CME Australian Dollar Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0436 |
0.0031 |
0.3% |
1.0453 |
| High |
1.0447 |
1.0442 |
-0.0005 |
0.0% |
1.0493 |
| Low |
1.0381 |
1.0384 |
0.0003 |
0.0% |
1.0381 |
| Close |
1.0447 |
1.0395 |
-0.0052 |
-0.5% |
1.0447 |
| Range |
0.0066 |
0.0058 |
-0.0008 |
-12.1% |
0.0112 |
| ATR |
0.0071 |
0.0070 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
55 |
44 |
-11 |
-20.0% |
274 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0546 |
1.0427 |
|
| R3 |
1.0523 |
1.0488 |
1.0411 |
|
| R2 |
1.0465 |
1.0465 |
1.0406 |
|
| R1 |
1.0430 |
1.0430 |
1.0400 |
1.0419 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0401 |
| S1 |
1.0372 |
1.0372 |
1.0390 |
1.0361 |
| S2 |
1.0349 |
1.0349 |
1.0384 |
|
| S3 |
1.0291 |
1.0314 |
1.0379 |
|
| S4 |
1.0233 |
1.0256 |
1.0363 |
|
|
| 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% |
0.0052 |
0.5% |
13% |
False |
False |
42 |
| 10 |
1.0493 |
1.0324 |
0.0169 |
1.6% |
0.0064 |
0.6% |
42% |
False |
False |
49 |
| 20 |
1.0493 |
1.0095 |
0.0398 |
3.8% |
0.0068 |
0.7% |
75% |
False |
False |
59 |
| 40 |
1.0493 |
0.9836 |
0.0657 |
6.3% |
0.0064 |
0.6% |
85% |
False |
False |
94 |
| 60 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0051 |
0.5% |
90% |
False |
False |
64 |
| 80 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0039 |
0.4% |
90% |
False |
False |
49 |
| 100 |
1.0493 |
0.9545 |
0.0948 |
9.1% |
0.0031 |
0.3% |
90% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0689 |
|
2.618 |
1.0594 |
|
1.618 |
1.0536 |
|
1.000 |
1.0500 |
|
0.618 |
1.0478 |
|
HIGH |
1.0442 |
|
0.618 |
1.0420 |
|
0.500 |
1.0413 |
|
0.382 |
1.0406 |
|
LOW |
1.0384 |
|
0.618 |
1.0348 |
|
1.000 |
1.0326 |
|
1.618 |
1.0290 |
|
2.618 |
1.0232 |
|
4.250 |
1.0138 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0437 |
| PP |
1.0407 |
1.0423 |
| S1 |
1.0401 |
1.0409 |
|