CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0189 |
0.0064 |
0.6% |
1.0188 |
| High |
1.0217 |
1.0199 |
-0.0018 |
-0.2% |
1.0261 |
| Low |
1.0115 |
1.0040 |
-0.0075 |
-0.7% |
1.0112 |
| Close |
1.0161 |
1.0075 |
-0.0086 |
-0.8% |
1.0124 |
| Range |
0.0102 |
0.0159 |
0.0057 |
55.9% |
0.0149 |
| ATR |
0.0102 |
0.0106 |
0.0004 |
4.0% |
0.0000 |
| Volume |
132,482 |
162,228 |
29,746 |
22.5% |
315,007 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0487 |
1.0162 |
|
| R3 |
1.0423 |
1.0328 |
1.0119 |
|
| R2 |
1.0264 |
1.0264 |
1.0104 |
|
| R1 |
1.0169 |
1.0169 |
1.0090 |
1.0137 |
| PP |
1.0105 |
1.0105 |
1.0105 |
1.0089 |
| S1 |
1.0010 |
1.0010 |
1.0060 |
0.9978 |
| S2 |
0.9946 |
0.9946 |
1.0046 |
|
| S3 |
0.9787 |
0.9851 |
1.0031 |
|
| S4 |
0.9628 |
0.9692 |
0.9988 |
|
|
| 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 |
1.0224 |
1.0040 |
0.0184 |
1.8% |
0.0103 |
1.0% |
19% |
False |
True |
126,828 |
| 10 |
1.0261 |
0.9924 |
0.0337 |
3.3% |
0.0110 |
1.1% |
45% |
False |
False |
115,789 |
| 20 |
1.0261 |
0.9840 |
0.0421 |
4.2% |
0.0105 |
1.0% |
56% |
False |
False |
122,434 |
| 40 |
1.0261 |
0.9499 |
0.0762 |
7.6% |
0.0105 |
1.0% |
76% |
False |
False |
64,456 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.2% |
0.0093 |
0.9% |
70% |
False |
False |
42,997 |
| 80 |
1.0331 |
0.9499 |
0.0832 |
8.3% |
0.0088 |
0.9% |
69% |
False |
False |
32,264 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.5% |
0.0072 |
0.7% |
54% |
False |
False |
25,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0875 |
|
2.618 |
1.0615 |
|
1.618 |
1.0456 |
|
1.000 |
1.0358 |
|
0.618 |
1.0297 |
|
HIGH |
1.0199 |
|
0.618 |
1.0138 |
|
0.500 |
1.0120 |
|
0.382 |
1.0101 |
|
LOW |
1.0040 |
|
0.618 |
0.9942 |
|
1.000 |
0.9881 |
|
1.618 |
0.9783 |
|
2.618 |
0.9624 |
|
4.250 |
0.9364 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0120 |
1.0129 |
| PP |
1.0105 |
1.0111 |
| S1 |
1.0090 |
1.0093 |
|