CME Australian Dollar Future December 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
1.0398 |
1.0330 |
-0.0068 |
-0.7% |
1.0176 |
High |
1.0405 |
1.0450 |
0.0045 |
0.4% |
1.0361 |
Low |
1.0336 |
1.0324 |
-0.0012 |
-0.1% |
1.0095 |
Close |
1.0340 |
1.0328 |
-0.0012 |
-0.1% |
1.0344 |
Range |
0.0069 |
0.0126 |
0.0057 |
82.6% |
0.0266 |
ATR |
0.0074 |
0.0078 |
0.0004 |
5.0% |
0.0000 |
Volume |
36 |
16 |
-20 |
-55.6% |
438 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0745 |
1.0663 |
1.0397 |
|
R3 |
1.0619 |
1.0537 |
1.0363 |
|
R2 |
1.0493 |
1.0493 |
1.0351 |
|
R1 |
1.0411 |
1.0411 |
1.0340 |
1.0389 |
PP |
1.0367 |
1.0367 |
1.0367 |
1.0357 |
S1 |
1.0285 |
1.0285 |
1.0316 |
1.0263 |
S2 |
1.0241 |
1.0241 |
1.0305 |
|
S3 |
1.0115 |
1.0159 |
1.0293 |
|
S4 |
0.9989 |
1.0033 |
1.0259 |
|
|
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 |
1.0450 |
1.0279 |
0.0171 |
1.7% |
0.0075 |
0.7% |
29% |
True |
False |
38 |
10 |
1.0450 |
1.0095 |
0.0355 |
3.4% |
0.0076 |
0.7% |
66% |
True |
False |
63 |
20 |
1.0450 |
0.9980 |
0.0470 |
4.6% |
0.0067 |
0.6% |
74% |
True |
False |
53 |
40 |
1.0450 |
0.9709 |
0.0741 |
7.2% |
0.0061 |
0.6% |
84% |
True |
False |
85 |
60 |
1.0450 |
0.9545 |
0.0905 |
8.8% |
0.0045 |
0.4% |
87% |
True |
False |
58 |
80 |
1.0450 |
0.9545 |
0.0905 |
8.8% |
0.0034 |
0.3% |
87% |
True |
False |
45 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0986 |
2.618 |
1.0780 |
1.618 |
1.0654 |
1.000 |
1.0576 |
0.618 |
1.0528 |
HIGH |
1.0450 |
0.618 |
1.0402 |
0.500 |
1.0387 |
0.382 |
1.0372 |
LOW |
1.0324 |
0.618 |
1.0246 |
1.000 |
1.0198 |
1.618 |
1.0120 |
2.618 |
0.9994 |
4.250 |
0.9789 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
1.0387 |
1.0387 |
PP |
1.0367 |
1.0367 |
S1 |
1.0348 |
1.0348 |
|