CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0327 |
-0.0036 |
-0.3% |
1.0284 |
| High |
1.0379 |
1.0444 |
0.0065 |
0.6% |
1.0393 |
| Low |
1.0325 |
1.0318 |
-0.0007 |
-0.1% |
1.0155 |
| Close |
1.0333 |
1.0431 |
0.0098 |
0.9% |
1.0386 |
| Range |
0.0054 |
0.0126 |
0.0072 |
133.3% |
0.0238 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.6% |
0.0000 |
| Volume |
86,479 |
136,788 |
50,309 |
58.2% |
667,246 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0729 |
1.0500 |
|
| R3 |
1.0650 |
1.0603 |
1.0466 |
|
| R2 |
1.0524 |
1.0524 |
1.0454 |
|
| R1 |
1.0477 |
1.0477 |
1.0443 |
1.0501 |
| PP |
1.0398 |
1.0398 |
1.0398 |
1.0409 |
| S1 |
1.0351 |
1.0351 |
1.0419 |
1.0375 |
| S2 |
1.0272 |
1.0272 |
1.0408 |
|
| S3 |
1.0146 |
1.0225 |
1.0396 |
|
| S4 |
1.0020 |
1.0099 |
1.0362 |
|
|
| 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 |
1.0444 |
1.0155 |
0.0289 |
2.8% |
0.0101 |
1.0% |
96% |
True |
False |
144,496 |
| 10 |
1.0444 |
1.0155 |
0.0289 |
2.8% |
0.0085 |
0.8% |
96% |
True |
False |
128,854 |
| 20 |
1.0523 |
1.0155 |
0.0368 |
3.5% |
0.0081 |
0.8% |
75% |
False |
False |
120,471 |
| 40 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0085 |
0.8% |
68% |
False |
False |
126,121 |
| 60 |
1.0578 |
0.9894 |
0.0684 |
6.6% |
0.0091 |
0.9% |
79% |
False |
False |
125,805 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0095 |
0.9% |
86% |
False |
False |
98,131 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0090 |
0.9% |
86% |
False |
False |
78,522 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.3% |
0.0087 |
0.8% |
86% |
False |
False |
65,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0980 |
|
2.618 |
1.0774 |
|
1.618 |
1.0648 |
|
1.000 |
1.0570 |
|
0.618 |
1.0522 |
|
HIGH |
1.0444 |
|
0.618 |
1.0396 |
|
0.500 |
1.0381 |
|
0.382 |
1.0366 |
|
LOW |
1.0318 |
|
0.618 |
1.0240 |
|
1.000 |
1.0192 |
|
1.618 |
1.0114 |
|
2.618 |
0.9988 |
|
4.250 |
0.9783 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0414 |
1.0406 |
| PP |
1.0398 |
1.0381 |
| S1 |
1.0381 |
1.0356 |
|