CME Australian Dollar Future June 2013
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0010 |
-0.0070 |
-0.7% |
1.0121 |
| High |
1.0080 |
1.0014 |
-0.0066 |
-0.7% |
1.0121 |
| Low |
1.0080 |
0.9988 |
-0.0092 |
-0.9% |
1.0055 |
| Close |
1.0080 |
0.9988 |
-0.0092 |
-0.9% |
1.0080 |
| Range |
0.0000 |
0.0026 |
0.0026 |
|
0.0066 |
| ATR |
0.0030 |
0.0034 |
0.0004 |
15.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0057 |
1.0002 |
|
| R3 |
1.0049 |
1.0031 |
0.9995 |
|
| R2 |
1.0023 |
1.0023 |
0.9993 |
|
| R1 |
1.0005 |
1.0005 |
0.9990 |
1.0001 |
| PP |
0.9997 |
0.9997 |
0.9997 |
0.9995 |
| S1 |
0.9979 |
0.9979 |
0.9986 |
0.9975 |
| S2 |
0.9971 |
0.9971 |
0.9983 |
|
| S3 |
0.9945 |
0.9953 |
0.9981 |
|
| S4 |
0.9919 |
0.9927 |
0.9974 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0248 |
1.0116 |
|
| R3 |
1.0217 |
1.0182 |
1.0098 |
|
| R2 |
1.0151 |
1.0151 |
1.0092 |
|
| R1 |
1.0116 |
1.0116 |
1.0086 |
1.0101 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0078 |
| S1 |
1.0050 |
1.0050 |
1.0074 |
1.0035 |
| S2 |
1.0019 |
1.0019 |
1.0068 |
|
| S3 |
0.9953 |
0.9984 |
1.0062 |
|
| S4 |
0.9887 |
0.9918 |
1.0044 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0125 |
|
2.618 |
1.0082 |
|
1.618 |
1.0056 |
|
1.000 |
1.0040 |
|
0.618 |
1.0030 |
|
HIGH |
1.0014 |
|
0.618 |
1.0004 |
|
0.500 |
1.0001 |
|
0.382 |
0.9998 |
|
LOW |
0.9988 |
|
0.618 |
0.9972 |
|
1.000 |
0.9962 |
|
1.618 |
0.9946 |
|
2.618 |
0.9920 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
1.0034 |
| PP |
0.9997 |
1.0019 |
| S1 |
0.9992 |
1.0003 |
|