CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0242 |
1.0284 |
0.0042 |
0.4% |
1.0108 |
| High |
1.0298 |
1.0286 |
-0.0012 |
-0.1% |
1.0298 |
| Low |
1.0242 |
1.0233 |
-0.0009 |
-0.1% |
1.0086 |
| Close |
1.0297 |
1.0241 |
-0.0056 |
-0.5% |
1.0241 |
| Range |
0.0056 |
0.0053 |
-0.0003 |
-5.4% |
0.0212 |
| ATR |
0.0071 |
0.0070 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
43 |
37 |
-6 |
-14.0% |
240 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0380 |
1.0270 |
|
| R3 |
1.0359 |
1.0327 |
1.0256 |
|
| R2 |
1.0306 |
1.0306 |
1.0251 |
|
| R1 |
1.0274 |
1.0274 |
1.0246 |
1.0264 |
| PP |
1.0253 |
1.0253 |
1.0253 |
1.0248 |
| S1 |
1.0221 |
1.0221 |
1.0236 |
1.0211 |
| S2 |
1.0200 |
1.0200 |
1.0231 |
|
| S3 |
1.0147 |
1.0168 |
1.0226 |
|
| S4 |
1.0094 |
1.0115 |
1.0212 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0844 |
1.0755 |
1.0358 |
|
| R3 |
1.0632 |
1.0543 |
1.0299 |
|
| R2 |
1.0420 |
1.0420 |
1.0280 |
|
| R1 |
1.0331 |
1.0331 |
1.0260 |
1.0376 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0231 |
| S1 |
1.0119 |
1.0119 |
1.0222 |
1.0164 |
| S2 |
0.9996 |
0.9996 |
1.0202 |
|
| S3 |
0.9784 |
0.9907 |
1.0183 |
|
| S4 |
0.9572 |
0.9695 |
1.0124 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0298 |
1.0086 |
0.0212 |
2.1% |
0.0058 |
0.6% |
73% |
False |
False |
48 |
| 10 |
1.0298 |
0.9980 |
0.0318 |
3.1% |
0.0054 |
0.5% |
82% |
False |
False |
43 |
| 20 |
1.0298 |
0.9836 |
0.0462 |
4.5% |
0.0053 |
0.5% |
88% |
False |
False |
75 |
| 40 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0048 |
0.5% |
92% |
False |
False |
71 |
| 60 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0034 |
0.3% |
92% |
False |
False |
49 |
| 80 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0025 |
0.2% |
92% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0511 |
|
2.618 |
1.0425 |
|
1.618 |
1.0372 |
|
1.000 |
1.0339 |
|
0.618 |
1.0319 |
|
HIGH |
1.0286 |
|
0.618 |
1.0266 |
|
0.500 |
1.0260 |
|
0.382 |
1.0253 |
|
LOW |
1.0233 |
|
0.618 |
1.0200 |
|
1.000 |
1.0180 |
|
1.618 |
1.0147 |
|
2.618 |
1.0094 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0236 |
| PP |
1.0253 |
1.0231 |
| S1 |
1.0247 |
1.0226 |
|