CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0418 |
1.0405 |
-0.0013 |
-0.1% |
1.0407 |
| High |
1.0423 |
1.0406 |
-0.0017 |
-0.2% |
1.0523 |
| Low |
1.0354 |
1.0347 |
-0.0007 |
-0.1% |
1.0354 |
| Close |
1.0387 |
1.0359 |
-0.0028 |
-0.3% |
1.0387 |
| Range |
0.0069 |
0.0059 |
-0.0010 |
-14.5% |
0.0169 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
133,443 |
70,407 |
-63,036 |
-47.2% |
652,073 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0512 |
1.0391 |
|
| R3 |
1.0489 |
1.0453 |
1.0375 |
|
| R2 |
1.0430 |
1.0430 |
1.0370 |
|
| R1 |
1.0394 |
1.0394 |
1.0364 |
1.0383 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0365 |
| S1 |
1.0335 |
1.0335 |
1.0354 |
1.0324 |
| S2 |
1.0312 |
1.0312 |
1.0348 |
|
| S3 |
1.0253 |
1.0276 |
1.0343 |
|
| S4 |
1.0194 |
1.0217 |
1.0327 |
|
|
| 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 |
1.0347 |
0.0176 |
1.7% |
0.0085 |
0.8% |
7% |
False |
True |
126,019 |
| 10 |
1.0523 |
1.0347 |
0.0176 |
1.7% |
0.0077 |
0.7% |
7% |
False |
True |
112,088 |
| 20 |
1.0578 |
1.0347 |
0.0231 |
2.2% |
0.0078 |
0.8% |
5% |
False |
True |
116,618 |
| 40 |
1.0578 |
1.0040 |
0.0538 |
5.2% |
0.0087 |
0.8% |
59% |
False |
False |
120,231 |
| 60 |
1.0578 |
0.9549 |
0.1029 |
9.9% |
0.0097 |
0.9% |
79% |
False |
False |
109,293 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0095 |
0.9% |
80% |
False |
False |
82,036 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0088 |
0.9% |
80% |
False |
False |
65,643 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0083 |
0.8% |
80% |
False |
False |
54,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0657 |
|
2.618 |
1.0560 |
|
1.618 |
1.0501 |
|
1.000 |
1.0465 |
|
0.618 |
1.0442 |
|
HIGH |
1.0406 |
|
0.618 |
1.0383 |
|
0.500 |
1.0377 |
|
0.382 |
1.0370 |
|
LOW |
1.0347 |
|
0.618 |
1.0311 |
|
1.000 |
1.0288 |
|
1.618 |
1.0252 |
|
2.618 |
1.0193 |
|
4.250 |
1.0096 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0377 |
1.0435 |
| PP |
1.0371 |
1.0410 |
| S1 |
1.0365 |
1.0384 |
|