |
1.0406 |
| PP |
1.0389 |
1.0398 |
| S1 |
1.0385 |
1.0389 |
|