CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0118 |
-0.0102 |
-1.0% |
1.0188 |
| High |
1.0224 |
1.0147 |
-0.0077 |
-0.8% |
1.0261 |
| Low |
1.0112 |
1.0089 |
-0.0023 |
-0.2% |
1.0112 |
| Close |
1.0124 |
1.0132 |
0.0008 |
0.1% |
1.0124 |
| Range |
0.0112 |
0.0058 |
-0.0054 |
-48.2% |
0.0149 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
123,861 |
98,071 |
-25,790 |
-20.8% |
315,007 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0272 |
1.0164 |
|
| R3 |
1.0239 |
1.0214 |
1.0148 |
|
| R2 |
1.0181 |
1.0181 |
1.0143 |
|
| R1 |
1.0156 |
1.0156 |
1.0137 |
1.0169 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0129 |
| S1 |
1.0098 |
1.0098 |
1.0127 |
1.0111 |
| S2 |
1.0065 |
1.0065 |
1.0121 |
|
| S3 |
1.0007 |
1.0040 |
1.0116 |
|
| S4 |
0.9949 |
0.9982 |
1.0100 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0613 |
1.0517 |
1.0206 |
|
| R3 |
1.0464 |
1.0368 |
1.0165 |
|
| R2 |
1.0315 |
1.0315 |
1.0151 |
|
| R1 |
1.0219 |
1.0219 |
1.0138 |
1.0193 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0152 |
| S1 |
1.0070 |
1.0070 |
1.0110 |
1.0044 |
| S2 |
1.0017 |
1.0017 |
1.0097 |
|
| S3 |
0.9868 |
0.9921 |
1.0083 |
|
| S4 |
0.9719 |
0.9772 |
1.0042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0261 |
1.0089 |
0.0172 |
1.7% |
0.0078 |
0.8% |
25% |
False |
True |
82,615 |
| 10 |
1.0261 |
0.9894 |
0.0367 |
3.6% |
0.0100 |
1.0% |
65% |
False |
False |
108,966 |
| 20 |
1.0261 |
0.9766 |
0.0495 |
4.9% |
0.0104 |
1.0% |
74% |
False |
False |
106,615 |
| 40 |
1.0261 |
0.9499 |
0.0762 |
7.5% |
0.0101 |
1.0% |
83% |
False |
False |
54,158 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.2% |
0.0090 |
0.9% |
77% |
False |
False |
36,133 |
| 80 |
1.0410 |
0.9499 |
0.0911 |
9.0% |
0.0085 |
0.8% |
69% |
False |
False |
27,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0299 |
|
1.618 |
1.0241 |
|
1.000 |
1.0205 |
|
0.618 |
1.0183 |
|
HIGH |
1.0147 |
|
0.618 |
1.0125 |
|
0.500 |
1.0118 |
|
0.382 |
1.0111 |
|
LOW |
1.0089 |
|
0.618 |
1.0053 |
|
1.000 |
1.0031 |
|
1.618 |
0.9995 |
|
2.618 |
0.9937 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0127 |
1.0175 |
| PP |
1.0123 |
1.0161 |
| S1 |
1.0118 |
1.0146 |
|