CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0526 |
1.0486 |
-0.0040 |
-0.4% |
1.0538 |
| High |
1.0540 |
1.0508 |
-0.0032 |
-0.3% |
1.0578 |
| Low |
1.0463 |
1.0446 |
-0.0017 |
-0.2% |
1.0462 |
| Close |
1.0480 |
1.0467 |
-0.0013 |
-0.1% |
1.0532 |
| Range |
0.0077 |
0.0062 |
-0.0015 |
-19.5% |
0.0116 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
90,438 |
106,135 |
15,697 |
17.4% |
502,082 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0625 |
1.0501 |
|
| R3 |
1.0598 |
1.0563 |
1.0484 |
|
| R2 |
1.0536 |
1.0536 |
1.0478 |
|
| R1 |
1.0501 |
1.0501 |
1.0473 |
1.0488 |
| PP |
1.0474 |
1.0474 |
1.0474 |
1.0467 |
| S1 |
1.0439 |
1.0439 |
1.0461 |
1.0426 |
| S2 |
1.0412 |
1.0412 |
1.0456 |
|
| S3 |
1.0350 |
1.0377 |
1.0450 |
|
| S4 |
1.0288 |
1.0315 |
1.0433 |
|
|
| 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 |
1.0446 |
0.0132 |
1.3% |
0.0067 |
0.6% |
16% |
False |
True |
105,172 |
| 10 |
1.0578 |
1.0396 |
0.0182 |
1.7% |
0.0081 |
0.8% |
39% |
False |
False |
120,122 |
| 20 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0089 |
0.8% |
75% |
False |
False |
129,786 |
| 40 |
1.0578 |
0.9894 |
0.0684 |
6.5% |
0.0095 |
0.9% |
84% |
False |
False |
127,448 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0100 |
1.0% |
90% |
False |
False |
92,447 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0093 |
0.9% |
90% |
False |
False |
69,361 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0088 |
0.8% |
90% |
False |
False |
55,499 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0077 |
0.7% |
90% |
False |
False |
46,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0772 |
|
2.618 |
1.0670 |
|
1.618 |
1.0608 |
|
1.000 |
1.0570 |
|
0.618 |
1.0546 |
|
HIGH |
1.0508 |
|
0.618 |
1.0484 |
|
0.500 |
1.0477 |
|
0.382 |
1.0470 |
|
LOW |
1.0446 |
|
0.618 |
1.0408 |
|
1.000 |
1.0384 |
|
1.618 |
1.0346 |
|
2.618 |
1.0284 |
|
4.250 |
1.0183 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0477 |
1.0497 |
| PP |
1.0474 |
1.0487 |
| S1 |
1.0470 |
1.0477 |
|