CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 03-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2012 |
03-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0183 |
-0.0005 |
0.0% |
0.9976 |
| High |
1.0207 |
1.0224 |
0.0017 |
0.2% |
1.0185 |
| Low |
1.0141 |
1.0159 |
0.0018 |
0.2% |
0.9894 |
| Close |
1.0189 |
1.0215 |
0.0026 |
0.3% |
1.0169 |
| Range |
0.0066 |
0.0065 |
-0.0001 |
-1.5% |
0.0291 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
110,762 |
79,882 |
-30,880 |
-27.9% |
676,590 |
|
| Daily Pivots for day following 03-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0370 |
1.0251 |
|
| R3 |
1.0329 |
1.0305 |
1.0233 |
|
| R2 |
1.0264 |
1.0264 |
1.0227 |
|
| R1 |
1.0240 |
1.0240 |
1.0221 |
1.0252 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0206 |
| S1 |
1.0175 |
1.0175 |
1.0209 |
1.0187 |
| S2 |
1.0134 |
1.0134 |
1.0203 |
|
| S3 |
1.0069 |
1.0110 |
1.0197 |
|
| S4 |
1.0004 |
1.0045 |
1.0179 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0956 |
1.0853 |
1.0329 |
|
| R3 |
1.0665 |
1.0562 |
1.0249 |
|
| R2 |
1.0374 |
1.0374 |
1.0222 |
|
| R1 |
1.0271 |
1.0271 |
1.0196 |
1.0323 |
| PP |
1.0083 |
1.0083 |
1.0083 |
1.0108 |
| S1 |
0.9980 |
0.9980 |
1.0142 |
1.0032 |
| S2 |
0.9792 |
0.9792 |
1.0116 |
|
| S3 |
0.9501 |
0.9689 |
1.0089 |
|
| S4 |
0.9210 |
0.9398 |
1.0009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0224 |
0.9924 |
0.0300 |
2.9% |
0.0109 |
1.1% |
97% |
True |
False |
124,548 |
| 10 |
1.0224 |
0.9894 |
0.0330 |
3.2% |
0.0108 |
1.1% |
97% |
True |
False |
135,421 |
| 20 |
1.0224 |
0.9659 |
0.0565 |
5.5% |
0.0112 |
1.1% |
98% |
True |
False |
96,746 |
| 40 |
1.0224 |
0.9499 |
0.0725 |
7.1% |
0.0100 |
1.0% |
99% |
True |
False |
48,606 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.1% |
0.0090 |
0.9% |
87% |
False |
False |
32,427 |
| 80 |
1.0410 |
0.9499 |
0.0911 |
8.9% |
0.0082 |
0.8% |
79% |
False |
False |
24,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0500 |
|
2.618 |
1.0394 |
|
1.618 |
1.0329 |
|
1.000 |
1.0289 |
|
0.618 |
1.0264 |
|
HIGH |
1.0224 |
|
0.618 |
1.0199 |
|
0.500 |
1.0192 |
|
0.382 |
1.0184 |
|
LOW |
1.0159 |
|
0.618 |
1.0119 |
|
1.000 |
1.0094 |
|
1.618 |
1.0054 |
|
2.618 |
0.9989 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 03-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0172 |
| PP |
1.0199 |
1.0129 |
| S1 |
1.0192 |
1.0086 |
|