CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0177 |
1.0242 |
0.0065 |
0.6% |
1.0046 |
| High |
1.0227 |
1.0298 |
0.0071 |
0.7% |
1.0120 |
| Low |
1.0153 |
1.0242 |
0.0089 |
0.9% |
0.9980 |
| Close |
1.0216 |
1.0297 |
0.0081 |
0.8% |
1.0087 |
| Range |
0.0074 |
0.0056 |
-0.0018 |
-24.3% |
0.0140 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
1.3% |
0.0000 |
| Volume |
59 |
43 |
-16 |
-27.1% |
192 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0447 |
1.0428 |
1.0328 |
|
| R3 |
1.0391 |
1.0372 |
1.0312 |
|
| R2 |
1.0335 |
1.0335 |
1.0307 |
|
| R1 |
1.0316 |
1.0316 |
1.0302 |
1.0326 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0284 |
| S1 |
1.0260 |
1.0260 |
1.0292 |
1.0270 |
| S2 |
1.0223 |
1.0223 |
1.0287 |
|
| S3 |
1.0167 |
1.0204 |
1.0282 |
|
| S4 |
1.0111 |
1.0148 |
1.0266 |
|
|
| 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 |
1.0298 |
0.9993 |
0.0305 |
3.0% |
0.0067 |
0.6% |
100% |
True |
False |
47 |
| 10 |
1.0298 |
0.9980 |
0.0318 |
3.1% |
0.0058 |
0.6% |
100% |
True |
False |
43 |
| 20 |
1.0298 |
0.9836 |
0.0462 |
4.5% |
0.0058 |
0.6% |
100% |
True |
False |
134 |
| 40 |
1.0298 |
0.9545 |
0.0753 |
7.3% |
0.0047 |
0.5% |
100% |
True |
False |
70 |
| 60 |
1.0298 |
0.9545 |
0.0753 |
7.3% |
0.0033 |
0.3% |
100% |
True |
False |
48 |
| 80 |
1.0298 |
0.9545 |
0.0753 |
7.3% |
0.0025 |
0.2% |
100% |
True |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0536 |
|
2.618 |
1.0445 |
|
1.618 |
1.0389 |
|
1.000 |
1.0354 |
|
0.618 |
1.0333 |
|
HIGH |
1.0298 |
|
0.618 |
1.0277 |
|
0.500 |
1.0270 |
|
0.382 |
1.0263 |
|
LOW |
1.0242 |
|
0.618 |
1.0207 |
|
1.000 |
1.0186 |
|
1.618 |
1.0151 |
|
2.618 |
1.0095 |
|
4.250 |
1.0004 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0288 |
1.0266 |
| PP |
1.0279 |
1.0235 |
| S1 |
1.0270 |
1.0204 |
|