CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 29-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2012 |
29-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0343 |
1.0348 |
0.0005 |
0.0% |
1.0407 |
| High |
1.0374 |
1.0380 |
0.0006 |
0.1% |
1.0523 |
| Low |
1.0326 |
1.0330 |
0.0004 |
0.0% |
1.0354 |
| Close |
1.0356 |
1.0344 |
-0.0012 |
-0.1% |
1.0387 |
| Range |
0.0048 |
0.0050 |
0.0002 |
4.2% |
0.0169 |
| ATR |
0.0081 |
0.0079 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
88,321 |
87,050 |
-1,271 |
-1.4% |
652,073 |
|
| Daily Pivots for day following 29-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0473 |
1.0372 |
|
| R3 |
1.0451 |
1.0423 |
1.0358 |
|
| R2 |
1.0401 |
1.0401 |
1.0353 |
|
| R1 |
1.0373 |
1.0373 |
1.0349 |
1.0362 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0346 |
| S1 |
1.0323 |
1.0323 |
1.0339 |
1.0312 |
| S2 |
1.0301 |
1.0301 |
1.0335 |
|
| S3 |
1.0251 |
1.0273 |
1.0330 |
|
| S4 |
1.0201 |
1.0223 |
1.0317 |
|
|
| 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% |
0.0067 |
0.6% |
9% |
False |
False |
105,834 |
| 10 |
1.0523 |
1.0326 |
0.0197 |
1.9% |
0.0074 |
0.7% |
9% |
False |
False |
110,039 |
| 20 |
1.0578 |
1.0326 |
0.0252 |
2.4% |
0.0076 |
0.7% |
7% |
False |
False |
112,235 |
| 40 |
1.0578 |
1.0040 |
0.0538 |
5.2% |
0.0086 |
0.8% |
57% |
False |
False |
119,849 |
| 60 |
1.0578 |
0.9659 |
0.0919 |
8.9% |
0.0095 |
0.9% |
75% |
False |
False |
112,148 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0093 |
0.9% |
78% |
False |
False |
84,228 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0088 |
0.9% |
78% |
False |
False |
67,396 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0084 |
0.8% |
78% |
False |
False |
56,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0593 |
|
2.618 |
1.0511 |
|
1.618 |
1.0461 |
|
1.000 |
1.0430 |
|
0.618 |
1.0411 |
|
HIGH |
1.0380 |
|
0.618 |
1.0361 |
|
0.500 |
1.0355 |
|
0.382 |
1.0349 |
|
LOW |
1.0330 |
|
0.618 |
1.0299 |
|
1.000 |
1.0280 |
|
1.618 |
1.0249 |
|
2.618 |
1.0199 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 29-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0355 |
1.0366 |
| PP |
1.0351 |
1.0359 |
| S1 |
1.0348 |
1.0351 |
|