CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0453 |
1.0474 |
0.0021 |
0.2% |
1.0321 |
| High |
1.0455 |
1.0474 |
0.0019 |
0.2% |
1.0450 |
| Low |
1.0420 |
1.0428 |
0.0008 |
0.1% |
1.0321 |
| Close |
1.0455 |
1.0431 |
-0.0024 |
-0.2% |
1.0431 |
| Range |
0.0035 |
0.0046 |
0.0011 |
31.4% |
0.0129 |
| ATR |
0.0077 |
0.0074 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
105 |
42 |
-63 |
-60.0% |
252 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0553 |
1.0456 |
|
| R3 |
1.0536 |
1.0507 |
1.0444 |
|
| R2 |
1.0490 |
1.0490 |
1.0439 |
|
| R1 |
1.0461 |
1.0461 |
1.0435 |
1.0453 |
| PP |
1.0444 |
1.0444 |
1.0444 |
1.0440 |
| S1 |
1.0415 |
1.0415 |
1.0427 |
1.0407 |
| S2 |
1.0398 |
1.0398 |
1.0423 |
|
| S3 |
1.0352 |
1.0369 |
1.0418 |
|
| S4 |
1.0306 |
1.0323 |
1.0406 |
|
|
| 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 |
1.0474 |
1.0324 |
0.0150 |
1.4% |
0.0076 |
0.7% |
71% |
True |
False |
59 |
| 10 |
1.0474 |
1.0095 |
0.0379 |
3.6% |
0.0077 |
0.7% |
89% |
True |
False |
62 |
| 20 |
1.0474 |
0.9980 |
0.0494 |
4.7% |
0.0070 |
0.7% |
91% |
True |
False |
56 |
| 40 |
1.0474 |
0.9788 |
0.0686 |
6.6% |
0.0061 |
0.6% |
94% |
True |
False |
90 |
| 60 |
1.0474 |
0.9545 |
0.0929 |
8.9% |
0.0048 |
0.5% |
95% |
True |
False |
62 |
| 80 |
1.0474 |
0.9545 |
0.0929 |
8.9% |
0.0036 |
0.3% |
95% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0670 |
|
2.618 |
1.0594 |
|
1.618 |
1.0548 |
|
1.000 |
1.0520 |
|
0.618 |
1.0502 |
|
HIGH |
1.0474 |
|
0.618 |
1.0456 |
|
0.500 |
1.0451 |
|
0.382 |
1.0446 |
|
LOW |
1.0428 |
|
0.618 |
1.0400 |
|
1.000 |
1.0382 |
|
1.618 |
1.0354 |
|
2.618 |
1.0308 |
|
4.250 |
1.0233 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0451 |
1.0421 |
| PP |
1.0444 |
1.0412 |
| S1 |
1.0438 |
1.0402 |
|