CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0527 |
1.0518 |
-0.0009 |
-0.1% |
1.0433 |
| High |
1.0564 |
1.0544 |
-0.0020 |
-0.2% |
1.0541 |
| Low |
1.0508 |
1.0492 |
-0.0016 |
-0.2% |
1.0396 |
| Close |
1.0516 |
1.0527 |
0.0011 |
0.1% |
1.0515 |
| Range |
0.0056 |
0.0052 |
-0.0004 |
-7.1% |
0.0145 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
86,528 |
102,399 |
15,871 |
18.3% |
721,909 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0677 |
1.0654 |
1.0556 |
|
| R3 |
1.0625 |
1.0602 |
1.0541 |
|
| R2 |
1.0573 |
1.0573 |
1.0537 |
|
| R1 |
1.0550 |
1.0550 |
1.0532 |
1.0562 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0527 |
| S1 |
1.0498 |
1.0498 |
1.0522 |
1.0510 |
| S2 |
1.0469 |
1.0469 |
1.0517 |
|
| S3 |
1.0417 |
1.0446 |
1.0513 |
|
| S4 |
1.0365 |
1.0394 |
1.0498 |
|
|
| 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% |
0.0087 |
0.8% |
78% |
False |
False |
126,223 |
| 10 |
1.0564 |
1.0245 |
0.0319 |
3.0% |
0.0087 |
0.8% |
88% |
False |
False |
132,095 |
| 20 |
1.0564 |
1.0040 |
0.0524 |
5.0% |
0.0095 |
0.9% |
93% |
False |
False |
135,398 |
| 40 |
1.0564 |
0.9840 |
0.0724 |
6.9% |
0.0098 |
0.9% |
95% |
False |
False |
126,011 |
| 60 |
1.0564 |
0.9499 |
0.1065 |
10.1% |
0.0100 |
1.0% |
97% |
False |
False |
85,402 |
| 80 |
1.0564 |
0.9499 |
0.1065 |
10.1% |
0.0092 |
0.9% |
97% |
False |
False |
64,070 |
| 100 |
1.0564 |
0.9499 |
0.1065 |
10.1% |
0.0088 |
0.8% |
97% |
False |
False |
51,269 |
| 120 |
1.0564 |
0.9499 |
0.1065 |
10.1% |
0.0075 |
0.7% |
97% |
False |
False |
42,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0765 |
|
2.618 |
1.0680 |
|
1.618 |
1.0628 |
|
1.000 |
1.0596 |
|
0.618 |
1.0576 |
|
HIGH |
1.0544 |
|
0.618 |
1.0524 |
|
0.500 |
1.0518 |
|
0.382 |
1.0512 |
|
LOW |
1.0492 |
|
0.618 |
1.0460 |
|
1.000 |
1.0440 |
|
1.618 |
1.0408 |
|
2.618 |
1.0356 |
|
4.250 |
1.0271 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0524 |
1.0528 |
| PP |
1.0521 |
1.0528 |
| S1 |
1.0518 |
1.0527 |
|