CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0424 |
1.0461 |
0.0037 |
0.4% |
1.0284 |
| High |
1.0502 |
1.0567 |
0.0065 |
0.6% |
1.0393 |
| Low |
1.0422 |
1.0392 |
-0.0030 |
-0.3% |
1.0155 |
| Close |
1.0451 |
1.0546 |
0.0095 |
0.9% |
1.0386 |
| Range |
0.0080 |
0.0175 |
0.0095 |
118.8% |
0.0238 |
| ATR |
0.0087 |
0.0093 |
0.0006 |
7.3% |
0.0000 |
| Volume |
175,779 |
172,667 |
-3,112 |
-1.8% |
667,246 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1027 |
1.0961 |
1.0642 |
|
| R3 |
1.0852 |
1.0786 |
1.0594 |
|
| R2 |
1.0677 |
1.0677 |
1.0578 |
|
| R1 |
1.0611 |
1.0611 |
1.0562 |
1.0644 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0518 |
| S1 |
1.0436 |
1.0436 |
1.0530 |
1.0469 |
| S2 |
1.0327 |
1.0327 |
1.0514 |
|
| S3 |
1.0152 |
1.0261 |
1.0498 |
|
| S4 |
0.9977 |
1.0086 |
1.0450 |
|
|
| 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 |
1.0567 |
1.0268 |
0.0299 |
2.8% |
0.0112 |
1.1% |
93% |
True |
False |
147,725 |
| 10 |
1.0567 |
1.0155 |
0.0412 |
3.9% |
0.0100 |
1.0% |
95% |
True |
False |
146,162 |
| 20 |
1.0567 |
1.0155 |
0.0412 |
3.9% |
0.0087 |
0.8% |
95% |
True |
False |
128,100 |
| 40 |
1.0578 |
1.0125 |
0.0453 |
4.3% |
0.0087 |
0.8% |
93% |
False |
False |
128,190 |
| 60 |
1.0578 |
0.9894 |
0.0684 |
6.5% |
0.0092 |
0.9% |
95% |
False |
False |
126,830 |
| 80 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0097 |
0.9% |
97% |
False |
False |
102,475 |
| 100 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0092 |
0.9% |
97% |
False |
False |
82,006 |
| 120 |
1.0578 |
0.9499 |
0.1079 |
10.2% |
0.0088 |
0.8% |
97% |
False |
False |
68,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1311 |
|
2.618 |
1.1025 |
|
1.618 |
1.0850 |
|
1.000 |
1.0742 |
|
0.618 |
1.0675 |
|
HIGH |
1.0567 |
|
0.618 |
1.0500 |
|
0.500 |
1.0480 |
|
0.382 |
1.0459 |
|
LOW |
1.0392 |
|
0.618 |
1.0284 |
|
1.000 |
1.0217 |
|
1.618 |
1.0109 |
|
2.618 |
0.9934 |
|
4.250 |
0.9648 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0524 |
1.0512 |
| PP |
1.0502 |
1.0477 |
| S1 |
1.0480 |
1.0443 |
|