CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0186 |
0.0001 |
0.0% |
1.0118 |
| High |
1.0201 |
1.0262 |
0.0061 |
0.6% |
1.0217 |
| Low |
1.0142 |
1.0178 |
0.0036 |
0.4% |
1.0040 |
| Close |
1.0194 |
1.0256 |
0.0062 |
0.6% |
1.0163 |
| Range |
0.0059 |
0.0084 |
0.0025 |
42.4% |
0.0177 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
93,259 |
145,849 |
52,590 |
56.4% |
644,654 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0484 |
1.0454 |
1.0302 |
|
| R3 |
1.0400 |
1.0370 |
1.0279 |
|
| R2 |
1.0316 |
1.0316 |
1.0271 |
|
| R1 |
1.0286 |
1.0286 |
1.0264 |
1.0301 |
| PP |
1.0232 |
1.0232 |
1.0232 |
1.0240 |
| S1 |
1.0202 |
1.0202 |
1.0248 |
1.0217 |
| S2 |
1.0148 |
1.0148 |
1.0241 |
|
| S3 |
1.0064 |
1.0118 |
1.0233 |
|
| S4 |
0.9980 |
1.0034 |
1.0210 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0594 |
1.0260 |
|
| R3 |
1.0494 |
1.0417 |
1.0212 |
|
| R2 |
1.0317 |
1.0317 |
1.0195 |
|
| R1 |
1.0240 |
1.0240 |
1.0179 |
1.0279 |
| PP |
1.0140 |
1.0140 |
1.0140 |
1.0159 |
| S1 |
1.0063 |
1.0063 |
1.0147 |
1.0102 |
| S2 |
0.9963 |
0.9963 |
1.0131 |
|
| S3 |
0.9786 |
0.9886 |
1.0114 |
|
| S4 |
0.9609 |
0.9709 |
1.0066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0262 |
1.0040 |
0.0222 |
2.2% |
0.0102 |
1.0% |
97% |
True |
False |
133,638 |
| 10 |
1.0262 |
1.0040 |
0.0222 |
2.2% |
0.0092 |
0.9% |
97% |
True |
False |
108,800 |
| 20 |
1.0262 |
0.9894 |
0.0368 |
3.6% |
0.0101 |
1.0% |
98% |
True |
False |
125,110 |
| 40 |
1.0262 |
0.9499 |
0.0763 |
7.4% |
0.0106 |
1.0% |
99% |
True |
False |
73,777 |
| 60 |
1.0325 |
0.9499 |
0.0826 |
8.1% |
0.0094 |
0.9% |
92% |
False |
False |
49,219 |
| 80 |
1.0331 |
0.9499 |
0.0832 |
8.1% |
0.0088 |
0.9% |
91% |
False |
False |
36,927 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.3% |
0.0075 |
0.7% |
72% |
False |
False |
29,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0619 |
|
2.618 |
1.0482 |
|
1.618 |
1.0398 |
|
1.000 |
1.0346 |
|
0.618 |
1.0314 |
|
HIGH |
1.0262 |
|
0.618 |
1.0230 |
|
0.500 |
1.0220 |
|
0.382 |
1.0210 |
|
LOW |
1.0178 |
|
0.618 |
1.0126 |
|
1.000 |
1.0094 |
|
1.618 |
1.0042 |
|
2.618 |
0.9958 |
|
4.250 |
0.9821 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0244 |
1.0225 |
| PP |
1.0232 |
1.0194 |
| S1 |
1.0220 |
1.0163 |
|