CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0417 |
-0.0033 |
-0.3% |
1.0308 |
| High |
1.0497 |
1.0541 |
0.0044 |
0.4% |
1.0440 |
| Low |
1.0403 |
1.0396 |
-0.0007 |
-0.1% |
1.0125 |
| Close |
1.0422 |
1.0409 |
-0.0013 |
-0.1% |
1.0425 |
| Range |
0.0094 |
0.0145 |
0.0051 |
54.3% |
0.0315 |
| ATR |
0.0098 |
0.0102 |
0.0003 |
3.4% |
0.0000 |
| Volume |
146,645 |
210,209 |
63,564 |
43.3% |
799,913 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0884 |
1.0791 |
1.0489 |
|
| R3 |
1.0739 |
1.0646 |
1.0449 |
|
| R2 |
1.0594 |
1.0594 |
1.0436 |
|
| R1 |
1.0501 |
1.0501 |
1.0422 |
1.0475 |
| PP |
1.0449 |
1.0449 |
1.0449 |
1.0436 |
| S1 |
1.0356 |
1.0356 |
1.0396 |
1.0330 |
| S2 |
1.0304 |
1.0304 |
1.0382 |
|
| S3 |
1.0159 |
1.0211 |
1.0369 |
|
| S4 |
1.0014 |
1.0066 |
1.0329 |
|
|
| 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 |
1.0541 |
1.0336 |
0.0205 |
2.0% |
0.0090 |
0.9% |
36% |
True |
False |
145,290 |
| 10 |
1.0541 |
1.0125 |
0.0416 |
4.0% |
0.0103 |
1.0% |
68% |
True |
False |
149,852 |
| 20 |
1.0541 |
1.0040 |
0.0501 |
4.8% |
0.0099 |
0.9% |
74% |
True |
False |
137,948 |
| 40 |
1.0541 |
0.9739 |
0.0802 |
7.7% |
0.0103 |
1.0% |
84% |
True |
False |
117,086 |
| 60 |
1.0541 |
0.9499 |
0.1042 |
10.0% |
0.0100 |
1.0% |
87% |
True |
False |
78,393 |
| 80 |
1.0541 |
0.9499 |
0.1042 |
10.0% |
0.0092 |
0.9% |
87% |
True |
False |
58,814 |
| 100 |
1.0541 |
0.9499 |
0.1042 |
10.0% |
0.0086 |
0.8% |
87% |
True |
False |
47,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1157 |
|
2.618 |
1.0921 |
|
1.618 |
1.0776 |
|
1.000 |
1.0686 |
|
0.618 |
1.0631 |
|
HIGH |
1.0541 |
|
0.618 |
1.0486 |
|
0.500 |
1.0469 |
|
0.382 |
1.0451 |
|
LOW |
1.0396 |
|
0.618 |
1.0306 |
|
1.000 |
1.0251 |
|
1.618 |
1.0161 |
|
2.618 |
1.0016 |
|
4.250 |
0.9780 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0469 |
| PP |
1.0449 |
1.0449 |
| S1 |
1.0429 |
1.0429 |
|