CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0200 |
-0.0038 |
-0.4% |
1.0301 |
| High |
1.0244 |
1.0253 |
0.0009 |
0.1% |
1.0301 |
| Low |
1.0180 |
1.0179 |
-0.0001 |
0.0% |
1.0179 |
| Close |
1.0201 |
1.0228 |
0.0027 |
0.3% |
1.0228 |
| Range |
0.0064 |
0.0074 |
0.0010 |
15.6% |
0.0122 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.7% |
0.0000 |
| Volume |
184 |
1,448 |
1,264 |
687.0% |
2,608 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0442 |
1.0409 |
1.0269 |
|
| R3 |
1.0368 |
1.0335 |
1.0248 |
|
| R2 |
1.0294 |
1.0294 |
1.0242 |
|
| R1 |
1.0261 |
1.0261 |
1.0235 |
1.0278 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0228 |
| S1 |
1.0187 |
1.0187 |
1.0221 |
1.0204 |
| S2 |
1.0146 |
1.0146 |
1.0214 |
|
| S3 |
1.0072 |
1.0113 |
1.0208 |
|
| S4 |
0.9998 |
1.0039 |
1.0187 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0537 |
1.0295 |
|
| R3 |
1.0480 |
1.0415 |
1.0262 |
|
| R2 |
1.0358 |
1.0358 |
1.0250 |
|
| R1 |
1.0293 |
1.0293 |
1.0239 |
1.0265 |
| PP |
1.0236 |
1.0236 |
1.0236 |
1.0222 |
| S1 |
1.0171 |
1.0171 |
1.0217 |
1.0143 |
| S2 |
1.0114 |
1.0114 |
1.0206 |
|
| S3 |
0.9992 |
1.0049 |
1.0194 |
|
| S4 |
0.9870 |
0.9927 |
1.0161 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0301 |
1.0179 |
0.0122 |
1.2% |
0.0057 |
0.6% |
40% |
False |
True |
521 |
| 10 |
1.0430 |
1.0179 |
0.0251 |
2.5% |
0.0063 |
0.6% |
20% |
False |
True |
429 |
| 20 |
1.0493 |
1.0179 |
0.0314 |
3.1% |
0.0059 |
0.6% |
16% |
False |
True |
257 |
| 40 |
1.0493 |
0.9980 |
0.0513 |
5.0% |
0.0063 |
0.6% |
48% |
False |
False |
156 |
| 60 |
1.0493 |
0.9709 |
0.0784 |
7.7% |
0.0061 |
0.6% |
66% |
False |
False |
144 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.3% |
0.0050 |
0.5% |
72% |
False |
False |
109 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.3% |
0.0040 |
0.4% |
72% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0447 |
|
1.618 |
1.0373 |
|
1.000 |
1.0327 |
|
0.618 |
1.0299 |
|
HIGH |
1.0253 |
|
0.618 |
1.0225 |
|
0.500 |
1.0216 |
|
0.382 |
1.0207 |
|
LOW |
1.0179 |
|
0.618 |
1.0133 |
|
1.000 |
1.0105 |
|
1.618 |
1.0059 |
|
2.618 |
0.9985 |
|
4.250 |
0.9865 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0237 |
| PP |
1.0220 |
1.0234 |
| S1 |
1.0216 |
1.0231 |
|