CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 17-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2012 |
17-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0473 |
1.0485 |
0.0012 |
0.1% |
1.0526 |
| High |
1.0497 |
1.0500 |
0.0003 |
0.0% |
1.0540 |
| Low |
1.0446 |
1.0383 |
-0.0063 |
-0.6% |
1.0383 |
| Close |
1.0492 |
1.0394 |
-0.0098 |
-0.9% |
1.0394 |
| Range |
0.0051 |
0.0117 |
0.0066 |
129.4% |
0.0157 |
| ATR |
0.0083 |
0.0086 |
0.0002 |
2.9% |
0.0000 |
| Volume |
92,572 |
109,973 |
17,401 |
18.8% |
488,841 |
|
| Daily Pivots for day following 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0777 |
1.0702 |
1.0458 |
|
| R3 |
1.0660 |
1.0585 |
1.0426 |
|
| R2 |
1.0543 |
1.0543 |
1.0415 |
|
| R1 |
1.0468 |
1.0468 |
1.0405 |
1.0447 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0415 |
| S1 |
1.0351 |
1.0351 |
1.0383 |
1.0330 |
| S2 |
1.0309 |
1.0309 |
1.0373 |
|
| S3 |
1.0192 |
1.0234 |
1.0362 |
|
| S4 |
1.0075 |
1.0117 |
1.0330 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0910 |
1.0809 |
1.0480 |
|
| R3 |
1.0753 |
1.0652 |
1.0437 |
|
| R2 |
1.0596 |
1.0596 |
1.0423 |
|
| R1 |
1.0495 |
1.0495 |
1.0408 |
1.0467 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0425 |
| S1 |
1.0338 |
1.0338 |
1.0380 |
1.0310 |
| S2 |
1.0282 |
1.0282 |
1.0365 |
|
| S3 |
1.0125 |
1.0181 |
1.0351 |
|
| S4 |
0.9968 |
1.0024 |
1.0308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0540 |
1.0383 |
0.0157 |
1.5% |
0.0073 |
0.7% |
7% |
False |
True |
97,768 |
| 10 |
1.0578 |
1.0383 |
0.0195 |
1.9% |
0.0068 |
0.7% |
6% |
False |
True |
99,092 |
| 20 |
1.0578 |
1.0125 |
0.0453 |
4.4% |
0.0088 |
0.8% |
59% |
False |
False |
125,637 |
| 40 |
1.0578 |
0.9894 |
0.0684 |
6.6% |
0.0092 |
0.9% |
73% |
False |
False |
122,610 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0099 |
0.9% |
83% |
False |
False |
97,304 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0094 |
0.9% |
83% |
False |
False |
73,013 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0088 |
0.8% |
83% |
False |
False |
58,421 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0079 |
0.8% |
83% |
False |
False |
48,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0997 |
|
2.618 |
1.0806 |
|
1.618 |
1.0689 |
|
1.000 |
1.0617 |
|
0.618 |
1.0572 |
|
HIGH |
1.0500 |
|
0.618 |
1.0455 |
|
0.500 |
1.0442 |
|
0.382 |
1.0428 |
|
LOW |
1.0383 |
|
0.618 |
1.0311 |
|
1.000 |
1.0266 |
|
1.618 |
1.0194 |
|
2.618 |
1.0077 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 17-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0442 |
1.0442 |
| PP |
1.0426 |
1.0426 |
| S1 |
1.0410 |
1.0410 |
|