CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0208 |
1.0174 |
-0.0034 |
-0.3% |
1.0185 |
| High |
1.0266 |
1.0285 |
0.0019 |
0.2% |
1.0389 |
| Low |
1.0164 |
1.0125 |
-0.0039 |
-0.4% |
1.0142 |
| Close |
1.0177 |
1.0277 |
0.0100 |
1.0% |
1.0320 |
| Range |
0.0102 |
0.0160 |
0.0058 |
56.9% |
0.0247 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
4.3% |
0.0000 |
| Volume |
168,253 |
157,814 |
-10,439 |
-6.2% |
614,354 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0653 |
1.0365 |
|
| R3 |
1.0549 |
1.0493 |
1.0321 |
|
| R2 |
1.0389 |
1.0389 |
1.0306 |
|
| R1 |
1.0333 |
1.0333 |
1.0292 |
1.0361 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0243 |
| S1 |
1.0173 |
1.0173 |
1.0262 |
1.0201 |
| S2 |
1.0069 |
1.0069 |
1.0248 |
|
| S3 |
0.9909 |
1.0013 |
1.0233 |
|
| S4 |
0.9749 |
0.9853 |
1.0189 |
|
|
| 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 |
1.0125 |
0.0264 |
2.6% |
0.0108 |
1.1% |
58% |
False |
True |
146,292 |
| 10 |
1.0389 |
1.0040 |
0.0349 |
3.4% |
0.0103 |
1.0% |
68% |
False |
False |
138,701 |
| 20 |
1.0389 |
0.9924 |
0.0465 |
4.5% |
0.0101 |
1.0% |
76% |
False |
False |
124,108 |
| 40 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0107 |
1.0% |
87% |
False |
False |
95,019 |
| 60 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0099 |
1.0% |
87% |
False |
False |
63,400 |
| 80 |
1.0389 |
0.9499 |
0.0890 |
8.7% |
0.0091 |
0.9% |
87% |
False |
False |
47,567 |
| 100 |
1.0436 |
0.9499 |
0.0937 |
9.1% |
0.0081 |
0.8% |
83% |
False |
False |
38,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0965 |
|
2.618 |
1.0704 |
|
1.618 |
1.0544 |
|
1.000 |
1.0445 |
|
0.618 |
1.0384 |
|
HIGH |
1.0285 |
|
0.618 |
1.0224 |
|
0.500 |
1.0205 |
|
0.382 |
1.0186 |
|
LOW |
1.0125 |
|
0.618 |
1.0026 |
|
1.000 |
0.9965 |
|
1.618 |
0.9866 |
|
2.618 |
0.9706 |
|
4.250 |
0.9445 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0253 |
1.0258 |
| PP |
1.0229 |
1.0238 |
| S1 |
1.0205 |
1.0219 |
|