CME Australian Dollar Future September 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0461 |
1.0545 |
0.0084 |
0.8% |
1.0363 |
| High |
1.0567 |
1.0625 |
0.0058 |
0.5% |
1.0625 |
| Low |
1.0392 |
1.0528 |
0.0136 |
1.3% |
1.0318 |
| Close |
1.0546 |
1.0564 |
0.0018 |
0.2% |
1.0564 |
| Range |
0.0175 |
0.0097 |
-0.0078 |
-44.6% |
0.0307 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.3% |
0.0000 |
| Volume |
172,667 |
41,869 |
-130,798 |
-75.8% |
613,582 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0863 |
1.0811 |
1.0617 |
|
| R3 |
1.0766 |
1.0714 |
1.0591 |
|
| R2 |
1.0669 |
1.0669 |
1.0582 |
|
| R1 |
1.0617 |
1.0617 |
1.0573 |
1.0643 |
| PP |
1.0572 |
1.0572 |
1.0572 |
1.0586 |
| S1 |
1.0520 |
1.0520 |
1.0555 |
1.0546 |
| S2 |
1.0475 |
1.0475 |
1.0546 |
|
| S3 |
1.0378 |
1.0423 |
1.0537 |
|
| S4 |
1.0281 |
1.0326 |
1.0511 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1423 |
1.1301 |
1.0733 |
|
| R3 |
1.1116 |
1.0994 |
1.0648 |
|
| R2 |
1.0809 |
1.0809 |
1.0620 |
|
| R1 |
1.0687 |
1.0687 |
1.0592 |
1.0748 |
| PP |
1.0502 |
1.0502 |
1.0502 |
1.0533 |
| S1 |
1.0380 |
1.0380 |
1.0536 |
1.0441 |
| S2 |
1.0195 |
1.0195 |
1.0508 |
|
| S3 |
0.9888 |
1.0073 |
1.0480 |
|
| S4 |
0.9581 |
0.9766 |
1.0395 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0625 |
1.0318 |
0.0307 |
2.9% |
0.0106 |
1.0% |
80% |
True |
False |
122,716 |
| 10 |
1.0625 |
1.0155 |
0.0470 |
4.4% |
0.0104 |
1.0% |
87% |
True |
False |
142,004 |
| 20 |
1.0625 |
1.0155 |
0.0470 |
4.4% |
0.0089 |
0.8% |
87% |
True |
False |
125,565 |
| 40 |
1.0625 |
1.0125 |
0.0500 |
4.7% |
0.0088 |
0.8% |
88% |
True |
False |
125,912 |
| 60 |
1.0625 |
0.9894 |
0.0731 |
6.9% |
0.0092 |
0.9% |
92% |
True |
False |
124,718 |
| 80 |
1.0625 |
0.9499 |
0.1126 |
10.7% |
0.0096 |
0.9% |
95% |
True |
False |
102,997 |
| 100 |
1.0625 |
0.9499 |
0.1126 |
10.7% |
0.0092 |
0.9% |
95% |
True |
False |
82,424 |
| 120 |
1.0625 |
0.9499 |
0.1126 |
10.7% |
0.0088 |
0.8% |
95% |
True |
False |
68,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1037 |
|
2.618 |
1.0879 |
|
1.618 |
1.0782 |
|
1.000 |
1.0722 |
|
0.618 |
1.0685 |
|
HIGH |
1.0625 |
|
0.618 |
1.0588 |
|
0.500 |
1.0577 |
|
0.382 |
1.0565 |
|
LOW |
1.0528 |
|
0.618 |
1.0468 |
|
1.000 |
1.0431 |
|
1.618 |
1.0371 |
|
2.618 |
1.0274 |
|
4.250 |
1.0116 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0577 |
1.0546 |
| PP |
1.0572 |
1.0527 |
| S1 |
1.0568 |
1.0509 |
|