CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0485 |
1.0407 |
-0.0078 |
-0.7% |
1.0526 |
| High |
1.0500 |
1.0442 |
-0.0058 |
-0.6% |
1.0540 |
| Low |
1.0383 |
1.0392 |
0.0009 |
0.1% |
1.0383 |
| Close |
1.0394 |
1.0426 |
0.0032 |
0.3% |
1.0394 |
| Range |
0.0117 |
0.0050 |
-0.0067 |
-57.3% |
0.0157 |
| ATR |
0.0086 |
0.0083 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
109,973 |
92,382 |
-17,591 |
-16.0% |
488,841 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0548 |
1.0454 |
|
| R3 |
1.0520 |
1.0498 |
1.0440 |
|
| R2 |
1.0470 |
1.0470 |
1.0435 |
|
| R1 |
1.0448 |
1.0448 |
1.0431 |
1.0459 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0426 |
| S1 |
1.0398 |
1.0398 |
1.0421 |
1.0409 |
| S2 |
1.0370 |
1.0370 |
1.0417 |
|
| S3 |
1.0320 |
1.0348 |
1.0412 |
|
| S4 |
1.0270 |
1.0298 |
1.0399 |
|
|
| 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 |
1.0508 |
1.0383 |
0.0125 |
1.2% |
0.0068 |
0.7% |
34% |
False |
False |
98,157 |
| 10 |
1.0578 |
1.0383 |
0.0195 |
1.9% |
0.0067 |
0.6% |
22% |
False |
False |
99,704 |
| 20 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0085 |
0.8% |
66% |
False |
False |
122,756 |
| 40 |
1.0578 |
0.9894 |
0.0684 |
6.6% |
0.0091 |
0.9% |
78% |
False |
False |
121,393 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0098 |
0.9% |
86% |
False |
False |
98,838 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0094 |
0.9% |
86% |
False |
False |
74,167 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0088 |
0.8% |
86% |
False |
False |
59,345 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0079 |
0.8% |
86% |
False |
False |
49,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0573 |
|
1.618 |
1.0523 |
|
1.000 |
1.0492 |
|
0.618 |
1.0473 |
|
HIGH |
1.0442 |
|
0.618 |
1.0423 |
|
0.500 |
1.0417 |
|
0.382 |
1.0411 |
|
LOW |
1.0392 |
|
0.618 |
1.0361 |
|
1.000 |
1.0342 |
|
1.618 |
1.0311 |
|
2.618 |
1.0261 |
|
4.250 |
1.0180 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0423 |
1.0442 |
| PP |
1.0420 |
1.0436 |
| S1 |
1.0417 |
1.0431 |
|