CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 21-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2012 |
21-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0407 |
1.0415 |
0.0008 |
0.1% |
1.0526 |
| High |
1.0442 |
1.0495 |
0.0053 |
0.5% |
1.0540 |
| Low |
1.0392 |
1.0414 |
0.0022 |
0.2% |
1.0383 |
| Close |
1.0426 |
1.0454 |
0.0028 |
0.3% |
1.0394 |
| Range |
0.0050 |
0.0081 |
0.0031 |
62.0% |
0.0157 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
92,382 |
110,353 |
17,971 |
19.5% |
488,841 |
|
| Daily Pivots for day following 21-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0657 |
1.0499 |
|
| R3 |
1.0616 |
1.0576 |
1.0476 |
|
| R2 |
1.0535 |
1.0535 |
1.0469 |
|
| R1 |
1.0495 |
1.0495 |
1.0461 |
1.0515 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0465 |
| S1 |
1.0414 |
1.0414 |
1.0447 |
1.0434 |
| S2 |
1.0373 |
1.0373 |
1.0439 |
|
| S3 |
1.0292 |
1.0333 |
1.0432 |
|
| S4 |
1.0211 |
1.0252 |
1.0409 |
|
|
| 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 |
1.0500 |
1.0383 |
0.0117 |
1.1% |
0.0072 |
0.7% |
61% |
False |
False |
99,000 |
| 10 |
1.0578 |
1.0383 |
0.0195 |
1.9% |
0.0070 |
0.7% |
36% |
False |
False |
102,086 |
| 20 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0084 |
0.8% |
73% |
False |
False |
119,861 |
| 40 |
1.0578 |
0.9914 |
0.0664 |
6.4% |
0.0091 |
0.9% |
81% |
False |
False |
121,172 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0098 |
0.9% |
89% |
False |
False |
100,671 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0093 |
0.9% |
89% |
False |
False |
75,545 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0089 |
0.8% |
89% |
False |
False |
60,448 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0080 |
0.8% |
89% |
False |
False |
50,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0707 |
|
1.618 |
1.0626 |
|
1.000 |
1.0576 |
|
0.618 |
1.0545 |
|
HIGH |
1.0495 |
|
0.618 |
1.0464 |
|
0.500 |
1.0455 |
|
0.382 |
1.0445 |
|
LOW |
1.0414 |
|
0.618 |
1.0364 |
|
1.000 |
1.0333 |
|
1.618 |
1.0283 |
|
2.618 |
1.0202 |
|
4.250 |
1.0070 |
|
|
| Fisher Pivots for day following 21-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0455 |
1.0450 |
| PP |
1.0454 |
1.0446 |
| S1 |
1.0454 |
1.0442 |
|