CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0541 |
1.0526 |
-0.0015 |
-0.1% |
1.0538 |
| High |
1.0548 |
1.0540 |
-0.0008 |
-0.1% |
1.0578 |
| Low |
1.0462 |
1.0463 |
0.0001 |
0.0% |
1.0462 |
| Close |
1.0532 |
1.0480 |
-0.0052 |
-0.5% |
1.0532 |
| Range |
0.0086 |
0.0077 |
-0.0009 |
-10.5% |
0.0116 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
120,388 |
90,438 |
-29,950 |
-24.9% |
502,082 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0725 |
1.0680 |
1.0522 |
|
| R3 |
1.0648 |
1.0603 |
1.0501 |
|
| R2 |
1.0571 |
1.0571 |
1.0494 |
|
| R1 |
1.0526 |
1.0526 |
1.0487 |
1.0510 |
| PP |
1.0494 |
1.0494 |
1.0494 |
1.0487 |
| S1 |
1.0449 |
1.0449 |
1.0473 |
1.0433 |
| S2 |
1.0417 |
1.0417 |
1.0466 |
|
| S3 |
1.0340 |
1.0372 |
1.0459 |
|
| S4 |
1.0263 |
1.0295 |
1.0438 |
|
|
| 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% |
0.0066 |
0.6% |
16% |
False |
False |
101,251 |
| 10 |
1.0578 |
1.0396 |
0.0182 |
1.7% |
0.0080 |
0.8% |
46% |
False |
False |
121,149 |
| 20 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0090 |
0.9% |
78% |
False |
False |
131,771 |
| 40 |
1.0578 |
0.9894 |
0.0684 |
6.5% |
0.0096 |
0.9% |
86% |
False |
False |
128,472 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0100 |
1.0% |
91% |
False |
False |
90,685 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0093 |
0.9% |
91% |
False |
False |
68,035 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0088 |
0.8% |
91% |
False |
False |
54,439 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0077 |
0.7% |
91% |
False |
False |
45,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0867 |
|
2.618 |
1.0742 |
|
1.618 |
1.0665 |
|
1.000 |
1.0617 |
|
0.618 |
1.0588 |
|
HIGH |
1.0540 |
|
0.618 |
1.0511 |
|
0.500 |
1.0502 |
|
0.382 |
1.0492 |
|
LOW |
1.0463 |
|
0.618 |
1.0415 |
|
1.000 |
1.0386 |
|
1.618 |
1.0338 |
|
2.618 |
1.0261 |
|
4.250 |
1.0136 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0502 |
1.0520 |
| PP |
1.0494 |
1.0507 |
| S1 |
1.0487 |
1.0493 |
|