CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0301 |
1.0377 |
0.0076 |
0.7% |
1.0377 |
| High |
1.0390 |
1.0406 |
0.0016 |
0.2% |
1.0406 |
| Low |
1.0283 |
1.0298 |
0.0015 |
0.1% |
1.0256 |
| Close |
1.0376 |
1.0303 |
-0.0073 |
-0.7% |
1.0303 |
| Range |
0.0107 |
0.0108 |
0.0001 |
0.9% |
0.0150 |
| ATR |
0.0088 |
0.0090 |
0.0001 |
1.6% |
0.0000 |
| Volume |
117,549 |
128,345 |
10,796 |
9.2% |
563,093 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0589 |
1.0362 |
|
| R3 |
1.0552 |
1.0481 |
1.0333 |
|
| R2 |
1.0444 |
1.0444 |
1.0323 |
|
| R1 |
1.0373 |
1.0373 |
1.0313 |
1.0355 |
| PP |
1.0336 |
1.0336 |
1.0336 |
1.0326 |
| S1 |
1.0265 |
1.0265 |
1.0293 |
1.0247 |
| S2 |
1.0228 |
1.0228 |
1.0283 |
|
| S3 |
1.0120 |
1.0157 |
1.0273 |
|
| S4 |
1.0012 |
1.0049 |
1.0244 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0687 |
1.0386 |
|
| R3 |
1.0622 |
1.0537 |
1.0344 |
|
| R2 |
1.0472 |
1.0472 |
1.0331 |
|
| R1 |
1.0387 |
1.0387 |
1.0317 |
1.0355 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0305 |
| S1 |
1.0237 |
1.0237 |
1.0289 |
1.0205 |
| S2 |
1.0172 |
1.0172 |
1.0276 |
|
| S3 |
1.0022 |
1.0087 |
1.0262 |
|
| S4 |
0.9872 |
0.9937 |
1.0221 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0406 |
1.0256 |
0.0150 |
1.5% |
0.0088 |
0.9% |
31% |
True |
False |
112,618 |
| 10 |
1.0478 |
1.0256 |
0.0222 |
2.2% |
0.0090 |
0.9% |
21% |
False |
False |
113,382 |
| 20 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0097 |
0.9% |
49% |
False |
False |
78,953 |
| 40 |
1.0537 |
1.0077 |
0.0460 |
4.5% |
0.0079 |
0.8% |
49% |
False |
False |
39,572 |
| 60 |
1.0537 |
0.9980 |
0.0557 |
5.4% |
0.0075 |
0.7% |
58% |
False |
False |
26,399 |
| 80 |
1.0537 |
0.9709 |
0.0828 |
8.0% |
0.0070 |
0.7% |
72% |
False |
False |
19,828 |
| 100 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0059 |
0.6% |
76% |
False |
False |
15,863 |
| 120 |
1.0537 |
0.9545 |
0.0992 |
9.6% |
0.0049 |
0.5% |
76% |
False |
False |
13,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0865 |
|
2.618 |
1.0689 |
|
1.618 |
1.0581 |
|
1.000 |
1.0514 |
|
0.618 |
1.0473 |
|
HIGH |
1.0406 |
|
0.618 |
1.0365 |
|
0.500 |
1.0352 |
|
0.382 |
1.0339 |
|
LOW |
1.0298 |
|
0.618 |
1.0231 |
|
1.000 |
1.0190 |
|
1.618 |
1.0123 |
|
2.618 |
1.0015 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0352 |
1.0331 |
| PP |
1.0336 |
1.0322 |
| S1 |
1.0319 |
1.0312 |
|