CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0431 |
1.0449 |
0.0018 |
0.2% |
1.0321 |
| High |
1.0457 |
1.0493 |
0.0036 |
0.3% |
1.0450 |
| Low |
1.0418 |
1.0442 |
0.0024 |
0.2% |
1.0321 |
| Close |
1.0442 |
1.0456 |
0.0014 |
0.1% |
1.0431 |
| Range |
0.0039 |
0.0051 |
0.0012 |
30.8% |
0.0129 |
| ATR |
0.0072 |
0.0070 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
36 |
36 |
0 |
0.0% |
252 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0617 |
1.0587 |
1.0484 |
|
| R3 |
1.0566 |
1.0536 |
1.0470 |
|
| R2 |
1.0515 |
1.0515 |
1.0465 |
|
| R1 |
1.0485 |
1.0485 |
1.0461 |
1.0500 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0471 |
| S1 |
1.0434 |
1.0434 |
1.0451 |
1.0449 |
| S2 |
1.0413 |
1.0413 |
1.0447 |
|
| S3 |
1.0362 |
1.0383 |
1.0442 |
|
| S4 |
1.0311 |
1.0332 |
1.0428 |
|
|
| 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 |
1.0493 |
1.0330 |
0.0163 |
1.6% |
0.0055 |
0.5% |
77% |
True |
False |
63 |
| 10 |
1.0493 |
1.0279 |
0.0214 |
2.0% |
0.0065 |
0.6% |
83% |
True |
False |
50 |
| 20 |
1.0493 |
0.9993 |
0.0500 |
4.8% |
0.0068 |
0.7% |
93% |
True |
False |
59 |
| 40 |
1.0493 |
0.9827 |
0.0666 |
6.4% |
0.0063 |
0.6% |
94% |
True |
False |
91 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0050 |
0.5% |
96% |
True |
False |
62 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0037 |
0.4% |
96% |
True |
False |
48 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0030 |
0.3% |
96% |
True |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0627 |
|
1.618 |
1.0576 |
|
1.000 |
1.0544 |
|
0.618 |
1.0525 |
|
HIGH |
1.0493 |
|
0.618 |
1.0474 |
|
0.500 |
1.0468 |
|
0.382 |
1.0461 |
|
LOW |
1.0442 |
|
0.618 |
1.0410 |
|
1.000 |
1.0391 |
|
1.618 |
1.0359 |
|
2.618 |
1.0308 |
|
4.250 |
1.0225 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0456 |
| PP |
1.0464 |
1.0456 |
| S1 |
1.0460 |
1.0456 |
|