CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0347 |
1.0433 |
0.0086 |
0.8% |
1.0308 |
| High |
1.0440 |
1.0461 |
0.0021 |
0.2% |
1.0440 |
| Low |
1.0336 |
1.0402 |
0.0066 |
0.6% |
1.0125 |
| Close |
1.0425 |
1.0457 |
0.0032 |
0.3% |
1.0425 |
| Range |
0.0104 |
0.0059 |
-0.0045 |
-43.3% |
0.0315 |
| ATR |
0.0106 |
0.0102 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
150,260 |
102,937 |
-47,323 |
-31.5% |
799,913 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0596 |
1.0489 |
|
| R3 |
1.0558 |
1.0537 |
1.0473 |
|
| R2 |
1.0499 |
1.0499 |
1.0468 |
|
| R1 |
1.0478 |
1.0478 |
1.0462 |
1.0489 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0445 |
| S1 |
1.0419 |
1.0419 |
1.0452 |
1.0430 |
| S2 |
1.0381 |
1.0381 |
1.0446 |
|
| S3 |
1.0322 |
1.0360 |
1.0441 |
|
| S4 |
1.0263 |
1.0301 |
1.0425 |
|
|
| 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 |
1.0461 |
1.0125 |
0.0336 |
3.2% |
0.0111 |
1.1% |
99% |
True |
False |
150,570 |
| 10 |
1.0461 |
1.0125 |
0.0336 |
3.2% |
0.0100 |
1.0% |
99% |
True |
False |
142,394 |
| 20 |
1.0461 |
1.0040 |
0.0421 |
4.0% |
0.0095 |
0.9% |
99% |
True |
False |
123,843 |
| 40 |
1.0461 |
0.9549 |
0.0912 |
8.7% |
0.0106 |
1.0% |
100% |
True |
False |
105,630 |
| 60 |
1.0461 |
0.9499 |
0.0962 |
9.2% |
0.0100 |
1.0% |
100% |
True |
False |
70,509 |
| 80 |
1.0461 |
0.9499 |
0.0962 |
9.2% |
0.0091 |
0.9% |
100% |
True |
False |
52,900 |
| 100 |
1.0461 |
0.9499 |
0.0962 |
9.2% |
0.0084 |
0.8% |
100% |
True |
False |
42,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0712 |
|
2.618 |
1.0615 |
|
1.618 |
1.0556 |
|
1.000 |
1.0520 |
|
0.618 |
1.0497 |
|
HIGH |
1.0461 |
|
0.618 |
1.0438 |
|
0.500 |
1.0432 |
|
0.382 |
1.0425 |
|
LOW |
1.0402 |
|
0.618 |
1.0366 |
|
1.000 |
1.0343 |
|
1.618 |
1.0307 |
|
2.618 |
1.0248 |
|
4.250 |
1.0151 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0449 |
1.0422 |
| PP |
1.0440 |
1.0388 |
| S1 |
1.0432 |
1.0353 |
|