CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0183 |
-0.0032 |
-0.3% |
1.0405 |
| High |
1.0219 |
1.0292 |
0.0073 |
0.7% |
1.0406 |
| Low |
1.0155 |
1.0157 |
0.0002 |
0.0% |
1.0263 |
| Close |
1.0181 |
1.0285 |
0.0104 |
1.0% |
1.0311 |
| Range |
0.0064 |
0.0135 |
0.0071 |
110.9% |
0.0143 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.1% |
0.0000 |
| Volume |
149,768 |
182,533 |
32,765 |
21.9% |
468,441 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0650 |
1.0602 |
1.0359 |
|
| R3 |
1.0515 |
1.0467 |
1.0322 |
|
| R2 |
1.0380 |
1.0380 |
1.0310 |
|
| R1 |
1.0332 |
1.0332 |
1.0297 |
1.0356 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0257 |
| S1 |
1.0197 |
1.0197 |
1.0273 |
1.0221 |
| S2 |
1.0110 |
1.0110 |
1.0260 |
|
| S3 |
0.9975 |
1.0062 |
1.0248 |
|
| S4 |
0.9840 |
0.9927 |
1.0211 |
|
|
| 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 |
1.0341 |
1.0155 |
0.0186 |
1.8% |
0.0088 |
0.9% |
70% |
False |
False |
144,598 |
| 10 |
1.0523 |
1.0155 |
0.0368 |
3.6% |
0.0078 |
0.8% |
35% |
False |
False |
125,216 |
| 20 |
1.0578 |
1.0155 |
0.0423 |
4.1% |
0.0076 |
0.7% |
31% |
False |
False |
116,828 |
| 40 |
1.0578 |
1.0040 |
0.0538 |
5.2% |
0.0086 |
0.8% |
46% |
False |
False |
126,113 |
| 60 |
1.0578 |
0.9840 |
0.0738 |
7.2% |
0.0091 |
0.9% |
60% |
False |
False |
122,950 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0094 |
0.9% |
73% |
False |
False |
93,258 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0089 |
0.9% |
73% |
False |
False |
74,621 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.5% |
0.0086 |
0.8% |
73% |
False |
False |
62,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0866 |
|
2.618 |
1.0645 |
|
1.618 |
1.0510 |
|
1.000 |
1.0427 |
|
0.618 |
1.0375 |
|
HIGH |
1.0292 |
|
0.618 |
1.0240 |
|
0.500 |
1.0225 |
|
0.382 |
1.0209 |
|
LOW |
1.0157 |
|
0.618 |
1.0074 |
|
1.000 |
1.0022 |
|
1.618 |
0.9939 |
|
2.618 |
0.9804 |
|
4.250 |
0.9583 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0268 |
| PP |
1.0245 |
1.0250 |
| S1 |
1.0225 |
1.0233 |
|