CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0330 |
1.0330 |
0.0000 |
0.0% |
1.0321 |
| High |
1.0450 |
1.0435 |
-0.0015 |
-0.1% |
1.0450 |
| Low |
1.0324 |
1.0330 |
0.0006 |
0.1% |
1.0321 |
| Close |
1.0328 |
1.0431 |
0.0103 |
1.0% |
1.0431 |
| Range |
0.0126 |
0.0105 |
-0.0021 |
-16.7% |
0.0129 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.7% |
0.0000 |
| Volume |
16 |
96 |
80 |
500.0% |
252 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0677 |
1.0489 |
|
| R3 |
1.0609 |
1.0572 |
1.0460 |
|
| R2 |
1.0504 |
1.0504 |
1.0450 |
|
| R1 |
1.0467 |
1.0467 |
1.0441 |
1.0486 |
| PP |
1.0399 |
1.0399 |
1.0399 |
1.0408 |
| S1 |
1.0362 |
1.0362 |
1.0421 |
1.0381 |
| S2 |
1.0294 |
1.0294 |
1.0412 |
|
| S3 |
1.0189 |
1.0257 |
1.0402 |
|
| S4 |
1.0084 |
1.0152 |
1.0373 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0788 |
1.0738 |
1.0502 |
|
| R3 |
1.0659 |
1.0609 |
1.0466 |
|
| R2 |
1.0530 |
1.0530 |
1.0455 |
|
| R1 |
1.0480 |
1.0480 |
1.0443 |
1.0505 |
| PP |
1.0401 |
1.0401 |
1.0401 |
1.0413 |
| S1 |
1.0351 |
1.0351 |
1.0419 |
1.0376 |
| S2 |
1.0272 |
1.0272 |
1.0407 |
|
| S3 |
1.0143 |
1.0222 |
1.0396 |
|
| S4 |
1.0014 |
1.0093 |
1.0360 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0450 |
1.0321 |
0.0129 |
1.2% |
0.0080 |
0.8% |
85% |
False |
False |
50 |
| 10 |
1.0450 |
1.0095 |
0.0355 |
3.4% |
0.0081 |
0.8% |
95% |
False |
False |
69 |
| 20 |
1.0450 |
0.9980 |
0.0470 |
4.5% |
0.0068 |
0.6% |
96% |
False |
False |
56 |
| 40 |
1.0450 |
0.9709 |
0.0741 |
7.1% |
0.0062 |
0.6% |
97% |
False |
False |
87 |
| 60 |
1.0450 |
0.9545 |
0.0905 |
8.7% |
0.0047 |
0.5% |
98% |
False |
False |
60 |
| 80 |
1.0450 |
0.9545 |
0.0905 |
8.7% |
0.0035 |
0.3% |
98% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0881 |
|
2.618 |
1.0710 |
|
1.618 |
1.0605 |
|
1.000 |
1.0540 |
|
0.618 |
1.0500 |
|
HIGH |
1.0435 |
|
0.618 |
1.0395 |
|
0.500 |
1.0383 |
|
0.382 |
1.0370 |
|
LOW |
1.0330 |
|
0.618 |
1.0265 |
|
1.000 |
1.0225 |
|
1.618 |
1.0160 |
|
2.618 |
1.0055 |
|
4.250 |
0.9884 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0415 |
1.0416 |
| PP |
1.0399 |
1.0402 |
| S1 |
1.0383 |
1.0387 |
|