CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0449 |
1.0405 |
-0.0044 |
-0.4% |
1.0453 |
| High |
1.0493 |
1.0447 |
-0.0046 |
-0.4% |
1.0493 |
| Low |
1.0442 |
1.0381 |
-0.0061 |
-0.6% |
1.0381 |
| Close |
1.0456 |
1.0447 |
-0.0009 |
-0.1% |
1.0447 |
| Range |
0.0051 |
0.0066 |
0.0015 |
29.4% |
0.0112 |
| ATR |
0.0070 |
0.0071 |
0.0000 |
0.5% |
0.0000 |
| Volume |
36 |
55 |
19 |
52.8% |
274 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0623 |
1.0601 |
1.0483 |
|
| R3 |
1.0557 |
1.0535 |
1.0465 |
|
| R2 |
1.0491 |
1.0491 |
1.0459 |
|
| R1 |
1.0469 |
1.0469 |
1.0453 |
1.0480 |
| PP |
1.0425 |
1.0425 |
1.0425 |
1.0431 |
| S1 |
1.0403 |
1.0403 |
1.0441 |
1.0414 |
| S2 |
1.0359 |
1.0359 |
1.0435 |
|
| S3 |
1.0293 |
1.0337 |
1.0429 |
|
| S4 |
1.0227 |
1.0271 |
1.0411 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0776 |
1.0724 |
1.0509 |
|
| R3 |
1.0664 |
1.0612 |
1.0478 |
|
| R2 |
1.0552 |
1.0552 |
1.0468 |
|
| R1 |
1.0500 |
1.0500 |
1.0457 |
1.0470 |
| PP |
1.0440 |
1.0440 |
1.0440 |
1.0426 |
| S1 |
1.0388 |
1.0388 |
1.0437 |
1.0358 |
| S2 |
1.0328 |
1.0328 |
1.0426 |
|
| S3 |
1.0216 |
1.0276 |
1.0416 |
|
| S4 |
1.0104 |
1.0164 |
1.0385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0493 |
1.0381 |
0.0112 |
1.1% |
0.0047 |
0.5% |
59% |
False |
True |
54 |
| 10 |
1.0493 |
1.0321 |
0.0172 |
1.6% |
0.0064 |
0.6% |
73% |
False |
False |
52 |
| 20 |
1.0493 |
1.0086 |
0.0407 |
3.9% |
0.0067 |
0.6% |
89% |
False |
False |
60 |
| 40 |
1.0493 |
0.9836 |
0.0657 |
6.3% |
0.0064 |
0.6% |
93% |
False |
False |
93 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0051 |
0.5% |
95% |
False |
False |
63 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0038 |
0.4% |
95% |
False |
False |
49 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0031 |
0.3% |
95% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0728 |
|
2.618 |
1.0620 |
|
1.618 |
1.0554 |
|
1.000 |
1.0513 |
|
0.618 |
1.0488 |
|
HIGH |
1.0447 |
|
0.618 |
1.0422 |
|
0.500 |
1.0414 |
|
0.382 |
1.0406 |
|
LOW |
1.0381 |
|
0.618 |
1.0340 |
|
1.000 |
1.0315 |
|
1.618 |
1.0274 |
|
2.618 |
1.0208 |
|
4.250 |
1.0101 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0444 |
| PP |
1.0425 |
1.0440 |
| S1 |
1.0414 |
1.0437 |
|