CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0421 |
0.0004 |
0.0% |
1.0433 |
| High |
1.0541 |
1.0531 |
-0.0010 |
-0.1% |
1.0541 |
| Low |
1.0396 |
1.0406 |
0.0010 |
0.1% |
1.0396 |
| Close |
1.0409 |
1.0515 |
0.0106 |
1.0% |
1.0515 |
| Range |
0.0145 |
0.0125 |
-0.0020 |
-13.8% |
0.0145 |
| ATR |
0.0102 |
0.0103 |
0.0002 |
1.6% |
0.0000 |
| Volume |
210,209 |
145,718 |
-64,491 |
-30.7% |
721,909 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0812 |
1.0584 |
|
| R3 |
1.0734 |
1.0687 |
1.0549 |
|
| R2 |
1.0609 |
1.0609 |
1.0538 |
|
| R1 |
1.0562 |
1.0562 |
1.0526 |
1.0586 |
| PP |
1.0484 |
1.0484 |
1.0484 |
1.0496 |
| S1 |
1.0437 |
1.0437 |
1.0504 |
1.0461 |
| S2 |
1.0359 |
1.0359 |
1.0492 |
|
| S3 |
1.0234 |
1.0312 |
1.0481 |
|
| S4 |
1.0109 |
1.0187 |
1.0446 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0919 |
1.0862 |
1.0595 |
|
| R3 |
1.0774 |
1.0717 |
1.0555 |
|
| R2 |
1.0629 |
1.0629 |
1.0542 |
|
| R1 |
1.0572 |
1.0572 |
1.0528 |
1.0601 |
| PP |
1.0484 |
1.0484 |
1.0484 |
1.0498 |
| S1 |
1.0427 |
1.0427 |
1.0502 |
1.0456 |
| S2 |
1.0339 |
1.0339 |
1.0488 |
|
| S3 |
1.0194 |
1.0282 |
1.0475 |
|
| S4 |
1.0049 |
1.0137 |
1.0435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0541 |
1.0396 |
0.0145 |
1.4% |
0.0095 |
0.9% |
82% |
False |
False |
144,381 |
| 10 |
1.0541 |
1.0125 |
0.0416 |
4.0% |
0.0109 |
1.0% |
94% |
False |
False |
152,182 |
| 20 |
1.0541 |
1.0040 |
0.0501 |
4.8% |
0.0099 |
0.9% |
95% |
False |
False |
139,041 |
| 40 |
1.0541 |
0.9739 |
0.0802 |
7.6% |
0.0103 |
1.0% |
97% |
False |
False |
120,550 |
| 60 |
1.0541 |
0.9499 |
0.1042 |
9.9% |
0.0101 |
1.0% |
98% |
False |
False |
80,820 |
| 80 |
1.0541 |
0.9499 |
0.1042 |
9.9% |
0.0093 |
0.9% |
98% |
False |
False |
60,635 |
| 100 |
1.0541 |
0.9499 |
0.1042 |
9.9% |
0.0088 |
0.8% |
98% |
False |
False |
48,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1062 |
|
2.618 |
1.0858 |
|
1.618 |
1.0733 |
|
1.000 |
1.0656 |
|
0.618 |
1.0608 |
|
HIGH |
1.0531 |
|
0.618 |
1.0483 |
|
0.500 |
1.0469 |
|
0.382 |
1.0454 |
|
LOW |
1.0406 |
|
0.618 |
1.0329 |
|
1.000 |
1.0281 |
|
1.618 |
1.0204 |
|
2.618 |
1.0079 |
|
4.250 |
0.9875 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0500 |
1.0500 |
| PP |
1.0484 |
1.0484 |
| S1 |
1.0469 |
1.0469 |
|