CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0400 |
1.0398 |
-0.0002 |
0.0% |
1.0176 |
| High |
1.0410 |
1.0405 |
-0.0005 |
0.0% |
1.0361 |
| Low |
1.0367 |
1.0336 |
-0.0031 |
-0.3% |
1.0095 |
| Close |
1.0386 |
1.0340 |
-0.0046 |
-0.4% |
1.0344 |
| Range |
0.0043 |
0.0069 |
0.0026 |
60.5% |
0.0266 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
30 |
36 |
6 |
20.0% |
438 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0567 |
1.0523 |
1.0378 |
|
| R3 |
1.0498 |
1.0454 |
1.0359 |
|
| R2 |
1.0429 |
1.0429 |
1.0353 |
|
| R1 |
1.0385 |
1.0385 |
1.0346 |
1.0373 |
| PP |
1.0360 |
1.0360 |
1.0360 |
1.0354 |
| S1 |
1.0316 |
1.0316 |
1.0334 |
1.0304 |
| S2 |
1.0291 |
1.0291 |
1.0327 |
|
| S3 |
1.0222 |
1.0247 |
1.0321 |
|
| S4 |
1.0153 |
1.0178 |
1.0302 |
|
|
| 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 |
1.0183 |
0.0227 |
2.2% |
0.0069 |
0.7% |
69% |
False |
False |
54 |
| 10 |
1.0410 |
1.0095 |
0.0315 |
3.0% |
0.0069 |
0.7% |
78% |
False |
False |
65 |
| 20 |
1.0410 |
0.9980 |
0.0430 |
4.2% |
0.0063 |
0.6% |
84% |
False |
False |
54 |
| 40 |
1.0410 |
0.9680 |
0.0730 |
7.1% |
0.0060 |
0.6% |
90% |
False |
False |
85 |
| 60 |
1.0410 |
0.9545 |
0.0865 |
8.4% |
0.0043 |
0.4% |
92% |
False |
False |
58 |
| 80 |
1.0410 |
0.9545 |
0.0865 |
8.4% |
0.0032 |
0.3% |
92% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0698 |
|
2.618 |
1.0586 |
|
1.618 |
1.0517 |
|
1.000 |
1.0474 |
|
0.618 |
1.0448 |
|
HIGH |
1.0405 |
|
0.618 |
1.0379 |
|
0.500 |
1.0371 |
|
0.382 |
1.0362 |
|
LOW |
1.0336 |
|
0.618 |
1.0293 |
|
1.000 |
1.0267 |
|
1.618 |
1.0224 |
|
2.618 |
1.0155 |
|
4.250 |
1.0043 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0371 |
1.0366 |
| PP |
1.0360 |
1.0357 |
| S1 |
1.0350 |
1.0349 |
|