CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0080 |
1.0056 |
-0.0024 |
-0.2% |
1.0081 |
| High |
1.0120 |
1.0060 |
-0.0060 |
-0.6% |
1.0172 |
| Low |
1.0080 |
0.9980 |
-0.0100 |
-1.0% |
1.0036 |
| Close |
1.0083 |
1.0000 |
-0.0083 |
-0.8% |
1.0049 |
| Range |
0.0040 |
0.0080 |
0.0040 |
100.0% |
0.0136 |
| ATR |
0.0068 |
0.0070 |
0.0003 |
3.8% |
0.0000 |
| Volume |
4 |
5 |
1 |
25.0% |
350 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0207 |
1.0044 |
|
| R3 |
1.0173 |
1.0127 |
1.0022 |
|
| R2 |
1.0093 |
1.0093 |
1.0015 |
|
| R1 |
1.0047 |
1.0047 |
1.0007 |
1.0030 |
| PP |
1.0013 |
1.0013 |
1.0013 |
1.0005 |
| S1 |
0.9967 |
0.9967 |
0.9993 |
0.9950 |
| S2 |
0.9933 |
0.9933 |
0.9985 |
|
| S3 |
0.9853 |
0.9887 |
0.9978 |
|
| S4 |
0.9773 |
0.9807 |
0.9956 |
|
|
| 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 |
1.0125 |
0.9980 |
0.0145 |
1.5% |
0.0049 |
0.5% |
14% |
False |
True |
40 |
| 10 |
1.0172 |
0.9867 |
0.0305 |
3.1% |
0.0055 |
0.6% |
44% |
False |
False |
54 |
| 20 |
1.0172 |
0.9827 |
0.0345 |
3.5% |
0.0058 |
0.6% |
50% |
False |
False |
124 |
| 40 |
1.0172 |
0.9545 |
0.0627 |
6.3% |
0.0040 |
0.4% |
73% |
False |
False |
64 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0027 |
0.3% |
65% |
False |
False |
45 |
| 80 |
1.0241 |
0.9545 |
0.0696 |
7.0% |
0.0021 |
0.2% |
65% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0400 |
|
2.618 |
1.0269 |
|
1.618 |
1.0189 |
|
1.000 |
1.0140 |
|
0.618 |
1.0109 |
|
HIGH |
1.0060 |
|
0.618 |
1.0029 |
|
0.500 |
1.0020 |
|
0.382 |
1.0011 |
|
LOW |
0.9980 |
|
0.618 |
0.9931 |
|
1.000 |
0.9900 |
|
1.618 |
0.9851 |
|
2.618 |
0.9771 |
|
4.250 |
0.9640 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0020 |
1.0050 |
| PP |
1.0013 |
1.0033 |
| S1 |
1.0007 |
1.0017 |
|