CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0363 |
0.0088 |
0.9% |
1.0284 |
| High |
1.0393 |
1.0379 |
-0.0014 |
-0.1% |
1.0393 |
| Low |
1.0268 |
1.0325 |
0.0057 |
0.6% |
1.0155 |
| Close |
1.0386 |
1.0333 |
-0.0053 |
-0.5% |
1.0386 |
| Range |
0.0125 |
0.0054 |
-0.0071 |
-56.8% |
0.0238 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
166,916 |
86,479 |
-80,437 |
-48.2% |
667,246 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0474 |
1.0363 |
|
| R3 |
1.0454 |
1.0420 |
1.0348 |
|
| R2 |
1.0400 |
1.0400 |
1.0343 |
|
| R1 |
1.0366 |
1.0366 |
1.0338 |
1.0356 |
| PP |
1.0346 |
1.0346 |
1.0346 |
1.0341 |
| S1 |
1.0312 |
1.0312 |
1.0328 |
1.0302 |
| S2 |
1.0292 |
1.0292 |
1.0323 |
|
| S3 |
1.0238 |
1.0258 |
1.0318 |
|
| S4 |
1.0184 |
1.0204 |
1.0303 |
|
|
| 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% |
0.0097 |
0.9% |
75% |
False |
False |
150,745 |
| 10 |
1.0406 |
1.0155 |
0.0251 |
2.4% |
0.0078 |
0.8% |
71% |
False |
False |
122,216 |
| 20 |
1.0540 |
1.0155 |
0.0385 |
3.7% |
0.0078 |
0.8% |
46% |
False |
False |
118,154 |
| 40 |
1.0578 |
1.0125 |
0.0453 |
4.4% |
0.0084 |
0.8% |
46% |
False |
False |
125,033 |
| 60 |
1.0578 |
0.9891 |
0.0687 |
6.6% |
0.0091 |
0.9% |
64% |
False |
False |
125,338 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0095 |
0.9% |
77% |
False |
False |
96,423 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0090 |
0.9% |
77% |
False |
False |
77,155 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.4% |
0.0087 |
0.8% |
77% |
False |
False |
64,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0609 |
|
2.618 |
1.0520 |
|
1.618 |
1.0466 |
|
1.000 |
1.0433 |
|
0.618 |
1.0412 |
|
HIGH |
1.0379 |
|
0.618 |
1.0358 |
|
0.500 |
1.0352 |
|
0.382 |
1.0346 |
|
LOW |
1.0325 |
|
0.618 |
1.0292 |
|
1.000 |
1.0271 |
|
1.618 |
1.0238 |
|
2.618 |
1.0184 |
|
4.250 |
1.0096 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0352 |
1.0314 |
| PP |
1.0346 |
1.0294 |
| S1 |
1.0339 |
1.0275 |
|