CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0474 |
1.0431 |
-0.0043 |
-0.4% |
1.0321 |
| High |
1.0474 |
1.0457 |
-0.0017 |
-0.2% |
1.0450 |
| Low |
1.0428 |
1.0418 |
-0.0010 |
-0.1% |
1.0321 |
| Close |
1.0431 |
1.0442 |
0.0011 |
0.1% |
1.0431 |
| Range |
0.0046 |
0.0039 |
-0.0007 |
-15.2% |
0.0129 |
| ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
42 |
36 |
-6 |
-14.3% |
252 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0556 |
1.0538 |
1.0463 |
|
| R3 |
1.0517 |
1.0499 |
1.0453 |
|
| R2 |
1.0478 |
1.0478 |
1.0449 |
|
| R1 |
1.0460 |
1.0460 |
1.0446 |
1.0469 |
| PP |
1.0439 |
1.0439 |
1.0439 |
1.0444 |
| S1 |
1.0421 |
1.0421 |
1.0438 |
1.0430 |
| S2 |
1.0400 |
1.0400 |
1.0435 |
|
| S3 |
1.0361 |
1.0382 |
1.0431 |
|
| S4 |
1.0322 |
1.0343 |
1.0421 |
|
|
| 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% |
0.0070 |
0.7% |
79% |
False |
False |
59 |
| 10 |
1.0474 |
1.0183 |
0.0291 |
2.8% |
0.0070 |
0.7% |
89% |
False |
False |
56 |
| 20 |
1.0474 |
0.9980 |
0.0494 |
4.7% |
0.0070 |
0.7% |
94% |
False |
False |
57 |
| 40 |
1.0474 |
0.9819 |
0.0655 |
6.3% |
0.0062 |
0.6% |
95% |
False |
False |
91 |
| 60 |
1.0474 |
0.9545 |
0.0929 |
8.9% |
0.0049 |
0.5% |
97% |
False |
False |
62 |
| 80 |
1.0474 |
0.9545 |
0.0929 |
8.9% |
0.0037 |
0.4% |
97% |
False |
False |
48 |
| 100 |
1.0474 |
0.9545 |
0.0929 |
8.9% |
0.0030 |
0.3% |
97% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0623 |
|
2.618 |
1.0559 |
|
1.618 |
1.0520 |
|
1.000 |
1.0496 |
|
0.618 |
1.0481 |
|
HIGH |
1.0457 |
|
0.618 |
1.0442 |
|
0.500 |
1.0438 |
|
0.382 |
1.0433 |
|
LOW |
1.0418 |
|
0.618 |
1.0394 |
|
1.000 |
1.0379 |
|
1.618 |
1.0355 |
|
2.618 |
1.0316 |
|
4.250 |
1.0252 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0441 |
1.0446 |
| PP |
1.0439 |
1.0445 |
| S1 |
1.0438 |
1.0443 |
|