CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0284 |
1.0176 |
-0.0108 |
-1.1% |
1.0108 |
| High |
1.0286 |
1.0176 |
-0.0110 |
-1.1% |
1.0298 |
| Low |
1.0233 |
1.0127 |
-0.0106 |
-1.0% |
1.0086 |
| Close |
1.0241 |
1.0138 |
-0.0103 |
-1.0% |
1.0241 |
| Range |
0.0053 |
0.0049 |
-0.0004 |
-7.5% |
0.0212 |
| ATR |
0.0070 |
0.0073 |
0.0003 |
4.5% |
0.0000 |
| Volume |
37 |
135 |
98 |
264.9% |
240 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0265 |
1.0165 |
|
| R3 |
1.0245 |
1.0216 |
1.0151 |
|
| R2 |
1.0196 |
1.0196 |
1.0147 |
|
| R1 |
1.0167 |
1.0167 |
1.0142 |
1.0157 |
| PP |
1.0147 |
1.0147 |
1.0147 |
1.0142 |
| S1 |
1.0118 |
1.0118 |
1.0134 |
1.0108 |
| S2 |
1.0098 |
1.0098 |
1.0129 |
|
| S3 |
1.0049 |
1.0069 |
1.0125 |
|
| S4 |
1.0000 |
1.0020 |
1.0111 |
|
|
| 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 |
1.0109 |
0.0189 |
1.9% |
0.0060 |
0.6% |
15% |
False |
False |
63 |
| 10 |
1.0298 |
0.9980 |
0.0318 |
3.1% |
0.0057 |
0.6% |
50% |
False |
False |
44 |
| 20 |
1.0298 |
0.9836 |
0.0462 |
4.6% |
0.0054 |
0.5% |
65% |
False |
False |
76 |
| 40 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0049 |
0.5% |
79% |
False |
False |
74 |
| 60 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0034 |
0.3% |
79% |
False |
False |
51 |
| 80 |
1.0298 |
0.9545 |
0.0753 |
7.4% |
0.0026 |
0.3% |
79% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0384 |
|
2.618 |
1.0304 |
|
1.618 |
1.0255 |
|
1.000 |
1.0225 |
|
0.618 |
1.0206 |
|
HIGH |
1.0176 |
|
0.618 |
1.0157 |
|
0.500 |
1.0152 |
|
0.382 |
1.0146 |
|
LOW |
1.0127 |
|
0.618 |
1.0097 |
|
1.000 |
1.0078 |
|
1.618 |
1.0048 |
|
2.618 |
0.9999 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0213 |
| PP |
1.0147 |
1.0188 |
| S1 |
1.0143 |
1.0163 |
|