CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0538 |
1.0527 |
-0.0011 |
-0.1% |
1.0433 |
| High |
1.0552 |
1.0564 |
0.0012 |
0.1% |
1.0541 |
| Low |
1.0496 |
1.0508 |
0.0012 |
0.1% |
1.0396 |
| Close |
1.0540 |
1.0516 |
-0.0024 |
-0.2% |
1.0515 |
| Range |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0145 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
86,265 |
86,528 |
263 |
0.3% |
721,909 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0663 |
1.0547 |
|
| R3 |
1.0641 |
1.0607 |
1.0531 |
|
| R2 |
1.0585 |
1.0585 |
1.0526 |
|
| R1 |
1.0551 |
1.0551 |
1.0521 |
1.0540 |
| PP |
1.0529 |
1.0529 |
1.0529 |
1.0524 |
| S1 |
1.0495 |
1.0495 |
1.0511 |
1.0484 |
| S2 |
1.0473 |
1.0473 |
1.0506 |
|
| S3 |
1.0417 |
1.0439 |
1.0501 |
|
| S4 |
1.0361 |
1.0383 |
1.0485 |
|
|
| 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 |
1.0564 |
1.0396 |
0.0168 |
1.6% |
0.0095 |
0.9% |
71% |
True |
False |
135,073 |
| 10 |
1.0564 |
1.0125 |
0.0439 |
4.2% |
0.0098 |
0.9% |
89% |
True |
False |
137,636 |
| 20 |
1.0564 |
1.0040 |
0.0524 |
5.0% |
0.0098 |
0.9% |
91% |
True |
False |
136,902 |
| 40 |
1.0564 |
0.9766 |
0.0798 |
7.6% |
0.0099 |
0.9% |
94% |
True |
False |
124,143 |
| 60 |
1.0564 |
0.9499 |
0.1065 |
10.1% |
0.0100 |
1.0% |
95% |
True |
False |
83,696 |
| 80 |
1.0564 |
0.9499 |
0.1065 |
10.1% |
0.0092 |
0.9% |
95% |
True |
False |
62,791 |
| 100 |
1.0564 |
0.9499 |
0.1065 |
10.1% |
0.0088 |
0.8% |
95% |
True |
False |
50,245 |
| 120 |
1.0564 |
0.9499 |
0.1065 |
10.1% |
0.0074 |
0.7% |
95% |
True |
False |
41,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0802 |
|
2.618 |
1.0711 |
|
1.618 |
1.0655 |
|
1.000 |
1.0620 |
|
0.618 |
1.0599 |
|
HIGH |
1.0564 |
|
0.618 |
1.0543 |
|
0.500 |
1.0536 |
|
0.382 |
1.0529 |
|
LOW |
1.0508 |
|
0.618 |
1.0473 |
|
1.000 |
1.0452 |
|
1.618 |
1.0417 |
|
2.618 |
1.0361 |
|
4.250 |
1.0270 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0536 |
1.0506 |
| PP |
1.0529 |
1.0495 |
| S1 |
1.0523 |
1.0485 |
|