CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0183 |
1.0220 |
0.0037 |
0.4% |
0.9976 |
| High |
1.0224 |
1.0261 |
0.0037 |
0.4% |
1.0185 |
| Low |
1.0159 |
1.0174 |
0.0015 |
0.1% |
0.9894 |
| Close |
1.0215 |
1.0224 |
0.0009 |
0.1% |
1.0169 |
| Range |
0.0065 |
0.0087 |
0.0022 |
33.8% |
0.0291 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
79,882 |
502 |
-79,380 |
-99.4% |
676,590 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0439 |
1.0272 |
|
| R3 |
1.0394 |
1.0352 |
1.0248 |
|
| R2 |
1.0307 |
1.0307 |
1.0240 |
|
| R1 |
1.0265 |
1.0265 |
1.0232 |
1.0286 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0230 |
| S1 |
1.0178 |
1.0178 |
1.0216 |
1.0199 |
| S2 |
1.0133 |
1.0133 |
1.0208 |
|
| S3 |
1.0046 |
1.0091 |
1.0200 |
|
| S4 |
0.9959 |
1.0004 |
1.0176 |
|
|
| 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 |
1.0261 |
0.9924 |
0.0337 |
3.3% |
0.0117 |
1.1% |
89% |
True |
False |
104,751 |
| 10 |
1.0261 |
0.9894 |
0.0367 |
3.6% |
0.0108 |
1.1% |
90% |
True |
False |
118,617 |
| 20 |
1.0261 |
0.9739 |
0.0522 |
5.1% |
0.0107 |
1.1% |
93% |
True |
False |
96,224 |
| 40 |
1.0261 |
0.9499 |
0.0762 |
7.5% |
0.0100 |
1.0% |
95% |
True |
False |
48,615 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.1% |
0.0090 |
0.9% |
88% |
False |
False |
32,435 |
| 80 |
1.0410 |
0.9499 |
0.0911 |
8.9% |
0.0083 |
0.8% |
80% |
False |
False |
24,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0631 |
|
2.618 |
1.0489 |
|
1.618 |
1.0402 |
|
1.000 |
1.0348 |
|
0.618 |
1.0315 |
|
HIGH |
1.0261 |
|
0.618 |
1.0228 |
|
0.500 |
1.0218 |
|
0.382 |
1.0207 |
|
LOW |
1.0174 |
|
0.618 |
1.0120 |
|
1.000 |
1.0087 |
|
1.618 |
1.0033 |
|
2.618 |
0.9946 |
|
4.250 |
0.9804 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0222 |
1.0216 |
| PP |
1.0220 |
1.0209 |
| S1 |
1.0218 |
1.0201 |
|