CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0458 |
1.0473 |
0.0015 |
0.1% |
1.0538 |
| High |
1.0483 |
1.0497 |
0.0014 |
0.1% |
1.0578 |
| Low |
1.0423 |
1.0446 |
0.0023 |
0.2% |
1.0462 |
| Close |
1.0477 |
1.0492 |
0.0015 |
0.1% |
1.0532 |
| Range |
0.0060 |
0.0051 |
-0.0009 |
-15.0% |
0.0116 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
89,723 |
92,572 |
2,849 |
3.2% |
502,082 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0631 |
1.0613 |
1.0520 |
|
| R3 |
1.0580 |
1.0562 |
1.0506 |
|
| R2 |
1.0529 |
1.0529 |
1.0501 |
|
| R1 |
1.0511 |
1.0511 |
1.0497 |
1.0520 |
| PP |
1.0478 |
1.0478 |
1.0478 |
1.0483 |
| S1 |
1.0460 |
1.0460 |
1.0487 |
1.0469 |
| S2 |
1.0427 |
1.0427 |
1.0483 |
|
| S3 |
1.0376 |
1.0409 |
1.0478 |
|
| S4 |
1.0325 |
1.0358 |
1.0464 |
|
|
| 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 |
1.0548 |
1.0423 |
0.0125 |
1.2% |
0.0067 |
0.6% |
55% |
False |
False |
99,851 |
| 10 |
1.0578 |
1.0406 |
0.0172 |
1.6% |
0.0069 |
0.7% |
50% |
False |
False |
102,666 |
| 20 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0086 |
0.8% |
81% |
False |
False |
126,259 |
| 40 |
1.0578 |
0.9894 |
0.0684 |
6.5% |
0.0093 |
0.9% |
87% |
False |
False |
124,295 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0098 |
0.9% |
92% |
False |
False |
95,474 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0092 |
0.9% |
92% |
False |
False |
71,639 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0088 |
0.8% |
92% |
False |
False |
57,322 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0078 |
0.7% |
92% |
False |
False |
47,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0714 |
|
2.618 |
1.0631 |
|
1.618 |
1.0580 |
|
1.000 |
1.0548 |
|
0.618 |
1.0529 |
|
HIGH |
1.0497 |
|
0.618 |
1.0478 |
|
0.500 |
1.0472 |
|
0.382 |
1.0465 |
|
LOW |
1.0446 |
|
0.618 |
1.0414 |
|
1.000 |
1.0395 |
|
1.618 |
1.0363 |
|
2.618 |
1.0312 |
|
4.250 |
1.0229 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0485 |
1.0483 |
| PP |
1.0478 |
1.0474 |
| S1 |
1.0472 |
1.0466 |
|