CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0125 |
1.0046 |
-0.0079 |
-0.8% |
1.0081 |
High |
1.0125 |
1.0058 |
-0.0067 |
-0.7% |
1.0172 |
Low |
1.0036 |
1.0040 |
0.0004 |
0.0% |
1.0036 |
Close |
1.0049 |
1.0056 |
0.0007 |
0.1% |
1.0049 |
Range |
0.0089 |
0.0018 |
-0.0071 |
-79.8% |
0.0136 |
ATR |
0.0075 |
0.0071 |
-0.0004 |
-5.4% |
0.0000 |
Volume |
44 |
125 |
81 |
184.1% |
350 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0105 |
1.0099 |
1.0066 |
|
R3 |
1.0087 |
1.0081 |
1.0061 |
|
R2 |
1.0069 |
1.0069 |
1.0059 |
|
R1 |
1.0063 |
1.0063 |
1.0058 |
1.0066 |
PP |
1.0051 |
1.0051 |
1.0051 |
1.0053 |
S1 |
1.0045 |
1.0045 |
1.0054 |
1.0048 |
S2 |
1.0033 |
1.0033 |
1.0053 |
|
S3 |
1.0015 |
1.0027 |
1.0051 |
|
S4 |
0.9997 |
1.0009 |
1.0046 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0494 |
1.0407 |
1.0124 |
|
R3 |
1.0358 |
1.0271 |
1.0086 |
|
R2 |
1.0222 |
1.0222 |
1.0074 |
|
R1 |
1.0135 |
1.0135 |
1.0061 |
1.0111 |
PP |
1.0086 |
1.0086 |
1.0086 |
1.0073 |
S1 |
0.9999 |
0.9999 |
1.0037 |
0.9975 |
S2 |
0.9950 |
0.9950 |
1.0024 |
|
S3 |
0.9814 |
0.9863 |
1.0012 |
|
S4 |
0.9678 |
0.9727 |
0.9974 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0172 |
1.0036 |
0.0136 |
1.4% |
0.0046 |
0.5% |
15% |
False |
False |
95 |
10 |
1.0172 |
0.9836 |
0.0336 |
3.3% |
0.0050 |
0.5% |
65% |
False |
False |
109 |
20 |
1.0172 |
0.9740 |
0.0432 |
4.3% |
0.0055 |
0.5% |
73% |
False |
False |
124 |
40 |
1.0172 |
0.9545 |
0.0627 |
6.2% |
0.0037 |
0.4% |
81% |
False |
False |
65 |
60 |
1.0241 |
0.9545 |
0.0696 |
6.9% |
0.0025 |
0.2% |
73% |
False |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0135 |
2.618 |
1.0105 |
1.618 |
1.0087 |
1.000 |
1.0076 |
0.618 |
1.0069 |
HIGH |
1.0058 |
0.618 |
1.0051 |
0.500 |
1.0049 |
0.382 |
1.0047 |
LOW |
1.0040 |
0.618 |
1.0029 |
1.000 |
1.0022 |
1.618 |
1.0011 |
2.618 |
0.9993 |
4.250 |
0.9964 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0054 |
1.0104 |
PP |
1.0051 |
1.0088 |
S1 |
1.0049 |
1.0072 |
|