CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0308 |
-0.0055 |
-0.5% |
1.0185 |
| High |
1.0377 |
1.0312 |
-0.0065 |
-0.6% |
1.0389 |
| Low |
1.0307 |
1.0191 |
-0.0116 |
-1.1% |
1.0142 |
| Close |
1.0320 |
1.0213 |
-0.0107 |
-1.0% |
1.0320 |
| Range |
0.0070 |
0.0121 |
0.0051 |
72.9% |
0.0247 |
| ATR |
0.0097 |
0.0100 |
0.0002 |
2.3% |
0.0000 |
| Volume |
122,424 |
149,997 |
27,573 |
22.5% |
614,354 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0602 |
1.0528 |
1.0280 |
|
| R3 |
1.0481 |
1.0407 |
1.0246 |
|
| R2 |
1.0360 |
1.0360 |
1.0235 |
|
| R1 |
1.0286 |
1.0286 |
1.0224 |
1.0263 |
| PP |
1.0239 |
1.0239 |
1.0239 |
1.0227 |
| S1 |
1.0165 |
1.0165 |
1.0202 |
1.0142 |
| S2 |
1.0118 |
1.0118 |
1.0191 |
|
| S3 |
0.9997 |
1.0044 |
1.0180 |
|
| S4 |
0.9876 |
0.9923 |
1.0146 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0919 |
1.0456 |
|
| R3 |
1.0778 |
1.0672 |
1.0388 |
|
| R2 |
1.0531 |
1.0531 |
1.0365 |
|
| R1 |
1.0425 |
1.0425 |
1.0343 |
1.0478 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0310 |
| S1 |
1.0178 |
1.0178 |
1.0297 |
1.0231 |
| S2 |
1.0037 |
1.0037 |
1.0275 |
|
| S3 |
0.9790 |
0.9931 |
1.0252 |
|
| S4 |
0.9543 |
0.9684 |
1.0184 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0389 |
1.0178 |
0.0211 |
2.1% |
0.0089 |
0.9% |
17% |
False |
False |
134,218 |
| 10 |
1.0389 |
1.0040 |
0.0349 |
3.4% |
0.0096 |
0.9% |
50% |
False |
False |
131,093 |
| 20 |
1.0389 |
0.9894 |
0.0495 |
4.8% |
0.0098 |
1.0% |
64% |
False |
False |
120,030 |
| 40 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0105 |
1.0% |
80% |
False |
False |
86,879 |
| 60 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0097 |
0.9% |
80% |
False |
False |
57,971 |
| 80 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0089 |
0.9% |
80% |
False |
False |
43,492 |
| 100 |
1.0502 |
0.9499 |
0.1003 |
9.8% |
0.0078 |
0.8% |
71% |
False |
False |
34,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0826 |
|
2.618 |
1.0629 |
|
1.618 |
1.0508 |
|
1.000 |
1.0433 |
|
0.618 |
1.0387 |
|
HIGH |
1.0312 |
|
0.618 |
1.0266 |
|
0.500 |
1.0252 |
|
0.382 |
1.0237 |
|
LOW |
1.0191 |
|
0.618 |
1.0116 |
|
1.000 |
1.0070 |
|
1.618 |
0.9995 |
|
2.618 |
0.9874 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0252 |
1.0290 |
| PP |
1.0239 |
1.0264 |
| S1 |
1.0226 |
1.0239 |
|