CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0262 |
1.0347 |
0.0085 |
0.8% |
1.0308 |
| High |
1.0374 |
1.0440 |
0.0066 |
0.6% |
1.0440 |
| Low |
1.0245 |
1.0336 |
0.0091 |
0.9% |
1.0125 |
| Close |
1.0349 |
1.0425 |
0.0076 |
0.7% |
1.0425 |
| Range |
0.0129 |
0.0104 |
-0.0025 |
-19.4% |
0.0315 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
173,589 |
150,260 |
-23,329 |
-13.4% |
799,913 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0673 |
1.0482 |
|
| R3 |
1.0608 |
1.0569 |
1.0454 |
|
| R2 |
1.0504 |
1.0504 |
1.0444 |
|
| R1 |
1.0465 |
1.0465 |
1.0435 |
1.0485 |
| PP |
1.0400 |
1.0400 |
1.0400 |
1.0410 |
| S1 |
1.0361 |
1.0361 |
1.0415 |
1.0381 |
| S2 |
1.0296 |
1.0296 |
1.0406 |
|
| S3 |
1.0192 |
1.0257 |
1.0396 |
|
| S4 |
1.0088 |
1.0153 |
1.0368 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1275 |
1.1165 |
1.0598 |
|
| R3 |
1.0960 |
1.0850 |
1.0512 |
|
| R2 |
1.0645 |
1.0645 |
1.0483 |
|
| R1 |
1.0535 |
1.0535 |
1.0454 |
1.0590 |
| PP |
1.0330 |
1.0330 |
1.0330 |
1.0358 |
| S1 |
1.0220 |
1.0220 |
1.0396 |
1.0275 |
| S2 |
1.0015 |
1.0015 |
1.0367 |
|
| S3 |
0.9700 |
0.9905 |
1.0338 |
|
| S4 |
0.9385 |
0.9590 |
1.0252 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0440 |
1.0125 |
0.0315 |
3.0% |
0.0123 |
1.2% |
95% |
True |
False |
159,982 |
| 10 |
1.0440 |
1.0125 |
0.0315 |
3.0% |
0.0100 |
1.0% |
95% |
True |
False |
141,426 |
| 20 |
1.0440 |
0.9948 |
0.0492 |
4.7% |
0.0104 |
1.0% |
97% |
True |
False |
128,272 |
| 40 |
1.0440 |
0.9499 |
0.0941 |
9.0% |
0.0108 |
1.0% |
98% |
True |
False |
103,087 |
| 60 |
1.0440 |
0.9499 |
0.0941 |
9.0% |
0.0100 |
1.0% |
98% |
True |
False |
68,794 |
| 80 |
1.0440 |
0.9499 |
0.0941 |
9.0% |
0.0091 |
0.9% |
98% |
True |
False |
51,614 |
| 100 |
1.0440 |
0.9499 |
0.0941 |
9.0% |
0.0083 |
0.8% |
98% |
True |
False |
41,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0882 |
|
2.618 |
1.0712 |
|
1.618 |
1.0608 |
|
1.000 |
1.0544 |
|
0.618 |
1.0504 |
|
HIGH |
1.0440 |
|
0.618 |
1.0400 |
|
0.500 |
1.0388 |
|
0.382 |
1.0376 |
|
LOW |
1.0336 |
|
0.618 |
1.0272 |
|
1.000 |
1.0232 |
|
1.618 |
1.0168 |
|
2.618 |
1.0064 |
|
4.250 |
0.9894 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0378 |
| PP |
1.0400 |
1.0330 |
| S1 |
1.0388 |
1.0283 |
|