CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0343 |
-0.0062 |
-0.6% |
1.0407 |
| High |
1.0406 |
1.0374 |
-0.0032 |
-0.3% |
1.0523 |
| Low |
1.0347 |
1.0326 |
-0.0021 |
-0.2% |
1.0354 |
| Close |
1.0359 |
1.0356 |
-0.0003 |
0.0% |
1.0387 |
| Range |
0.0059 |
0.0048 |
-0.0011 |
-18.6% |
0.0169 |
| ATR |
0.0083 |
0.0081 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
70,407 |
88,321 |
17,914 |
25.4% |
652,073 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0474 |
1.0382 |
|
| R3 |
1.0448 |
1.0426 |
1.0369 |
|
| R2 |
1.0400 |
1.0400 |
1.0365 |
|
| R1 |
1.0378 |
1.0378 |
1.0360 |
1.0389 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0358 |
| S1 |
1.0330 |
1.0330 |
1.0352 |
1.0341 |
| S2 |
1.0304 |
1.0304 |
1.0347 |
|
| S3 |
1.0256 |
1.0282 |
1.0343 |
|
| S4 |
1.0208 |
1.0234 |
1.0330 |
|
|
| 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 |
1.0326 |
0.0197 |
1.9% |
0.0078 |
0.8% |
15% |
False |
True |
121,613 |
| 10 |
1.0523 |
1.0326 |
0.0197 |
1.9% |
0.0075 |
0.7% |
15% |
False |
True |
110,306 |
| 20 |
1.0578 |
1.0326 |
0.0252 |
2.4% |
0.0078 |
0.8% |
12% |
False |
True |
115,214 |
| 40 |
1.0578 |
1.0040 |
0.0538 |
5.2% |
0.0086 |
0.8% |
59% |
False |
False |
119,669 |
| 60 |
1.0578 |
0.9627 |
0.0951 |
9.2% |
0.0095 |
0.9% |
77% |
False |
False |
110,744 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0094 |
0.9% |
79% |
False |
False |
83,140 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0088 |
0.9% |
79% |
False |
False |
66,526 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0083 |
0.8% |
79% |
False |
False |
55,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0578 |
|
2.618 |
1.0500 |
|
1.618 |
1.0452 |
|
1.000 |
1.0422 |
|
0.618 |
1.0404 |
|
HIGH |
1.0374 |
|
0.618 |
1.0356 |
|
0.500 |
1.0350 |
|
0.382 |
1.0344 |
|
LOW |
1.0326 |
|
0.618 |
1.0296 |
|
1.000 |
1.0278 |
|
1.618 |
1.0248 |
|
2.618 |
1.0200 |
|
4.250 |
1.0122 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0375 |
| PP |
1.0352 |
1.0368 |
| S1 |
1.0350 |
1.0362 |
|