CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0142 |
1.0125 |
-0.0017 |
-0.2% |
1.0188 |
| High |
1.0181 |
1.0217 |
0.0036 |
0.4% |
1.0261 |
| Low |
1.0095 |
1.0115 |
0.0020 |
0.2% |
1.0112 |
| Close |
1.0122 |
1.0161 |
0.0039 |
0.4% |
1.0124 |
| Range |
0.0086 |
0.0102 |
0.0016 |
18.6% |
0.0149 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.0% |
0.0000 |
| Volume |
117,501 |
132,482 |
14,981 |
12.7% |
315,007 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0470 |
1.0418 |
1.0217 |
|
| R3 |
1.0368 |
1.0316 |
1.0189 |
|
| R2 |
1.0266 |
1.0266 |
1.0180 |
|
| R1 |
1.0214 |
1.0214 |
1.0170 |
1.0240 |
| PP |
1.0164 |
1.0164 |
1.0164 |
1.0178 |
| S1 |
1.0112 |
1.0112 |
1.0152 |
1.0138 |
| S2 |
1.0062 |
1.0062 |
1.0142 |
|
| S3 |
0.9960 |
1.0010 |
1.0133 |
|
| S4 |
0.9858 |
0.9908 |
1.0105 |
|
|
| 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% |
0.0089 |
0.9% |
42% |
False |
False |
94,483 |
| 10 |
1.0261 |
0.9924 |
0.0337 |
3.3% |
0.0099 |
1.0% |
70% |
False |
False |
109,516 |
| 20 |
1.0261 |
0.9840 |
0.0421 |
4.1% |
0.0101 |
1.0% |
76% |
False |
False |
116,624 |
| 40 |
1.0261 |
0.9499 |
0.0762 |
7.5% |
0.0103 |
1.0% |
87% |
False |
False |
60,403 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.1% |
0.0091 |
0.9% |
80% |
False |
False |
40,293 |
| 80 |
1.0331 |
0.9499 |
0.0832 |
8.2% |
0.0086 |
0.8% |
80% |
False |
False |
30,236 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.4% |
0.0071 |
0.7% |
63% |
False |
False |
24,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0651 |
|
2.618 |
1.0484 |
|
1.618 |
1.0382 |
|
1.000 |
1.0319 |
|
0.618 |
1.0280 |
|
HIGH |
1.0217 |
|
0.618 |
1.0178 |
|
0.500 |
1.0166 |
|
0.382 |
1.0154 |
|
LOW |
1.0115 |
|
0.618 |
1.0052 |
|
1.000 |
1.0013 |
|
1.618 |
0.9950 |
|
2.618 |
0.9848 |
|
4.250 |
0.9682 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0166 |
1.0158 |
| PP |
1.0164 |
1.0156 |
| S1 |
1.0163 |
1.0153 |
|