CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0279 |
1.0284 |
0.0005 |
0.0% |
1.0405 |
| High |
1.0341 |
1.0311 |
-0.0030 |
-0.3% |
1.0406 |
| Low |
1.0263 |
1.0203 |
-0.0060 |
-0.6% |
1.0263 |
| Close |
1.0311 |
1.0215 |
-0.0096 |
-0.9% |
1.0311 |
| Range |
0.0078 |
0.0108 |
0.0030 |
38.5% |
0.0143 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.8% |
0.0000 |
| Volume |
139,214 |
168,029 |
28,815 |
20.7% |
468,441 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0567 |
1.0499 |
1.0274 |
|
| R3 |
1.0459 |
1.0391 |
1.0245 |
|
| R2 |
1.0351 |
1.0351 |
1.0235 |
|
| R1 |
1.0283 |
1.0283 |
1.0225 |
1.0263 |
| PP |
1.0243 |
1.0243 |
1.0243 |
1.0233 |
| S1 |
1.0175 |
1.0175 |
1.0205 |
1.0155 |
| S2 |
1.0135 |
1.0135 |
1.0195 |
|
| S3 |
1.0027 |
1.0067 |
1.0185 |
|
| S4 |
0.9919 |
0.9959 |
1.0156 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0756 |
1.0676 |
1.0390 |
|
| R3 |
1.0613 |
1.0533 |
1.0350 |
|
| R2 |
1.0470 |
1.0470 |
1.0337 |
|
| R1 |
1.0390 |
1.0390 |
1.0324 |
1.0359 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0311 |
| S1 |
1.0247 |
1.0247 |
1.0298 |
1.0216 |
| S2 |
1.0184 |
1.0184 |
1.0285 |
|
| S3 |
1.0041 |
1.0104 |
1.0272 |
|
| S4 |
0.9898 |
0.9961 |
1.0232 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0380 |
1.0203 |
0.0177 |
1.7% |
0.0068 |
0.7% |
7% |
False |
True |
113,212 |
| 10 |
1.0523 |
1.0203 |
0.0320 |
3.1% |
0.0077 |
0.7% |
4% |
False |
True |
119,616 |
| 20 |
1.0578 |
1.0203 |
0.0375 |
3.7% |
0.0072 |
0.7% |
3% |
False |
True |
109,660 |
| 40 |
1.0578 |
1.0040 |
0.0538 |
5.3% |
0.0086 |
0.8% |
33% |
False |
False |
124,055 |
| 60 |
1.0578 |
0.9766 |
0.0812 |
7.9% |
0.0092 |
0.9% |
55% |
False |
False |
118,242 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.6% |
0.0093 |
0.9% |
66% |
False |
False |
89,106 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.6% |
0.0088 |
0.9% |
66% |
False |
False |
71,302 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.6% |
0.0085 |
0.8% |
66% |
False |
False |
59,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0770 |
|
2.618 |
1.0594 |
|
1.618 |
1.0486 |
|
1.000 |
1.0419 |
|
0.618 |
1.0378 |
|
HIGH |
1.0311 |
|
0.618 |
1.0270 |
|
0.500 |
1.0257 |
|
0.382 |
1.0244 |
|
LOW |
1.0203 |
|
0.618 |
1.0136 |
|
1.000 |
1.0095 |
|
1.618 |
1.0028 |
|
2.618 |
0.9920 |
|
4.250 |
0.9744 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0257 |
1.0272 |
| PP |
1.0243 |
1.0253 |
| S1 |
1.0229 |
1.0234 |
|