CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 18-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0129 |
1.0177 |
0.0048 |
0.5% |
1.0046 |
| High |
1.0178 |
1.0227 |
0.0049 |
0.5% |
1.0120 |
| Low |
1.0109 |
1.0153 |
0.0044 |
0.4% |
0.9980 |
| Close |
1.0178 |
1.0216 |
0.0038 |
0.4% |
1.0087 |
| Range |
0.0069 |
0.0074 |
0.0005 |
7.2% |
0.0140 |
| ATR |
0.0069 |
0.0070 |
0.0000 |
0.5% |
0.0000 |
| Volume |
43 |
59 |
16 |
37.2% |
192 |
|
| Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0392 |
1.0257 |
|
| R3 |
1.0347 |
1.0318 |
1.0236 |
|
| R2 |
1.0273 |
1.0273 |
1.0230 |
|
| R1 |
1.0244 |
1.0244 |
1.0223 |
1.0259 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0206 |
| S1 |
1.0170 |
1.0170 |
1.0209 |
1.0185 |
| S2 |
1.0125 |
1.0125 |
1.0202 |
|
| S3 |
1.0051 |
1.0096 |
1.0196 |
|
| S4 |
0.9977 |
1.0022 |
1.0175 |
|
|
| 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 |
1.0227 |
0.9980 |
0.0247 |
2.4% |
0.0071 |
0.7% |
96% |
True |
False |
40 |
| 10 |
1.0227 |
0.9980 |
0.0247 |
2.4% |
0.0058 |
0.6% |
96% |
True |
False |
43 |
| 20 |
1.0227 |
0.9836 |
0.0391 |
3.8% |
0.0059 |
0.6% |
97% |
True |
False |
133 |
| 40 |
1.0227 |
0.9545 |
0.0682 |
6.7% |
0.0047 |
0.5% |
98% |
True |
False |
69 |
| 60 |
1.0241 |
0.9545 |
0.0696 |
6.8% |
0.0032 |
0.3% |
96% |
False |
False |
48 |
| 80 |
1.0241 |
0.9545 |
0.0696 |
6.8% |
0.0024 |
0.2% |
96% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0542 |
|
2.618 |
1.0421 |
|
1.618 |
1.0347 |
|
1.000 |
1.0301 |
|
0.618 |
1.0273 |
|
HIGH |
1.0227 |
|
0.618 |
1.0199 |
|
0.500 |
1.0190 |
|
0.382 |
1.0181 |
|
LOW |
1.0153 |
|
0.618 |
1.0107 |
|
1.000 |
1.0079 |
|
1.618 |
1.0033 |
|
2.618 |
0.9959 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 18-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0196 |
| PP |
1.0199 |
1.0176 |
| S1 |
1.0190 |
1.0157 |
|