CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
1.0321 |
1.0400 |
0.0079 |
0.8% |
1.0176 |
High |
1.0377 |
1.0410 |
0.0033 |
0.3% |
1.0361 |
Low |
1.0321 |
1.0367 |
0.0046 |
0.4% |
1.0095 |
Close |
1.0375 |
1.0386 |
0.0011 |
0.1% |
1.0344 |
Range |
0.0056 |
0.0043 |
-0.0013 |
-23.2% |
0.0266 |
ATR |
0.0077 |
0.0074 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
74 |
30 |
-44 |
-59.5% |
438 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0517 |
1.0494 |
1.0410 |
|
R3 |
1.0474 |
1.0451 |
1.0398 |
|
R2 |
1.0431 |
1.0431 |
1.0394 |
|
R1 |
1.0408 |
1.0408 |
1.0390 |
1.0398 |
PP |
1.0388 |
1.0388 |
1.0388 |
1.0383 |
S1 |
1.0365 |
1.0365 |
1.0382 |
1.0355 |
S2 |
1.0345 |
1.0345 |
1.0378 |
|
S3 |
1.0302 |
1.0322 |
1.0374 |
|
S4 |
1.0259 |
1.0279 |
1.0362 |
|
|
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 |
1.0410 |
1.0095 |
0.0315 |
3.0% |
0.0077 |
0.7% |
92% |
True |
False |
66 |
10 |
1.0410 |
1.0095 |
0.0315 |
3.0% |
0.0070 |
0.7% |
92% |
True |
False |
68 |
20 |
1.0410 |
0.9980 |
0.0430 |
4.1% |
0.0062 |
0.6% |
94% |
True |
False |
55 |
40 |
1.0410 |
0.9594 |
0.0816 |
7.9% |
0.0058 |
0.6% |
97% |
True |
False |
84 |
60 |
1.0410 |
0.9545 |
0.0865 |
8.3% |
0.0042 |
0.4% |
97% |
True |
False |
57 |
80 |
1.0410 |
0.9545 |
0.0865 |
8.3% |
0.0032 |
0.3% |
97% |
True |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0593 |
2.618 |
1.0523 |
1.618 |
1.0480 |
1.000 |
1.0453 |
0.618 |
1.0437 |
HIGH |
1.0410 |
0.618 |
1.0394 |
0.500 |
1.0389 |
0.382 |
1.0383 |
LOW |
1.0367 |
0.618 |
1.0340 |
1.000 |
1.0324 |
1.618 |
1.0297 |
2.618 |
1.0254 |
4.250 |
1.0184 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0389 |
1.0372 |
PP |
1.0388 |
1.0358 |
S1 |
1.0387 |
1.0345 |
|