CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0421 |
1.0538 |
0.0117 |
1.1% |
1.0433 |
| High |
1.0531 |
1.0552 |
0.0021 |
0.2% |
1.0541 |
| Low |
1.0406 |
1.0496 |
0.0090 |
0.9% |
1.0396 |
| Close |
1.0515 |
1.0540 |
0.0025 |
0.2% |
1.0515 |
| Range |
0.0125 |
0.0056 |
-0.0069 |
-55.2% |
0.0145 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
145,718 |
86,265 |
-59,453 |
-40.8% |
721,909 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0675 |
1.0571 |
|
| R3 |
1.0641 |
1.0619 |
1.0555 |
|
| R2 |
1.0585 |
1.0585 |
1.0550 |
|
| R1 |
1.0563 |
1.0563 |
1.0545 |
1.0574 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0535 |
| S1 |
1.0507 |
1.0507 |
1.0535 |
1.0518 |
| S2 |
1.0473 |
1.0473 |
1.0530 |
|
| S3 |
1.0417 |
1.0451 |
1.0525 |
|
| S4 |
1.0361 |
1.0395 |
1.0509 |
|
|
| 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 |
1.0552 |
1.0396 |
0.0156 |
1.5% |
0.0094 |
0.9% |
92% |
True |
False |
141,047 |
| 10 |
1.0552 |
1.0125 |
0.0427 |
4.1% |
0.0102 |
1.0% |
97% |
True |
False |
145,809 |
| 20 |
1.0552 |
1.0040 |
0.0512 |
4.9% |
0.0099 |
0.9% |
98% |
True |
False |
138,451 |
| 40 |
1.0552 |
0.9766 |
0.0786 |
7.5% |
0.0102 |
1.0% |
98% |
True |
False |
122,533 |
| 60 |
1.0552 |
0.9499 |
0.1053 |
10.0% |
0.0100 |
1.0% |
99% |
True |
False |
82,255 |
| 80 |
1.0552 |
0.9499 |
0.1053 |
10.0% |
0.0092 |
0.9% |
99% |
True |
False |
61,712 |
| 100 |
1.0552 |
0.9499 |
0.1053 |
10.0% |
0.0088 |
0.8% |
99% |
True |
False |
49,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0790 |
|
2.618 |
1.0699 |
|
1.618 |
1.0643 |
|
1.000 |
1.0608 |
|
0.618 |
1.0587 |
|
HIGH |
1.0552 |
|
0.618 |
1.0531 |
|
0.500 |
1.0524 |
|
0.382 |
1.0517 |
|
LOW |
1.0496 |
|
0.618 |
1.0461 |
|
1.000 |
1.0440 |
|
1.618 |
1.0405 |
|
2.618 |
1.0349 |
|
4.250 |
1.0258 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0535 |
1.0518 |
| PP |
1.0529 |
1.0496 |
| S1 |
1.0524 |
1.0474 |
|