CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0249 |
1.0307 |
0.0058 |
0.6% |
1.0118 |
| High |
1.0315 |
1.0389 |
0.0074 |
0.7% |
1.0217 |
| Low |
1.0231 |
1.0302 |
0.0071 |
0.7% |
1.0040 |
| Close |
1.0295 |
1.0377 |
0.0082 |
0.8% |
1.0163 |
| Range |
0.0084 |
0.0087 |
0.0003 |
3.6% |
0.0177 |
| ATR |
0.0100 |
0.0099 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
119,848 |
132,974 |
13,126 |
11.0% |
644,654 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0584 |
1.0425 |
|
| R3 |
1.0530 |
1.0497 |
1.0401 |
|
| R2 |
1.0443 |
1.0443 |
1.0393 |
|
| R1 |
1.0410 |
1.0410 |
1.0385 |
1.0427 |
| PP |
1.0356 |
1.0356 |
1.0356 |
1.0364 |
| S1 |
1.0323 |
1.0323 |
1.0369 |
1.0340 |
| S2 |
1.0269 |
1.0269 |
1.0361 |
|
| S3 |
1.0182 |
1.0236 |
1.0353 |
|
| S4 |
1.0095 |
1.0149 |
1.0329 |
|
|
| 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 |
1.0389 |
1.0063 |
0.0326 |
3.1% |
0.0084 |
0.8% |
96% |
True |
False |
125,260 |
| 10 |
1.0389 |
1.0040 |
0.0349 |
3.4% |
0.0094 |
0.9% |
97% |
True |
False |
126,044 |
| 20 |
1.0389 |
0.9894 |
0.0495 |
4.8% |
0.0101 |
1.0% |
98% |
True |
False |
122,330 |
| 40 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0105 |
1.0% |
99% |
True |
False |
80,081 |
| 60 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0095 |
0.9% |
99% |
True |
False |
53,432 |
| 80 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0088 |
0.9% |
99% |
True |
False |
40,087 |
| 100 |
1.0557 |
0.9499 |
0.1058 |
10.2% |
0.0076 |
0.7% |
83% |
False |
False |
32,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0617 |
|
1.618 |
1.0530 |
|
1.000 |
1.0476 |
|
0.618 |
1.0443 |
|
HIGH |
1.0389 |
|
0.618 |
1.0356 |
|
0.500 |
1.0346 |
|
0.382 |
1.0335 |
|
LOW |
1.0302 |
|
0.618 |
1.0248 |
|
1.000 |
1.0215 |
|
1.618 |
1.0161 |
|
2.618 |
1.0074 |
|
4.250 |
0.9932 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0346 |
| PP |
1.0356 |
1.0315 |
| S1 |
1.0346 |
1.0284 |
|