CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0183 |
1.0275 |
0.0092 |
0.9% |
1.0284 |
| High |
1.0292 |
1.0393 |
0.0101 |
1.0% |
1.0393 |
| Low |
1.0157 |
1.0268 |
0.0111 |
1.1% |
1.0155 |
| Close |
1.0285 |
1.0386 |
0.0101 |
1.0% |
1.0386 |
| Range |
0.0135 |
0.0125 |
-0.0010 |
-7.4% |
0.0238 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.6% |
0.0000 |
| Volume |
182,533 |
166,916 |
-15,617 |
-8.6% |
667,246 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0724 |
1.0680 |
1.0455 |
|
| R3 |
1.0599 |
1.0555 |
1.0420 |
|
| R2 |
1.0474 |
1.0474 |
1.0409 |
|
| R1 |
1.0430 |
1.0430 |
1.0397 |
1.0452 |
| PP |
1.0349 |
1.0349 |
1.0349 |
1.0360 |
| S1 |
1.0305 |
1.0305 |
1.0375 |
1.0327 |
| S2 |
1.0224 |
1.0224 |
1.0363 |
|
| S3 |
1.0099 |
1.0180 |
1.0352 |
|
| S4 |
0.9974 |
1.0055 |
1.0317 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1025 |
1.0944 |
1.0517 |
|
| R3 |
1.0787 |
1.0706 |
1.0451 |
|
| R2 |
1.0549 |
1.0549 |
1.0430 |
|
| R1 |
1.0468 |
1.0468 |
1.0408 |
1.0509 |
| PP |
1.0311 |
1.0311 |
1.0311 |
1.0332 |
| S1 |
1.0230 |
1.0230 |
1.0364 |
1.0271 |
| S2 |
1.0073 |
1.0073 |
1.0342 |
|
| S3 |
0.9835 |
0.9992 |
1.0321 |
|
| S4 |
0.9597 |
0.9754 |
1.0255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0393 |
1.0155 |
0.0238 |
2.3% |
0.0102 |
1.0% |
97% |
True |
False |
161,292 |
| 10 |
1.0423 |
1.0155 |
0.0268 |
2.6% |
0.0079 |
0.8% |
86% |
False |
False |
126,913 |
| 20 |
1.0548 |
1.0155 |
0.0393 |
3.8% |
0.0080 |
0.8% |
59% |
False |
False |
119,849 |
| 40 |
1.0578 |
1.0063 |
0.0515 |
5.0% |
0.0085 |
0.8% |
63% |
False |
False |
126,230 |
| 60 |
1.0578 |
0.9840 |
0.0738 |
7.1% |
0.0092 |
0.9% |
74% |
False |
False |
124,965 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0095 |
0.9% |
82% |
False |
False |
95,343 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0090 |
0.9% |
82% |
False |
False |
76,290 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0087 |
0.8% |
82% |
False |
False |
63,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0924 |
|
2.618 |
1.0720 |
|
1.618 |
1.0595 |
|
1.000 |
1.0518 |
|
0.618 |
1.0470 |
|
HIGH |
1.0393 |
|
0.618 |
1.0345 |
|
0.500 |
1.0331 |
|
0.382 |
1.0316 |
|
LOW |
1.0268 |
|
0.618 |
1.0191 |
|
1.000 |
1.0143 |
|
1.618 |
1.0066 |
|
2.618 |
0.9941 |
|
4.250 |
0.9737 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0368 |
1.0349 |
| PP |
1.0349 |
1.0311 |
| S1 |
1.0331 |
1.0274 |
|