CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0183 |
1.0281 |
0.0098 |
1.0% |
1.0176 |
| High |
1.0280 |
1.0361 |
0.0081 |
0.8% |
1.0361 |
| Low |
1.0183 |
1.0279 |
0.0096 |
0.9% |
1.0095 |
| Close |
1.0270 |
1.0344 |
0.0074 |
0.7% |
1.0344 |
| Range |
0.0097 |
0.0082 |
-0.0015 |
-15.5% |
0.0266 |
| ATR |
0.0078 |
0.0078 |
0.0001 |
1.2% |
0.0000 |
| Volume |
94 |
36 |
-58 |
-61.7% |
438 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0541 |
1.0389 |
|
| R3 |
1.0492 |
1.0459 |
1.0367 |
|
| R2 |
1.0410 |
1.0410 |
1.0359 |
|
| R1 |
1.0377 |
1.0377 |
1.0352 |
1.0394 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0336 |
| S1 |
1.0295 |
1.0295 |
1.0336 |
1.0312 |
| S2 |
1.0246 |
1.0246 |
1.0329 |
|
| S3 |
1.0164 |
1.0213 |
1.0321 |
|
| S4 |
1.0082 |
1.0131 |
1.0299 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.0970 |
1.0490 |
|
| R3 |
1.0799 |
1.0704 |
1.0417 |
|
| R2 |
1.0533 |
1.0533 |
1.0393 |
|
| R1 |
1.0438 |
1.0438 |
1.0368 |
1.0486 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0290 |
| S1 |
1.0172 |
1.0172 |
1.0320 |
1.0220 |
| S2 |
1.0001 |
1.0001 |
1.0295 |
|
| S3 |
0.9735 |
0.9906 |
1.0271 |
|
| S4 |
0.9469 |
0.9640 |
1.0198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0361 |
1.0095 |
0.0266 |
2.6% |
0.0083 |
0.8% |
94% |
True |
False |
87 |
| 10 |
1.0361 |
1.0086 |
0.0275 |
2.7% |
0.0071 |
0.7% |
94% |
True |
False |
67 |
| 20 |
1.0361 |
0.9941 |
0.0420 |
4.1% |
0.0066 |
0.6% |
96% |
True |
False |
61 |
| 40 |
1.0361 |
0.9545 |
0.0816 |
7.9% |
0.0057 |
0.6% |
98% |
True |
False |
81 |
| 60 |
1.0361 |
0.9545 |
0.0816 |
7.9% |
0.0040 |
0.4% |
98% |
True |
False |
56 |
| 80 |
1.0361 |
0.9545 |
0.0816 |
7.9% |
0.0030 |
0.3% |
98% |
True |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0576 |
|
1.618 |
1.0494 |
|
1.000 |
1.0443 |
|
0.618 |
1.0412 |
|
HIGH |
1.0361 |
|
0.618 |
1.0330 |
|
0.500 |
1.0320 |
|
0.382 |
1.0310 |
|
LOW |
1.0279 |
|
0.618 |
1.0228 |
|
1.000 |
1.0197 |
|
1.618 |
1.0146 |
|
2.618 |
1.0064 |
|
4.250 |
0.9931 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0336 |
1.0305 |
| PP |
1.0328 |
1.0267 |
| S1 |
1.0320 |
1.0228 |
|