CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0284 |
1.0215 |
-0.0069 |
-0.7% |
1.0405 |
| High |
1.0311 |
1.0219 |
-0.0092 |
-0.9% |
1.0406 |
| Low |
1.0203 |
1.0155 |
-0.0048 |
-0.5% |
1.0263 |
| Close |
1.0215 |
1.0181 |
-0.0034 |
-0.3% |
1.0311 |
| Range |
0.0108 |
0.0064 |
-0.0044 |
-40.7% |
0.0143 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
168,029 |
149,768 |
-18,261 |
-10.9% |
468,441 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0343 |
1.0216 |
|
| R3 |
1.0313 |
1.0279 |
1.0199 |
|
| R2 |
1.0249 |
1.0249 |
1.0193 |
|
| R1 |
1.0215 |
1.0215 |
1.0187 |
1.0200 |
| PP |
1.0185 |
1.0185 |
1.0185 |
1.0178 |
| S1 |
1.0151 |
1.0151 |
1.0175 |
1.0136 |
| S2 |
1.0121 |
1.0121 |
1.0169 |
|
| S3 |
1.0057 |
1.0087 |
1.0163 |
|
| S4 |
0.9993 |
1.0023 |
1.0146 |
|
|
| 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 |
1.0155 |
0.0225 |
2.2% |
0.0071 |
0.7% |
12% |
False |
True |
125,502 |
| 10 |
1.0523 |
1.0155 |
0.0368 |
3.6% |
0.0075 |
0.7% |
7% |
False |
True |
123,557 |
| 20 |
1.0578 |
1.0155 |
0.0423 |
4.2% |
0.0072 |
0.7% |
6% |
False |
True |
112,822 |
| 40 |
1.0578 |
1.0040 |
0.0538 |
5.3% |
0.0085 |
0.8% |
26% |
False |
False |
124,862 |
| 60 |
1.0578 |
0.9766 |
0.0812 |
8.0% |
0.0090 |
0.9% |
51% |
False |
False |
120,369 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.6% |
0.0093 |
0.9% |
63% |
False |
False |
90,978 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.6% |
0.0088 |
0.9% |
63% |
False |
False |
72,797 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.6% |
0.0085 |
0.8% |
63% |
False |
False |
60,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0387 |
|
1.618 |
1.0323 |
|
1.000 |
1.0283 |
|
0.618 |
1.0259 |
|
HIGH |
1.0219 |
|
0.618 |
1.0195 |
|
0.500 |
1.0187 |
|
0.382 |
1.0179 |
|
LOW |
1.0155 |
|
0.618 |
1.0115 |
|
1.000 |
1.0091 |
|
1.618 |
1.0051 |
|
2.618 |
0.9987 |
|
4.250 |
0.9883 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0248 |
| PP |
1.0185 |
1.0226 |
| S1 |
1.0183 |
1.0203 |
|