CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0456 |
1.0485 |
0.0029 |
0.3% |
1.0526 |
| High |
1.0492 |
1.0523 |
0.0031 |
0.3% |
1.0540 |
| Low |
1.0386 |
1.0413 |
0.0027 |
0.3% |
1.0383 |
| Close |
1.0486 |
1.0422 |
-0.0064 |
-0.6% |
1.0394 |
| Range |
0.0106 |
0.0110 |
0.0004 |
3.8% |
0.0157 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.1% |
0.0000 |
| Volume |
165,945 |
149,950 |
-15,995 |
-9.6% |
488,841 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0783 |
1.0712 |
1.0483 |
|
| R3 |
1.0673 |
1.0602 |
1.0452 |
|
| R2 |
1.0563 |
1.0563 |
1.0442 |
|
| R1 |
1.0492 |
1.0492 |
1.0432 |
1.0473 |
| PP |
1.0453 |
1.0453 |
1.0453 |
1.0443 |
| S1 |
1.0382 |
1.0382 |
1.0412 |
1.0363 |
| S2 |
1.0343 |
1.0343 |
1.0402 |
|
| S3 |
1.0233 |
1.0272 |
1.0392 |
|
| S4 |
1.0123 |
1.0162 |
1.0362 |
|
|
| 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 |
1.0523 |
1.0383 |
0.0140 |
1.3% |
0.0093 |
0.9% |
28% |
True |
False |
125,720 |
| 10 |
1.0548 |
1.0383 |
0.0165 |
1.6% |
0.0080 |
0.8% |
24% |
False |
False |
112,785 |
| 20 |
1.0578 |
1.0336 |
0.0242 |
2.3% |
0.0080 |
0.8% |
36% |
False |
False |
119,086 |
| 40 |
1.0578 |
0.9924 |
0.0654 |
6.3% |
0.0093 |
0.9% |
76% |
False |
False |
123,450 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0098 |
0.9% |
86% |
False |
False |
105,925 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0094 |
0.9% |
86% |
False |
False |
79,491 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0088 |
0.8% |
86% |
False |
False |
63,606 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0082 |
0.8% |
86% |
False |
False |
53,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0991 |
|
2.618 |
1.0811 |
|
1.618 |
1.0701 |
|
1.000 |
1.0633 |
|
0.618 |
1.0591 |
|
HIGH |
1.0523 |
|
0.618 |
1.0481 |
|
0.500 |
1.0468 |
|
0.382 |
1.0455 |
|
LOW |
1.0413 |
|
0.618 |
1.0345 |
|
1.000 |
1.0303 |
|
1.618 |
1.0235 |
|
2.618 |
1.0125 |
|
4.250 |
0.9946 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0455 |
| PP |
1.0453 |
1.0444 |
| S1 |
1.0437 |
1.0433 |
|