CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0535 |
1.0541 |
0.0006 |
0.1% |
1.0538 |
| High |
1.0578 |
1.0548 |
-0.0030 |
-0.3% |
1.0578 |
| Low |
1.0518 |
1.0462 |
-0.0056 |
-0.5% |
1.0462 |
| Close |
1.0542 |
1.0532 |
-0.0010 |
-0.1% |
1.0532 |
| Range |
0.0060 |
0.0086 |
0.0026 |
43.3% |
0.0116 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
106,502 |
120,388 |
13,886 |
13.0% |
502,082 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0772 |
1.0738 |
1.0579 |
|
| R3 |
1.0686 |
1.0652 |
1.0556 |
|
| R2 |
1.0600 |
1.0600 |
1.0548 |
|
| R1 |
1.0566 |
1.0566 |
1.0540 |
1.0540 |
| PP |
1.0514 |
1.0514 |
1.0514 |
1.0501 |
| S1 |
1.0480 |
1.0480 |
1.0524 |
1.0454 |
| S2 |
1.0428 |
1.0428 |
1.0516 |
|
| S3 |
1.0342 |
1.0394 |
1.0508 |
|
| S4 |
1.0256 |
1.0308 |
1.0485 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0818 |
1.0596 |
|
| R3 |
1.0756 |
1.0702 |
1.0564 |
|
| R2 |
1.0640 |
1.0640 |
1.0553 |
|
| R1 |
1.0586 |
1.0586 |
1.0543 |
1.0555 |
| PP |
1.0524 |
1.0524 |
1.0524 |
1.0509 |
| S1 |
1.0470 |
1.0470 |
1.0521 |
1.0439 |
| S2 |
1.0408 |
1.0408 |
1.0511 |
|
| S3 |
1.0292 |
1.0354 |
1.0500 |
|
| S4 |
1.0176 |
1.0238 |
1.0468 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0578 |
1.0462 |
0.0116 |
1.1% |
0.0062 |
0.6% |
60% |
False |
True |
100,416 |
| 10 |
1.0578 |
1.0396 |
0.0182 |
1.7% |
0.0078 |
0.7% |
75% |
False |
False |
122,399 |
| 20 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0089 |
0.8% |
90% |
False |
False |
131,912 |
| 40 |
1.0578 |
0.9891 |
0.0687 |
6.5% |
0.0097 |
0.9% |
93% |
False |
False |
128,930 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0100 |
1.0% |
96% |
False |
False |
89,180 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0093 |
0.9% |
96% |
False |
False |
66,905 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0089 |
0.8% |
96% |
False |
False |
53,537 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0076 |
0.7% |
96% |
False |
False |
44,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0914 |
|
2.618 |
1.0773 |
|
1.618 |
1.0687 |
|
1.000 |
1.0634 |
|
0.618 |
1.0601 |
|
HIGH |
1.0548 |
|
0.618 |
1.0515 |
|
0.500 |
1.0505 |
|
0.382 |
1.0495 |
|
LOW |
1.0462 |
|
0.618 |
1.0409 |
|
1.000 |
1.0376 |
|
1.618 |
1.0323 |
|
2.618 |
1.0237 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0523 |
1.0528 |
| PP |
1.0514 |
1.0524 |
| S1 |
1.0505 |
1.0520 |
|