CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0348 |
1.0331 |
-0.0017 |
-0.2% |
1.0407 |
| High |
1.0380 |
1.0333 |
-0.0047 |
-0.5% |
1.0523 |
| Low |
1.0330 |
1.0276 |
-0.0054 |
-0.5% |
1.0354 |
| Close |
1.0344 |
1.0280 |
-0.0064 |
-0.6% |
1.0387 |
| Range |
0.0050 |
0.0057 |
0.0007 |
14.0% |
0.0169 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
87,050 |
83,449 |
-3,601 |
-4.1% |
652,073 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0431 |
1.0311 |
|
| R3 |
1.0410 |
1.0374 |
1.0296 |
|
| R2 |
1.0353 |
1.0353 |
1.0290 |
|
| R1 |
1.0317 |
1.0317 |
1.0285 |
1.0307 |
| PP |
1.0296 |
1.0296 |
1.0296 |
1.0291 |
| S1 |
1.0260 |
1.0260 |
1.0275 |
1.0250 |
| S2 |
1.0239 |
1.0239 |
1.0270 |
|
| S3 |
1.0182 |
1.0203 |
1.0264 |
|
| S4 |
1.0125 |
1.0146 |
1.0249 |
|
|
| 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 |
1.0423 |
1.0276 |
0.0147 |
1.4% |
0.0057 |
0.6% |
3% |
False |
True |
92,534 |
| 10 |
1.0523 |
1.0276 |
0.0247 |
2.4% |
0.0075 |
0.7% |
2% |
False |
True |
109,127 |
| 20 |
1.0578 |
1.0276 |
0.0302 |
2.9% |
0.0072 |
0.7% |
1% |
False |
True |
105,897 |
| 40 |
1.0578 |
1.0040 |
0.0538 |
5.2% |
0.0085 |
0.8% |
45% |
False |
False |
121,922 |
| 60 |
1.0578 |
0.9739 |
0.0839 |
8.2% |
0.0093 |
0.9% |
64% |
False |
False |
113,356 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0093 |
0.9% |
72% |
False |
False |
85,269 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0088 |
0.9% |
72% |
False |
False |
68,230 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0084 |
0.8% |
72% |
False |
False |
56,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0575 |
|
2.618 |
1.0482 |
|
1.618 |
1.0425 |
|
1.000 |
1.0390 |
|
0.618 |
1.0368 |
|
HIGH |
1.0333 |
|
0.618 |
1.0311 |
|
0.500 |
1.0305 |
|
0.382 |
1.0298 |
|
LOW |
1.0276 |
|
0.618 |
1.0241 |
|
1.000 |
1.0219 |
|
1.618 |
1.0184 |
|
2.618 |
1.0127 |
|
4.250 |
1.0034 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0305 |
1.0328 |
| PP |
1.0296 |
1.0312 |
| S1 |
1.0288 |
1.0296 |
|