CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0281 |
1.0321 |
0.0040 |
0.4% |
1.0176 |
| High |
1.0361 |
1.0377 |
0.0016 |
0.2% |
1.0361 |
| Low |
1.0279 |
1.0321 |
0.0042 |
0.4% |
1.0095 |
| Close |
1.0344 |
1.0375 |
0.0031 |
0.3% |
1.0344 |
| Range |
0.0082 |
0.0056 |
-0.0026 |
-31.7% |
0.0266 |
| ATR |
0.0078 |
0.0077 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
36 |
74 |
38 |
105.6% |
438 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0526 |
1.0506 |
1.0406 |
|
| R3 |
1.0470 |
1.0450 |
1.0390 |
|
| R2 |
1.0414 |
1.0414 |
1.0385 |
|
| R1 |
1.0394 |
1.0394 |
1.0380 |
1.0404 |
| PP |
1.0358 |
1.0358 |
1.0358 |
1.0363 |
| S1 |
1.0338 |
1.0338 |
1.0370 |
1.0348 |
| S2 |
1.0302 |
1.0302 |
1.0365 |
|
| S3 |
1.0246 |
1.0282 |
1.0360 |
|
| S4 |
1.0190 |
1.0226 |
1.0344 |
|
|
| 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 |
1.0377 |
1.0095 |
0.0282 |
2.7% |
0.0084 |
0.8% |
99% |
True |
False |
75 |
| 10 |
1.0377 |
1.0095 |
0.0282 |
2.7% |
0.0072 |
0.7% |
99% |
True |
False |
69 |
| 20 |
1.0377 |
0.9980 |
0.0397 |
3.8% |
0.0061 |
0.6% |
99% |
True |
False |
64 |
| 40 |
1.0377 |
0.9588 |
0.0789 |
7.6% |
0.0057 |
0.6% |
100% |
True |
False |
83 |
| 60 |
1.0377 |
0.9545 |
0.0832 |
8.0% |
0.0041 |
0.4% |
100% |
True |
False |
57 |
| 80 |
1.0377 |
0.9545 |
0.0832 |
8.0% |
0.0031 |
0.3% |
100% |
True |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0615 |
|
2.618 |
1.0524 |
|
1.618 |
1.0468 |
|
1.000 |
1.0433 |
|
0.618 |
1.0412 |
|
HIGH |
1.0377 |
|
0.618 |
1.0356 |
|
0.500 |
1.0349 |
|
0.382 |
1.0342 |
|
LOW |
1.0321 |
|
0.618 |
1.0286 |
|
1.000 |
1.0265 |
|
1.618 |
1.0230 |
|
2.618 |
1.0174 |
|
4.250 |
1.0083 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0366 |
1.0343 |
| PP |
1.0358 |
1.0312 |
| S1 |
1.0349 |
1.0280 |
|