CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0486 |
1.0458 |
-0.0028 |
-0.3% |
1.0538 |
| High |
1.0508 |
1.0483 |
-0.0025 |
-0.2% |
1.0578 |
| Low |
1.0446 |
1.0423 |
-0.0023 |
-0.2% |
1.0462 |
| Close |
1.0467 |
1.0477 |
0.0010 |
0.1% |
1.0532 |
| Range |
0.0062 |
0.0060 |
-0.0002 |
-3.2% |
0.0116 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
106,135 |
89,723 |
-16,412 |
-15.5% |
502,082 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0641 |
1.0619 |
1.0510 |
|
| R3 |
1.0581 |
1.0559 |
1.0494 |
|
| R2 |
1.0521 |
1.0521 |
1.0488 |
|
| R1 |
1.0499 |
1.0499 |
1.0483 |
1.0510 |
| PP |
1.0461 |
1.0461 |
1.0461 |
1.0467 |
| S1 |
1.0439 |
1.0439 |
1.0472 |
1.0450 |
| S2 |
1.0401 |
1.0401 |
1.0466 |
|
| S3 |
1.0341 |
1.0379 |
1.0461 |
|
| S4 |
1.0281 |
1.0319 |
1.0444 |
|
|
| 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 |
1.0423 |
0.0155 |
1.5% |
0.0069 |
0.7% |
35% |
False |
True |
102,637 |
| 10 |
1.0578 |
1.0396 |
0.0182 |
1.7% |
0.0078 |
0.7% |
45% |
False |
False |
114,430 |
| 20 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0088 |
0.8% |
78% |
False |
False |
128,279 |
| 40 |
1.0578 |
0.9894 |
0.0684 |
6.5% |
0.0094 |
0.9% |
85% |
False |
False |
126,194 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0100 |
1.0% |
91% |
False |
False |
93,933 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0093 |
0.9% |
91% |
False |
False |
70,482 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0088 |
0.8% |
91% |
False |
False |
56,396 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0078 |
0.7% |
91% |
False |
False |
47,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0640 |
|
1.618 |
1.0580 |
|
1.000 |
1.0543 |
|
0.618 |
1.0520 |
|
HIGH |
1.0483 |
|
0.618 |
1.0460 |
|
0.500 |
1.0453 |
|
0.382 |
1.0446 |
|
LOW |
1.0423 |
|
0.618 |
1.0386 |
|
1.000 |
1.0363 |
|
1.618 |
1.0326 |
|
2.618 |
1.0266 |
|
4.250 |
1.0168 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0482 |
| PP |
1.0461 |
1.0480 |
| S1 |
1.0453 |
1.0479 |
|