CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 17-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0108 |
1.0129 |
0.0021 |
0.2% |
1.0046 |
| High |
1.0126 |
1.0178 |
0.0052 |
0.5% |
1.0120 |
| Low |
1.0086 |
1.0109 |
0.0023 |
0.2% |
0.9980 |
| Close |
1.0118 |
1.0178 |
0.0060 |
0.6% |
1.0087 |
| Range |
0.0040 |
0.0069 |
0.0029 |
72.5% |
0.0140 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
58 |
43 |
-15 |
-25.9% |
192 |
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0339 |
1.0216 |
|
| R3 |
1.0293 |
1.0270 |
1.0197 |
|
| R2 |
1.0224 |
1.0224 |
1.0191 |
|
| R1 |
1.0201 |
1.0201 |
1.0184 |
1.0213 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0161 |
| S1 |
1.0132 |
1.0132 |
1.0172 |
1.0144 |
| S2 |
1.0086 |
1.0086 |
1.0165 |
|
| S3 |
1.0017 |
1.0063 |
1.0159 |
|
| S4 |
0.9948 |
0.9994 |
1.0140 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0482 |
1.0425 |
1.0164 |
|
| R3 |
1.0342 |
1.0285 |
1.0126 |
|
| R2 |
1.0202 |
1.0202 |
1.0113 |
|
| R1 |
1.0145 |
1.0145 |
1.0100 |
1.0174 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0077 |
| S1 |
1.0005 |
1.0005 |
1.0074 |
1.0034 |
| S2 |
0.9922 |
0.9922 |
1.0061 |
|
| S3 |
0.9782 |
0.9865 |
1.0049 |
|
| S4 |
0.9642 |
0.9725 |
1.0010 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0178 |
0.9980 |
0.0198 |
1.9% |
0.0065 |
0.6% |
100% |
True |
False |
29 |
| 10 |
1.0178 |
0.9980 |
0.0198 |
1.9% |
0.0054 |
0.5% |
100% |
True |
False |
42 |
| 20 |
1.0178 |
0.9836 |
0.0342 |
3.4% |
0.0060 |
0.6% |
100% |
True |
False |
131 |
| 40 |
1.0178 |
0.9545 |
0.0633 |
6.2% |
0.0045 |
0.4% |
100% |
True |
False |
67 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
6.8% |
0.0030 |
0.3% |
91% |
False |
False |
47 |
| 80 |
1.0241 |
0.9545 |
0.0696 |
6.8% |
0.0023 |
0.2% |
91% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0471 |
|
2.618 |
1.0359 |
|
1.618 |
1.0290 |
|
1.000 |
1.0247 |
|
0.618 |
1.0221 |
|
HIGH |
1.0178 |
|
0.618 |
1.0152 |
|
0.500 |
1.0144 |
|
0.382 |
1.0135 |
|
LOW |
1.0109 |
|
0.618 |
1.0066 |
|
1.000 |
1.0040 |
|
1.618 |
0.9997 |
|
2.618 |
0.9928 |
|
4.250 |
0.9816 |
|
|
| Fisher Pivots for day following 17-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0147 |
| PP |
1.0155 |
1.0116 |
| S1 |
1.0144 |
1.0086 |
|