CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0485 |
1.0418 |
-0.0067 |
-0.6% |
1.0407 |
| High |
1.0523 |
1.0423 |
-0.0100 |
-1.0% |
1.0523 |
| Low |
1.0413 |
1.0354 |
-0.0059 |
-0.6% |
1.0354 |
| Close |
1.0422 |
1.0387 |
-0.0035 |
-0.3% |
1.0387 |
| Range |
0.0110 |
0.0069 |
-0.0041 |
-37.3% |
0.0169 |
| ATR |
0.0087 |
0.0085 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
149,950 |
133,443 |
-16,507 |
-11.0% |
652,073 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0595 |
1.0560 |
1.0425 |
|
| R3 |
1.0526 |
1.0491 |
1.0406 |
|
| R2 |
1.0457 |
1.0457 |
1.0400 |
|
| R1 |
1.0422 |
1.0422 |
1.0393 |
1.0405 |
| PP |
1.0388 |
1.0388 |
1.0388 |
1.0380 |
| S1 |
1.0353 |
1.0353 |
1.0381 |
1.0336 |
| S2 |
1.0319 |
1.0319 |
1.0374 |
|
| S3 |
1.0250 |
1.0284 |
1.0368 |
|
| S4 |
1.0181 |
1.0215 |
1.0349 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0827 |
1.0480 |
|
| R3 |
1.0759 |
1.0658 |
1.0433 |
|
| R2 |
1.0590 |
1.0590 |
1.0418 |
|
| R1 |
1.0489 |
1.0489 |
1.0402 |
1.0455 |
| PP |
1.0421 |
1.0421 |
1.0421 |
1.0405 |
| S1 |
1.0320 |
1.0320 |
1.0372 |
1.0286 |
| S2 |
1.0252 |
1.0252 |
1.0356 |
|
| S3 |
1.0083 |
1.0151 |
1.0341 |
|
| S4 |
0.9914 |
0.9982 |
1.0294 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0523 |
1.0354 |
0.0169 |
1.6% |
0.0083 |
0.8% |
20% |
False |
True |
130,414 |
| 10 |
1.0540 |
1.0354 |
0.0186 |
1.8% |
0.0078 |
0.8% |
18% |
False |
True |
114,091 |
| 20 |
1.0578 |
1.0354 |
0.0224 |
2.2% |
0.0078 |
0.8% |
15% |
False |
True |
118,245 |
| 40 |
1.0578 |
0.9948 |
0.0630 |
6.1% |
0.0091 |
0.9% |
70% |
False |
False |
123,258 |
| 60 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0098 |
0.9% |
82% |
False |
False |
108,139 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0095 |
0.9% |
82% |
False |
False |
81,156 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0088 |
0.9% |
82% |
False |
False |
64,940 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0082 |
0.8% |
82% |
False |
False |
54,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0716 |
|
2.618 |
1.0604 |
|
1.618 |
1.0535 |
|
1.000 |
1.0492 |
|
0.618 |
1.0466 |
|
HIGH |
1.0423 |
|
0.618 |
1.0397 |
|
0.500 |
1.0389 |
|
0.382 |
1.0380 |
|
LOW |
1.0354 |
|
0.618 |
1.0311 |
|
1.000 |
1.0285 |
|
1.618 |
1.0242 |
|
2.618 |
1.0173 |
|
4.250 |
1.0061 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0389 |
1.0439 |
| PP |
1.0388 |
1.0421 |
| S1 |
1.0388 |
1.0404 |
|