CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0174 |
1.0262 |
0.0088 |
0.9% |
1.0185 |
| High |
1.0285 |
1.0374 |
0.0089 |
0.9% |
1.0389 |
| Low |
1.0125 |
1.0245 |
0.0120 |
1.2% |
1.0142 |
| Close |
1.0277 |
1.0349 |
0.0072 |
0.7% |
1.0320 |
| Range |
0.0160 |
0.0129 |
-0.0031 |
-19.4% |
0.0247 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.7% |
0.0000 |
| Volume |
157,814 |
173,589 |
15,775 |
10.0% |
614,354 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0710 |
1.0658 |
1.0420 |
|
| R3 |
1.0581 |
1.0529 |
1.0384 |
|
| R2 |
1.0452 |
1.0452 |
1.0373 |
|
| R1 |
1.0400 |
1.0400 |
1.0361 |
1.0426 |
| PP |
1.0323 |
1.0323 |
1.0323 |
1.0336 |
| S1 |
1.0271 |
1.0271 |
1.0337 |
1.0297 |
| S2 |
1.0194 |
1.0194 |
1.0325 |
|
| S3 |
1.0065 |
1.0142 |
1.0314 |
|
| S4 |
0.9936 |
1.0013 |
1.0278 |
|
|
| 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 |
1.0377 |
1.0125 |
0.0252 |
2.4% |
0.0116 |
1.1% |
89% |
False |
False |
154,415 |
| 10 |
1.0389 |
1.0063 |
0.0326 |
3.2% |
0.0100 |
1.0% |
88% |
False |
False |
139,837 |
| 20 |
1.0389 |
0.9924 |
0.0465 |
4.5% |
0.0105 |
1.0% |
91% |
False |
False |
127,813 |
| 40 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0107 |
1.0% |
96% |
False |
False |
99,345 |
| 60 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0099 |
1.0% |
96% |
False |
False |
66,293 |
| 80 |
1.0389 |
0.9499 |
0.0890 |
8.6% |
0.0090 |
0.9% |
96% |
False |
False |
49,736 |
| 100 |
1.0436 |
0.9499 |
0.0937 |
9.1% |
0.0082 |
0.8% |
91% |
False |
False |
39,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0922 |
|
2.618 |
1.0712 |
|
1.618 |
1.0583 |
|
1.000 |
1.0503 |
|
0.618 |
1.0454 |
|
HIGH |
1.0374 |
|
0.618 |
1.0325 |
|
0.500 |
1.0310 |
|
0.382 |
1.0294 |
|
LOW |
1.0245 |
|
0.618 |
1.0165 |
|
1.000 |
1.0116 |
|
1.618 |
1.0036 |
|
2.618 |
0.9907 |
|
4.250 |
0.9697 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0336 |
1.0316 |
| PP |
1.0323 |
1.0283 |
| S1 |
1.0310 |
1.0250 |
|