CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 26-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0095 |
1.0183 |
0.0088 |
0.9% |
1.0108 |
High |
1.0202 |
1.0280 |
0.0078 |
0.8% |
1.0298 |
Low |
1.0095 |
1.0183 |
0.0088 |
0.9% |
1.0086 |
Close |
1.0200 |
1.0270 |
0.0070 |
0.7% |
1.0241 |
Range |
0.0107 |
0.0097 |
-0.0010 |
-9.3% |
0.0212 |
ATR |
0.0076 |
0.0078 |
0.0001 |
2.0% |
0.0000 |
Volume |
97 |
94 |
-3 |
-3.1% |
240 |
|
Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0535 |
1.0500 |
1.0323 |
|
R3 |
1.0438 |
1.0403 |
1.0297 |
|
R2 |
1.0341 |
1.0341 |
1.0288 |
|
R1 |
1.0306 |
1.0306 |
1.0279 |
1.0324 |
PP |
1.0244 |
1.0244 |
1.0244 |
1.0253 |
S1 |
1.0209 |
1.0209 |
1.0261 |
1.0227 |
S2 |
1.0147 |
1.0147 |
1.0252 |
|
S3 |
1.0050 |
1.0112 |
1.0243 |
|
S4 |
0.9953 |
1.0015 |
1.0217 |
|
|
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 |
1.0286 |
1.0095 |
0.0191 |
1.9% |
0.0077 |
0.7% |
92% |
False |
False |
87 |
10 |
1.0298 |
0.9993 |
0.0305 |
3.0% |
0.0072 |
0.7% |
91% |
False |
False |
67 |
20 |
1.0298 |
0.9867 |
0.0431 |
4.2% |
0.0063 |
0.6% |
94% |
False |
False |
60 |
40 |
1.0298 |
0.9545 |
0.0753 |
7.3% |
0.0056 |
0.5% |
96% |
False |
False |
81 |
60 |
1.0298 |
0.9545 |
0.0753 |
7.3% |
0.0039 |
0.4% |
96% |
False |
False |
55 |
80 |
1.0298 |
0.9545 |
0.0753 |
7.3% |
0.0029 |
0.3% |
96% |
False |
False |
43 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0692 |
2.618 |
1.0534 |
1.618 |
1.0437 |
1.000 |
1.0377 |
0.618 |
1.0340 |
HIGH |
1.0280 |
0.618 |
1.0243 |
0.500 |
1.0232 |
0.382 |
1.0220 |
LOW |
1.0183 |
0.618 |
1.0123 |
1.000 |
1.0086 |
1.618 |
1.0026 |
2.618 |
0.9929 |
4.250 |
0.9771 |
|
|
Fisher Pivots for day following 26-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0257 |
1.0243 |
PP |
1.0244 |
1.0215 |
S1 |
1.0232 |
1.0188 |
|