CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0198 |
1.0131 |
-0.0067 |
-0.7% |
1.0301 |
| High |
1.0228 |
1.0132 |
-0.0096 |
-0.9% |
1.0301 |
| Low |
1.0121 |
1.0077 |
-0.0044 |
-0.4% |
1.0179 |
| Close |
1.0132 |
1.0099 |
-0.0033 |
-0.3% |
1.0228 |
| Range |
0.0107 |
0.0055 |
-0.0052 |
-48.6% |
0.0122 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
6,745 |
6,622 |
-123 |
-1.8% |
2,608 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0238 |
1.0129 |
|
| R3 |
1.0213 |
1.0183 |
1.0114 |
|
| R2 |
1.0158 |
1.0158 |
1.0109 |
|
| R1 |
1.0128 |
1.0128 |
1.0104 |
1.0116 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0096 |
| S1 |
1.0073 |
1.0073 |
1.0094 |
1.0061 |
| S2 |
1.0048 |
1.0048 |
1.0089 |
|
| S3 |
0.9993 |
1.0018 |
1.0084 |
|
| S4 |
0.9938 |
0.9963 |
1.0069 |
|
|
| 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 |
1.0295 |
1.0077 |
0.0218 |
2.2% |
0.0070 |
0.7% |
10% |
False |
True |
3,079 |
| 10 |
1.0430 |
1.0077 |
0.0353 |
3.5% |
0.0070 |
0.7% |
6% |
False |
True |
1,747 |
| 20 |
1.0493 |
1.0077 |
0.0416 |
4.1% |
0.0063 |
0.6% |
5% |
False |
True |
918 |
| 40 |
1.0493 |
0.9980 |
0.0513 |
5.1% |
0.0066 |
0.7% |
23% |
False |
False |
487 |
| 60 |
1.0493 |
0.9788 |
0.0705 |
7.0% |
0.0062 |
0.6% |
44% |
False |
False |
366 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.4% |
0.0052 |
0.5% |
58% |
False |
False |
276 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.4% |
0.0042 |
0.4% |
58% |
False |
False |
222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0366 |
|
2.618 |
1.0276 |
|
1.618 |
1.0221 |
|
1.000 |
1.0187 |
|
0.618 |
1.0166 |
|
HIGH |
1.0132 |
|
0.618 |
1.0111 |
|
0.500 |
1.0105 |
|
0.382 |
1.0098 |
|
LOW |
1.0077 |
|
0.618 |
1.0043 |
|
1.000 |
1.0022 |
|
1.618 |
0.9988 |
|
2.618 |
0.9933 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0165 |
| PP |
1.0103 |
1.0143 |
| S1 |
1.0101 |
1.0121 |
|